COURSE UNIT TITLE

Offered By

Master`s Degree in Financial Economics (Non-Thesis-Evening)

Level of Course Unit

Second Cycle Programmes (Master's Degree)

Course Coordinator

PROFESSOR DOCTOR SAADET KASMAN

Offered to

Master`s Degree in Financial Economics (Non-Thesis-Evening)

Course Objective

The aim of the course is to provide an in-depth discussion of fundamental principles related to investment analysis and portfolio management. Topics include portfolio theory, capital market theories, efficient Markey hypothesis, behavioral finance, fundamental and technical analysis, portfolio performance evaluation, active portfolio management and international investments.

Learning Outcomes of the Course Unit

Mode of Delivery

Face -to- Face

Prerequisites and Co-requisites

None

Recomended Optional Programme Components

None

Course Contents

Recomended or Required Reading

1. Bodie, Kane, Marcus, 11 Ed. Investments McGraw-Hill.
2. Lecture Notes

Planned Learning Activities and Teaching Methods

1. Lectures,
2.Article discussions,
3. Problem solving.

Assessment Methods

Further Notes About Assessment Methods

None

Assessment Criteria

1. The students will use information on financial instruments (stocks, bonds, futures, options, warrants and convertibles) as presented in the financial press to explain their characteristics.
2. The students measure risk and returns by using different types of data with the help of spreadsheet applications
3. The students will explain Markowitz s efficient frontier.
4. The students will differentiate between the CAPM, APT and multi-factor models.
5. The students will explain market efficiency with the help of empirical investigations.
6. The students will evaluate the behavioral critique and bubbles
7. The students will evaluate the technical analysis, macroeconomic analysis and industry analysis
8. The students will clearly measure the performance of portfolio managers.
9. The students will interpret the global and international investing and performance attribution.

Language of Instruction

English

Course Policies and Rules

1. It is obligatory to attend at least 70% of the classes.

Contact Details for the Lecturer(s)

pinar.evrim@deu.edu.tr

Office Hours

To be announced.

Work Placement(s)

None

Workload Calculation

Contribution of Learning Outcomes to Programme Outcomes