Information Package / Course Catalogue
Securities Analysis and Portfolio Management
Course Code: YBS364
Course Type: Area Elective
Couse Group: First Cycle (Bachelor's Degree)
Education Language: Turkish
Work Placement: N/A
Theory: 3
Prt.: 0
Credit: 3
Lab: 0
ECTS: 6
Objectives of the Course

The main aim of the course is to teach tools and principles and the basic concepts of investing in financial markets. Also to inform students about portfolio management and provide investment evaluation. By these ways, their abilities of investment making and portfolio creating are aimed to be developed.

Course Content

The investment environment and market players; stock exchanges and capital market activities in Turkey, interest rates, time value of money; portfolio risk and return; Portfolio selection; The capital asset pricing model (CAPM); factor models; arbitrage pricing theory; efficient market hypothesis and anomalies; stocks and transactions in the ISE stock market; valuation of shares; bonds, fundamental analysis; technical analysis; portfolio management strategies; futures contracts; option contracts and options valuation.

Name of Lecturer(s)
Learning Outcomes
1.The difference between the money and capital markets, the index calculation and derivative market instruments can be clearly defined.
2.How IPO in the securities markets was done, how the short sale process of stocks was processed and how was they evaluated will be understood.
3.Provides information about the concepts of risks and rewards of financial assets.
4.Gains knowledge of securities traded in financial markets and their valuation
5.Learn portfolio theory and risk reduction strategies
Recommended or Required Reading
Weekly Detailed Course Contents
Week 1 - Theoretical
Investment and types of investment, the investor's objective, and factors to consider when making an investment.
Week 2 - Theoretical
Financial markets and their types
Week 3 - Theoretical
Financial Markets and the Economy Market Players
Week 4 - Theoretical
Types of Assets and Financial Instruments
Week 5 - Theoretical
Stock Markets
Week 6 - Theoretical
Initial public offering of securities and trading on the stock exchange
Week 7 - Theoretical
Investing in the securities market (stocks, bonds and their derivatives)
Week 8 - Theoretical
Return, risk, and diversification.
Week 9 - Theoretical
Effective Asset Diversification
Week 10 - Theoretical
Effective Asset Diversification
Week 11 - Theoretical
Pricing Model and the Arbitrage Pricing Theory of Capital Asset
Week 12 - Theoretical
Pricing Model and the Arbitrage Pricing Theory of Capital Asset
Week 13 - Theoretical
Portfolio management and measurement of portfolio performance.
Week 14 - Theoretical
End-of-Term Evaluation
Assessment Methods and Criteria
Type of AssessmentCountPercent
Midterm Examination1%40
Final Examination1%60
Workload Calculation
ActivitiesCountPreparationTimeTotal Work Load (hours)
Lecture - Theory142370
Individual Work143156
Midterm Examination1819
Final Examination114115
TOTAL WORKLOAD (hours)150
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
PÇ-11
PÇ-12
PÇ-13
PÇ-14
PÇ-15
OÇ-1
3
2
3
3
2
3
2
4
4
2
1
1
3
3
1
OÇ-2
3
2
3
3
2
3
3
4
4
2
1
1
3
3
1
OÇ-3
3
2
3
3
2
3
3
4
4
2
1
1
3
3
1
OÇ-4
2
1
2
2
1
2
2
4
4
1
1
1
3
3
1
OÇ-5
2
1
2
2
1
2
2
4
4
1
1
1
3
3
1
Adnan Menderes University - Information Package / Course Catalogue
2026