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Description of Individual Course Units

Course Unit Code Course Unit Title Type Of Course D U L ECTS IFN 5108 SECURITIES ANALYSIS AND PORTFOLIO MANAGEMENT ELECTIVE 3 0 0 4

Offered By

Master of Finance

Level of Course Unit

Second Cycle Programmes (Master's Degree)

Course Coordinator

PROFESSOR DOCTOR ERHAN DEMIRELI

Offered to

Master of Finance

Course Objective

Recognize the securities, making and manage a portfolio

Learning Outcomes of the Course Unit

1   Being able to analyse of securities 2   Being able to apply portfolio management processes 3   Being able to improve portfolio management strategies 4   Being able to calculate risk and return of portfolios 5   Being able to analyse of international and national securities

Mode of Delivery

Face -to- Face

Prerequisites and Co-requisites

None

Recomended Optional Programme Components

None

Course Contents

Week Subject Description 1 Analysing basic concepts about security exchange and portfolio management 2 Portfolio's classes and portfolio management process 3 Stocks and derivatives of stocks, valuation of stocks; basic analyse 4 valuation of stocks; technic analyse 5 Bonds and derivatives of bonds, valuation of bonds 6 Portfolio management strategies 7 Portfolio management approaches, Markowitz and Fama models, efficiency market hypotesis 8 Risk in portfolio and risk sources 9 Methods of risk management 10 Portfolio diversifying and measuring portfolio's performance 11 Value at Risk Concept 12 Inernational portfolio investments 13 Students Presentations 14 Conclusion and Evaluation

Recomended or Required Reading

Sermaye Piyasası Faaliyet Alanı ve Menkul Kıymetler- Prof.Dr. Berna Taner- Doç.Dr.G.Cenk Akkaya

Planned Learning Activities and Teaching Methods

Lecturing Assigment

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

Further Notes About Assessment Methods

None

Assessment Criteria

To be announced.

Language of Instruction

Turkish

Course Policies and Rules

To be announced.

Contact Details for the Lecturer(s)

To be announced.

Office Hours

To be announced.

Work Placement(s)

None

Workload Calculation

Activities Number Time (hours) Total Work Load (hours) Lectures 14 3 42 Preparation for midterm exam 1 8 8 Preparation for final exam 1 12 12 Preparations before/after weekly lectures 14 1 14 Preparing presentations 1 2 2 Preparing assignments 1 18 18 Midterm 1 2 2 Final 1 2 2 TOTAL WORKLOAD (hours) 100

Contribution of Learning Outcomes to Programme Outcomes

PO/LO PO.1 PO.2 PO.3 PO.4 PO.5 PO.6 PO.7 PO.8 PO.9 PO.10 PO.11 PO.12 PO.13 LO.1 1 LO.2 1 LO.3 1 LO.4 1 LO.5 1