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Description of Individual Course Units

Course Unit Code Course Unit Title Type Of Course D U L ECTS IŞL 6105 PORTFOY THEORY AND IMPLICATIONS ELECTIVE 3 0 0 5

Offered By

Business Administration

Level of Course Unit

Third Cycle Programmes (Doctorate Degree)

Course Coordinator

PROFESSOR DOCTOR GÖKTUĞ CENK AKKAYA

Offered to

Business Administration

Course Objective

To realize the risk and return analysis under the scope of asset management.

Learning Outcomes of the Course Unit

1   To be able to summarize asset pricing models 2   To be able to classify the active portfolio management strategies 3   To be able to summarize the stock market performance indicators 4   To be able to summarize the technical analysis 5   To be able to calculate the risk of the portfolio

Mode of Delivery

Face -to- Face

Prerequisites and Co-requisites

None

Recomended Optional Programme Components

None

Course Contents

Week Subject Description 1 Introduction and Course Description 2 Portfolio Concept and Dimensions 3 Expected Return and Analysis of Risk Concepts 4 Securities Analysis Under the Theory of Expectation 5 Concept of Market Efficiency 6 Traditional and Modern Portfolio Management Models 7 Capital Asset Pricing Theory 8 Active Portfolio Management Strategies 9 Passive Portfolio Management Strategies 10 Portfolio Performance Measurement: Sharpe Ratio 11 Portfolio Performance Measurement: Jensen Ratio 12 Portfolio Performance Measurement: Fama Rate 13 Portfolio Performance Measurement: M2 Ratio 14 Conclusion and Evaluation

Recomended or Required Reading

Menkul Kıymet Analizi ve Portföy Yönetimi Mehmet Bolak

Planned Learning Activities and Teaching Methods

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 * 0.20 + STT* 0.40 + FIN* 0.40 5 RST RESIT 6 FCGR FINAL COURSE GRADE (RESIT) MTE * 0.20 + STT * 0.40 + RST* 0.40

Further Notes About Assessment Methods

None

Assessment Criteria

Students assessed by midterm and final exam along with presentation they made and reports they prepared about the subject of scientific research subject they made.

Language of Instruction

Turkish

Course Policies and Rules

To be announced.

Contact Details for the Lecturer(s)

cenk.akkaya@deu.edu.tr

Office Hours

Monday 16:00

Work Placement(s)

None

Workload Calculation

Activities Number Time (hours) Total Work Load (hours) Lectures 14 3 42 Preparation for final exam 1 17 17 Preparing assignments 1 20 20 Preparations before/after weekly lectures 14 3 42 Preparation for midterm exam 1 12 12 Midterm 1 2 2 Final 1 2 2 TOTAL WORKLOAD (hours) 137

Contribution of Learning Outcomes to Programme Outcomes

PO/LO PO.1 PO.2 PO.3 PO.4 PO.5 PO.6 LO.1 1 LO.2 1 LO.3 1 LO.4 1 LO.5 1