Information Package / Course Catalogue - Adnan Menderes University

General Information Unit Staff Academic Information Programme Outcomes Course Structure Diagram Contact Information

Person Responsible for Information Package

Prof. Mustafa KESEN

Assoc. Prof. Beyza ERER

Assoc. Prof. Didem TEZSÜRÜCÜ COŞANSU

Assoc. Prof. Funda ODUNCUOĞLU

Lec. Derya GÜL ÖZTÜRK

Capital Market Analysis and Portfolio Management

Course Code	: UTİ413
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	: 6

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)

Assoc. Prof. Zeliha CAN ERGÜN

Learning Outcomes

1.	To be able to enable to information on investment products and investment institutions.
2.	To be able to analyze the risk and the return of securities.
3.	To be able to account Creating a portfolio, compute the return on portfolio and portfolio risk.
4.	To be able to Perform fundamental analysis and technical analysis.
5.	It can manage portfolio and provide measurement of portfolio performance.

Recommended or Required Reading

1.	Mehmet Baha Karan, Yatırım Analizi ve Portföy Yönetimi, Gazi Kitabevi, Ankara.
2.	Bodie Z., Kane A., Marcus A.J., Çev. Ed.: Sezgin Demir (2018), Yatırımların Temelleri, Nobel Yayıncılık, Ankara.

Weekly Detailed Course Contents

Week 1 - Theoretical

Introduction to Capital Market Analysis and Portfolio Management Course

Week 2 - Theoretical

Asset Classes and Financial Instruments

Week 3 - Theoretical

Securities Exchanges

Week 4 - Theoretical

Risk and Return

Week 5 - Theoretical

Risk and Return

Week 6 - Theoretical

Portfolio Risk and Return

Week 7 - Theoretical

Portfolio Risk and Return

Week 8 - Theoretical

Example Question Solutions (Midterm)

Week 9 - Theoretical

Efficient Diversification

Week 10 - Theoretical

Capital Asset Pricing Model (CAPM)

Week 11 - Theoretical

Capital Asset Pricing Model (CAPM)

Week 12 - Theoretical

Arbitrage Pricing Theory

Week 13 - Theoretical

Efficient Market Hypothesis

Week 14 - Theoretical

Derivative Markets

Assessment Methods and Criteria

Type of Assessment	Count	Percent
Midterm Examination	1	%40
Final Examination	1	%60

Workload Calculation

Activities	Count	Preparation	Time	Total Work Load (hours)
Lecture - Theory	13	0	3	39
Individual Work	13	0	4	52
Midterm Examination	1	28	1	29
Final Examination	1	29	1	30
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	4	4	4	4				5	5	5		5	4		4
OÇ-2	3	4	4	4	4	4	5	5				4	4	4	4
OÇ-3	5	5	5	5		4	4	4		4	4	4		3	3
OÇ-4	4	4	4	4	4	5		5	5	5		5	5	4	4
OÇ-5	4	4	4	4	4	4	4	4	4	4	4	4	4	4	4