COURSE UNIT TITLE

: RESEARCH IN INVESTMENTS

DEGREE PROGRAMMES

Description of Individual Course Units

Course Unit Code Course Unit Title Type Of Course D U L ECTS
DBA 6216 RESEARCH IN INVESTMENTS ELECTIVE 3 0 0 6

Offered By

Business Administration (English)

Level of Course Unit

Third Cycle Programmes (Doctorate Degree)

Course Coordinator

PROFESSOR DOCTOR PINAR EVRIM MANDACI

Offered to

Business Administration (English)

Course Objective

The objective of the course is to review and analyze the current literature on the studies covering security valuation, EMH, FMH and AMH, Behavioral Finance, Asset Allocation and Diversification, Investments in alternative markets and assets such as Energy markets, Cryptocurrencies, Agricultural assets, Precious Metals, Islamic Funds and ESG Funds. It includes reading the studies discussing the efficiency and performance of these markets, the inter-relationships among these markets, efficient diversification, asset allocation and arbitrage opportunities and hedging effectiveness.

Learning Outcomes of the Course Unit

1   Analyze the recent academic research in various types of investments.
2   Follow the recent developments in security valuation and portfolio management.
3   Comprehend how to develop academic research.

Mode of Delivery

Face -to- Face

Prerequisites and Co-requisites

None

Recomended Optional Programme Components

None

Course Contents

Week Subject Description
1 Research in Asset Pricing
2 Research in Efficient Market Hypothesis
3 Research in Fractal Markets
4 Research in Adaptive Market Hypothesis
5 Research in Market Anomalies and Behavioural Finance
6 Research in Asset Allocation and Diversification
7 Research in Mutual Funds, ETFs and Hedge Funds
8 Research in Islamic Markets and Islamic Funds
9 Research in Energy Markets (Oil, Natural Gas, Coal) and Alternative Energy Markets
10 Research in Metals and Precious Metals
11 Research in Cryptocurrencies
12 Research in Sentiment Indices and Financial Markets
13 Research in ESG Investing and ESG Funds
14 Research in Agricultural Commodities and Markets

Recomended or Required Reading

Articles

Planned Learning Activities and Teaching Methods

Discussion, assignment, presentation

Assessment Methods

SORTING NUMBER SHORT CODE LONG CODE FORMULA
1 MTE MIDTERM EXAM
2 STT TERM WORK (SEMESTER)
3 FIN FINAL EXAM
4 FCG FINAL COURSE GRADE MTE * 0.30 + STT * 0.30 + FIN* 0.40
5 RST RESIT
6 FCGR FINAL COURSE GRADE (RESIT) MTE * 0.30 + STT * 0.30 + RST* 0.40


*** Resit Exam is Not Administered in Institutions Where Resit is not Applicable.

Further Notes About Assessment Methods

None

Assessment Criteria

Late submissions of assignments will not be accepted.

Language of Instruction

English

Course Policies and Rules

1. Attending at least 70 percent of lectures is mandatory.
2. Plagiarism of any type will result in disciplinary action.
3. Students are expected to participate actively in class discussions.
4. Students are expected to attend classes on time.
5. Students must obey the time limits of their presentation.

Contact Details for the Lecturer(s)

pinar.evrim@deu.edu.tr

Office Hours

Appointments via e-mail.

Work Placement(s)

None

Workload Calculation

Activities Number Time (hours) Total Work Load (hours)
Lectures 12 3 36
Preparations before/after weekly lectures 12 2 24
Preparation for midterm exam 1 5 5
Preparation for final exam 1 5 5
Preparing assignments 12 5 60
Preparing presentations 12 2 24
Midterm 1 1,5 2
Final 1 1,5 2
TOTAL WORKLOAD (hours) 158

Contribution of Learning Outcomes to Programme Outcomes

PO/LOPO.1PO.2PO.3PO.4PO.5
LO.155545
LO.255545
LO.355545

CONTACT INFORMATION
Dokuz Eylül Üniversitesi Cumhuriyet Bulvarı No: 144 35210 Alsancak / İZMİR
Phone: +90(232) 412 12 12 - Fax: +90 (232) 464 81 35

Copyright 2015 DEÜ. BİD

HOME / ABOUT US / DEGREE PROGRAMMES / GENERAL INFORMATION FOR STUDENTS / INTERNATIONAL RELATIONS