Information Package / Course Catalogue
Securities Analysis and Portfolio Management
Course Code: ISL333
Course Type: Required
Couse Group: First Cycle (Bachelor's Degree)
Education Language: Turkish
Work Placement: N/A
Theory: 3
Prt.: 0
Credit: 3
Lab: 0
ECTS: 5
Objectives of the Course

The financial markets have gained increasing importance during the globalization process. A large number of instruments are traded in these markets. The aim of this course is to teach the students scientific techniques that they would use when they invest in these instruments and instill the mindset of a rational investor in them.

Course Content

Financial Markets, Capital Markets, Equity Capital Markets, Derivatives Markets, CMB, ISE, VOB Securities concept, portfolio definition, the traditional portfolio theory and modern portfolio theory , efficient markets hypothesis, introduction to Markowitz's portfolio theory , measurement of return and risk of a portfolio, introduction to capital asset pricing model(CAPM) ,Arbitrage Pricing Model, Portfolio performance evaluation, active - passive portfolio management, international diversification.

Name of Lecturer(s)
Lec. Kemal ÖZDEMİR
Learning Outcomes
1.Defines types of financial assets.
2.Performs risk and return analyses.
3.Applies fundamental and technical analysis methods.
4.Explains principles of portfolio diversification and optimization.
5.Interprets capital market instruments.
6.Measures and evaluates portfolio performance.
Recommended or Required Reading
1.Menkul Değer Yatırımlarına Giriş, Dr. Arman Tevfik ve Dr. Gürman Tevfik, Ekonomik Araştırmalar Merkezi Yayınları, İstanbul, 1999.
Weekly Detailed Course Contents
Week 1 - Theoretical
Introduction to Securities Analysis Course
Week 2 - Theoretical
Time Value of Money: Future value and future value concepts annüitelerin, Fundamental Analysis
Week 3 - Theoretical
Fundamental Analysis
Week 4 - Theoretical
Valuation of Shares
Week 5 - Theoretical
Valuation of Bonds
Week 6 - Theoretical
Measurement of Risk and Return Analysis of Securities
Week 7 - Theoretical
Measurement of Risk and Return Analysis Calculations Securities
Week 8 - Theoretical
Modern Portfolio Approach
Week 9 - Theoretical
Traditional Approach to Portfolio
Week 10 - Theoretical
Capital Asset Pricing Model and Arbitrage Pricing Model
Week 11 - Theoretical
Technical Analysis
Week 12 - Theoretical
Valuation and Other Selected Methods of Analysis
Week 13 - Theoretical
Valuation of money market instruments
Week 14 - Theoretical
Discussion, problem solving for the final exam
Assessment Methods and Criteria
Type of AssessmentCountPercent
Midterm Examination1%40
Final Examination1%60
Workload Calculation
ActivitiesCountPreparationTimeTotal Work Load (hours)
Lecture - Theory142256
Midterm Examination133134
Final Examination135136
TOTAL WORKLOAD (hours)126
Contribution of Learning Outcomes to Programme Outcomes
PÇ-1
PÇ-2
PÇ-3
PÇ-4
PÇ-5
PÇ-6
PÇ-7
PÇ-8
PÇ-9
PÇ-10
OÇ-1
5
4
4
3
3
2
1
3
2
2
OÇ-2
5
4
5
4
4
3
2
4
3
3
OÇ-3
5
4
5
4
4
3
2
4
4
4
OÇ-4
5
4
5
4
4
3
2
4
4
4
OÇ-5
4
4
4
3
3
2
1
3
3
3
OÇ-6
5
4
5
4
4
4
2
4
4
4
Adnan Menderes University - Information Package / Course Catalogue
2026