Information Package / Course Catalogue
Portfolio Management
Course Code: UEK516
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
Objectives of the Course

Course Content

Name of Lecturer(s)
Lec. Bülent YILDIZ
Learning Outcomes
1.To be able to apply the advanced level knowledge acquired in economics and finance.
2.To be able to comprehend and evaluate any issue or problem in financial economics individually, to develop solutions to problems independently and apply them when necessary.
3.To be able to develop new strategic approaches for unexpected, complicated situations in financial economics and take responsibility in solving it.
4.To possess the communication network to put the economic and social needs of the region of residence on the agenda.
5.To protect the social, scientific and ethical values at the data collection, interpretation and dissemination stages and to be able to introduce and supervise these values.
Recommended or Required Reading
Weekly Detailed Course Contents
Week 1 - Theoretical
Introduction
Week 2 - Theoretical
The Investment Environment: a) Real Assets / Financial Assets b) Financial Markets and the Economy c) Market Players d) Recent Trends
Week 3 - Theoretical
Asset Classes and Financial Instruments: a) The Money Market b) The Bond Market c) Equity Securities d) Stock and Bond Market Indexes e) Derivative Markets
Week 4 - Theoretical
Securities Markets: a) How firms Issue Securities: IPO b) US Securities Markets c) Types of Orders d) Short Sales
Week 5 - Theoretical
Mutual Funds and Other Investment Companies: a) Investment Companies b) Mutual funds c) Cost of Investing in Mutual Funds d) Exchange Traded Funds
Week 6 - Theoretical
Risk and Return: a) The Concept of Risk and Rates of Return in Financial Assets b) Risk and Return analysis c) Risk Premium d) Normal Distribution e) LongTerm Investments
Week 7 - Theoretical
Value at Risk Calculation
Week 9 - Theoretical
Midterm
Week 10 - Theoretical
Risk aversion and Capital Allocation to Risky Assets: a) Risk and Risk Aversion b) RiskFree Asset c) Passive Strategies: The Capital Market Line
Week 11 - Theoretical
Index Models: a) The Single Index Model b) Portfolio Construction and the Single Index Model
Week 12 - Theoretical
Capital Asset Pricing Model
Week 13 - Theoretical
Arbitrage Pricing Theory
Week 14 - Theoretical
Problem Solutions
Week 15 - Theoretical
Review of the Semester
Assessment Methods and Criteria
Type of AssessmentCountPercent
Midterm Examination1%40
Final Examination1%60
Workload Calculation
ActivitiesCountPreparationTimeTotal Work Load (hours)
Lecture - Theory1463126
TOTAL WORKLOAD (hours)126
Contribution of Learning Outcomes to Programme Outcomes
PÇ-1
PÇ-2
PÇ-3
PÇ-4
PÇ-5
OÇ-1
2
3
3
4
5
OÇ-2
5
4
4
3
5
OÇ-3
2
2
3
4
5
OÇ-4
1
5
2
3
2
OÇ-5
4
3
5
2
1
Adnan Menderes University - Information Package / Course Catalogue
2026