COURSE INTRODUCTION AND APPLICATION INFORMATION


Course Name
Investment Analysis and Portfolio Management
Code
Semester
Theory
(hour/week)
Application/Lab
(hour/week)
Local Credits
ECTS
ITF 404
Fall
3
0
3
6
Prerequisites
None
Course Language
English
Course Type
Required
Course Level
First Cycle
Course Coordinator
Course Lecturer(s)
Assistant(s)
Course Objectives The Primary objective is to introduce graduate students the basic concepts of investing, the tools and principles to be able to better understand trading in financial markets. It is also aimed that students will be equipped with the knowledge for portfolio selection, portfolio management and investment evaluation through theoretical methodologies. Through solving the problems it is aimed to develop and increase the skills of the student in the field of investment and portfolio construction.
Learning Outcomes The students who succeeded in this course;
  • will be able to define the difference between money markets and capital market, calculation methods of indexes and basic financial derivative instruments in detail.
  • will be able to give information about initial public offerings, short sales and trading securities in securities markets.
  • will be able to calculate the risk and return of a single asset or a portfolio.
  • will be able to anaylze how to choose an efficient and an optimal risky portfolio.
  • will be able to inform about Capital Asset Pricing Model and Arbitrage Pricing Theory.
  • will be able to explain three major players (firms, government and households) in financial market and the difference between real assets and financial assets.
Course Description Topics covered are: investment environment, market players, securities markets, portfolio risk and return, efficient diversification, CAPM and APT.

 



Course Category

Core Courses
Major Area Courses
Supportive Courses
X
Media and Managment Skills Courses
Transferable Skill Courses

 

WEEKLY SUBJECTS AND RELATED PREPARATION STUDIES

Week Subjects Required Materials
1 Investments:Background and Issues Zvi Bodie, Alex Kane, Alan J. Marcus, “Essentials of Investments”, McGrawHill – 8. Basım, Eighth Edition, 222 Chapter 1
2 Investments:Background and Issues Zvi Bodie, Alex Kane, Alan J. Marcus, “Essentials of Investments”, McGrawHill – 8. Basım, Eighth Edition, 222 Chapter 1
3 Asset Classes and Financial Instruments Zvi Bodie, Alex Kane, Alan J. Marcus, “Essentials of Investments”, McGrawHill – 8. Basım, Eighth Edition, 222 Chapter 2
4 Asset Classes and Financial Instruments Zvi Bodie, Alex Kane, Alan J. Marcus, “Essentials of Investments”, McGrawHill – 8. Basım, Eighth Edition, 222 Chapter 2
5 Securities Markets Zvi Bodie, Alex Kane, Alan J. Marcus, “Essentials of Investments”, McGrawHill – 8. Basım, Eighth Edition, 222 Chapter 3
6 Securities Markets Zvi Bodie, Alex Kane, Alan J. Marcus, “Essentials of Investments”, McGrawHill – 8. Basım, Eighth Edition, 222 Chapter 3
7 Risk and Return: Past and Prologue Zvi Bodie, Alex Kane, Alan J. Marcus, “Essentials of Investments”, McGrawHill – 8. Basım, Eighth Edition, 222 Chapter 5
8 Risk and Return: Past and Prologue Zvi Bodie, Alex Kane, Alan J. Marcus, “Essentials of Investments”, McGrawHill – 8. Basım, Eighth Edition, 222 Chapter 5
9 Midterm
10 Efficient Diversification Zvi Bodie, Alex Kane, Alan J. Marcus, “Essentials of Investments”, McGrawHill – 8. Basım, Eighth Edition, 222 Chapter 6
11 Efficient Diversification Zvi Bodie, Alex Kane, Alan J. Marcus, “Essentials of Investments”, McGrawHill – 8. Basım, Eighth Edition, 222 Chapter 6
12 Capital Asset Pricing and Arbitrage Theory Zvi Bodie, Alex Kane, Alan J. Marcus, “Essentials of Investments”, McGrawHill – 8. Basım, Eighth Edition, 222 Chapter 7
13 Capital Asset Pricing and Arbitrage Theory Zvi Bodie, Alex Kane, Alan J. Marcus, “Essentials of Investments”, McGrawHill – 8. Basım, Eighth Edition, 222 Chapter 7
14 Review of the semester
15 Review of the Semester  
16 Review of the Semester  
Course Notes/Textbooks Book Chapters and Powerpoint slides
Suggested Readings/Materials Business Week, Fortune, Forbes, Financial Times, Wall Street Journal

 

EVALUATION SYSTEM

Semester Activities Number Weigthing
Participation
14
10
Laboratory / Application
Field Work
Quizzes / Studio Critiques
4
20
Homework / Assignments
1
10
Presentation / Jury
Project
Seminar / Workshop
Oral Exam
Midterm
1
25
Final Exam
1
35
Total

Weighting of Semester Activities on the Final Grade
65
Weighting of End-of-Semester Activities on the Final Grade
35
Total

ECTS / WORKLOAD TABLE

Semester Activities Number Duration (Hours) Workload
Course Hours
(Including exam week: 16 x total hours)
16
3
48
Laboratory / Application Hours
(Including exam week: 16 x total hours)
16
Study Hours Out of Class
16
5
Field Work
Quizzes / Studio Critiques
4
Homework / Assignments
1
Presentation / Jury
Project
Seminar / Workshop
Oral Exam
Midterms
1
15
Final Exams
1
22
    Total
165

 

COURSE LEARNING OUTCOMES AND PROGRAM QUALIFICATIONS RELATIONSHIP

#
Program Competencies/Outcomes
* Contribution Level
1
2
3
4
5
1

To be able to identify and analyze problems in the field of trade and finance, and to develop solutions.

X
2

To be able to use the theoretical and practical knowledge gained in the field of International Trade and Finance.

X
3

To be able to analyze the developments in global markets by using critical thinking skills.

X
4

To be able to analyze and interpret data in the field of finance, commerce and economics by using information technologies effectively.

X
5

To be able to acquire knowledge about the legal regulations and practices in the field.

X
6

To be able to foresee and define the risks that could be encountered in the field of trade and finance and to take decisions to manage such risks.

X
7

To be able to acquire and use verbal and numerical skills necessary for the nature of international trade and finance program.

X
8

To be able to obtain, synthesize and report the information related to the fields of trade and finance.

X
9

To be able to contribute to the solution of problems as individual, team member or leader.

10
To be able to evaluate the issues related to the field with an ethical perspective and social sensitivity.
11

To be able to collect data in the areas of International Trade and Finance and communicate with colleagues in a foreign language ("European Language Portfolio Global Scale", Level B1).

12

To be able to speak a second foreign at a medium level of fluency efficiently.

13

To be able to relate the knowledge accumulated throughout human history to their field of expertise.

*1 Lowest, 2 Low, 3 Average, 4 High, 5 Highest