Information Package / Course Catalogue
| Course Code | : UTFY509 |
| Course Type | : Area Elective |
| Couse Group | : Second Cycle (Master's Degree) |
| Education Language | : Turkish |
| Work Placement | : N/A |
| Theory | : 3 |
| Prt. | : 0 |
| Credit | : 3 |
| Lab | : 0 |
| ECTS | : 5 |
The aim of this course is to provide knowledge and analysis skills that will enable investment decisions to be made based on rational foundations. Students learn basic topics such as security valuation, risk-return analysis, portfolio construction, developing investment strategies and measuring portfolio performance. In addition, the functioning of capital markets, the efficient market hypothesis and the use of derivative products in portfolio management are also included in the course is included in the scope.
The course begins with an introduction to the structure of the investment environment and market actors. Stock markets, portfolio risk and return, efficient frontier and portfolio selection, CAPM and factor models are discussed in detail. Valuation of stocks and bonds, financial statement analysis, portfolio strategies, futures contracts and portfolio performance measurement are examined practically.
| Lec. Bülent YILDIZ |
| 1. | Analyzes the investment environment, financial markets and market actors. |
| 2. | Evaluates the portfolio risk-return relationship and applies the portfolio creation process. |
| 3. | It evaluates securities such as stocks and bonds. |
| 4. | It develops different investment strategies and measures portfolio performance. |
| 5. | Analyzes how to use derivative products in portfolio management. |
| 1. | Yatırım Analizi ve Portföy Yönetimi - Prof. Dr. Mehmet BAHA KARAN, Gazi Kitabevi |
| 2. | Bolak Mehmet, Sermaye Piyasası Menkul Kıymetlerde Portföy Analizi, Beta Yayın |
| 3. | Konuralp Gürel, Sermaye Piyasaları, Analizler, Kuramlar ve Portföy Yönetimi, Alfa Yayınları |
| Type of Assessment | Count | Percent |
|---|---|---|
| Midterm Examination | 1 | %30 |
| Final Examination | 1 | %70 |
| Activities | Count | Preparation | Time | Total Work Load (hours) |
|---|---|---|---|---|
| Lecture - Theory | 14 | 3 | 3 | 84 |
| Midterm Examination | 1 | 20 | 1 | 21 |
| Final Examination | 1 | 20 | 1 | 21 |
| TOTAL WORKLOAD (hours) | 126 | |||
PÇ-1 | PÇ-2 | PÇ-3 | PÇ-4 | PÇ-5 | |
OÇ-1 | 3 | 4 | 4 | 3 | 4 |
OÇ-2 | 4 | 3 | 4 | 5 | 4 |
OÇ-3 | 3 | 2 | 4 | 4 | 3 |
OÇ-4 | 3 | 4 | 5 | 3 | 3 |
OÇ-5 | 3 | 4 | 5 | 3 | 4 |