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INVESTMENT THEORY AND PORTFOLIO MANAGEMENT PROGRAMME COURSE DESCRIPTION

Code Name of the Course Unit Semester In-Class Hours (T+P) Credit ECTS Credit
ECF432 INVESTMENT THEORY AND PORTFOLIO MANAGEMENT 5 3 3 5

GENERAL INFORMATION

Language of Instruction : English
Level of the Course Unit : BACHELOR'S DEGREE, TYY: + 6.Level, EQF-LLL: 6.Level, QF-EHEA: First Cycle
Type of the Course : Elective
Mode of Delivery of the Course Unit -
Coordinator of the Course Unit Assist.Prof. ÇAĞLA TUĞBERK ARIKER
Instructor(s) of the Course Unit
Course Prerequisite No

OBJECTIVES AND CONTENTS

Objectives of the Course Unit: This course aims to gain the ability to manage investments and to make decisions within the framework of the valuation of the financial investment markets and portfolio theory.
Contents of the Course Unit: Contents of the course include the subjects such as introduction to investment theory, traditional portfolio management, modern portfolio management, basic and technical analysis in portfolio formation, portfolio management strategies, measuring portfolio performance.

KEY LEARNING OUTCOMES OF THE COURSE UNIT (On successful completion of this course unit, students/learners will or will be able to)

Explain the principles and concepts of investment theory and portfolio management.
Explain the concept of investment instruments, risk and return.
Analyze and manage investments by comparing traditional portfolio management and Modern portfolio management.
Explain the Index (Factor) Models.
List portfolio creation analyzes.
Describe portfolio management strategies.
Analyze Investment and Portfolio performance.

WEEKLY COURSE CONTENTS AND STUDY MATERIALS FOR PRELIMINARY & FURTHER STUDY

Week Preparatory Topics(Subjects) Method
1 Reading Financial Environment and Financial Market Lecture & Question Answer
2 Reading Defining Investment Theory, its objectives and functions Lecture & Question Answer
3 Reading Introduction to investment method Lecture & Question Answer & Analysis
4 Reading Investment instruments and risk and return calculations Lecture & Question Answer & Analysis
5 Reading Traditional portfolio management Lecture & Question Answer & Analysis
6 Reading Modern portfolio management Lecture & Question Answer & Analysis
7 Reading Index (Factor models) Lecture & Question Answer & Analysis
8 - MID-TERM EXAM -
9 Reading Using basic and technical analysis in creating portfolio Lecture & Question Answer & Analysis
10 Reading Using basic and technical analysis in creating the 10th portfolio Lecture & Question Answer & Analysis & Problem-Solving Method
11 Reading Portfolio management strategies Lecture & Question Answer & Analysis & Problem-Solving Method
12 Reading Portfolio management strategies Lecture & Question Answer & Analysis & Problem-Solving Method
13 Reading Measuring Portfolio Performance Lecture & Question Answer & Analysis & Problem-Solving Method
14 Reading Measuring Portfolio Performance Lecture & Question Answer & Analysis & Problem-Solving Method
15 Reading General Revision Lecture & Question Answer & Analysis & Problem-Solving Method
16 - FINAL EXAM -
17 - FINAL EXAM -

SOURCE MATERIALS & RECOMMENDED READING

Haugen, R.(2015) Modern Investment Theory.5th Edition
Peterson, S.(2012).Investment Theory and Risk Management.
Frank, K. Reilly, Keith C. Brown, (2013) Investment Analysis Portfolio Management.

ASSESSMENT

Assessment & Grading of In-Term Activities Number of Activities Degree of Contribution (%) Description
Level of Contribution
0 1 2 3 4 5

CONTRIBUTION OF THE COURSE UNIT TO THE PROGRAMME LEARNING OUTCOMES

KNOWLEDGE

Theoretical

Programme Learning Outcomes Level of Contribution
0 1 2 3 4 5
1
Define the theories, concepts and principles of the basic and sub-fields of business.
2
Explain business functions and processes based on current scientific sources.

KNOWLEDGE

Factual

Programme Learning Outcomes Level of Contribution
0 1 2 3 4 5
1
Relate internationally valid business cases with the theories and concepts of other social sciences.

SKILLS

Cognitive

Programme Learning Outcomes Level of Contribution
0 1 2 3 4 5
1
Explain the current events and facts in his / her field analytically and systematically based on advanced knowledge and skills he / she has.

SKILLS

Practical

Programme Learning Outcomes Level of Contribution
0 1 2 3 4 5
1
Use the theoretical and factual knowledge in business for occupational practices.
2
Solve individual and organizational problems in business life.
3
Use computer programs (SPSS, R, Excel, Stata) efficiently against the complex business problems.

OCCUPATIONAL

Autonomy & Responsibility

Programme Learning Outcomes Level of Contribution
0 1 2 3 4 5
1
Plan research and work using knowledge and skills gained in the field of business.
2
Organize the activities for organizational goals and purposes independently.

OCCUPATIONAL

Learning to Learn

Programme Learning Outcomes Level of Contribution
0 1 2 3 4 5
1
Criticize advanced knowledge and skills in the field with a critical approach.
2
Develop the existing knowledge and skills with a critical point of view under the impact of scientific, technological and current developments.

OCCUPATIONAL

Communication & Social

Programme Learning Outcomes Level of Contribution
0 1 2 3 4 5
1
Express his/her knowledge, thoughts and solutions on business to related stakeholders in written and verbal ways.
2
Use the information and communication technology software and equipment required for business.

OCCUPATIONAL

Occupational and/or Vocational

Programme Learning Outcomes Level of Contribution
0 1 2 3 4 5
1
Apply the social, scientific, cultural and ethical values at the stages of collection of data, their implementation, interpretation and announcement of results in the field of business.
2
Relate the concepts of social rights, occupational safety, employee health, quality management and sustainability with the cases in business life.

WORKLOAD & ECTS CREDITS OF THE COURSE UNIT

Workload for Learning & Teaching Activities

Type of the Learning Activites Learning Activities (# of week) Duration (hours, h) Workload (h)
Lecture & In-Class Activities 14 3 42
Preliminary & Further Study 13 2 26
Land Surveying 0 0 0
Group Work 0 0 0
Laboratory 0 0 0
Reading 0 0 0
Assignment (Homework) 0 0 0
Project Work 0 0 0
Seminar 0 0 0
Internship 0 0 0
Technical Visit 0 0 0
Web Based Learning 0 0 0
Implementation/Application/Practice 0 0 0
Practice at a workplace 0 0 0
Occupational Activity 0 0 0
Social Activity 0 0 0
Thesis Work 0 0 0
Field Study 0 0 0
Report Writing 0 0 0
Final Exam 1 1 1
Preparation for the Final Exam 4 10 40
Mid-Term Exam 1 1 1
Preparation for the Mid-Term Exam 2 9 18
Short Exam 0 0 0
Preparation for the Short Exam 0 0 0
TOTAL 35 0 128
Total Workload of the Course Unit 128
Workload (h) / 25.5 5
ECTS Credits allocated for the Course Unit 5,0