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INVESTMENT ANALYSIS AND PORTFOLIO MANAGEMENT COURSE IDENTIFICATION AND APPLICATION INFORMATION

Code Name of the Course Unit Semester In-Class Hours (T+P) Credit ECTS Credit
UTI342 INVESTMENT ANALYSIS AND PORTFOLIO MANAGEMENT 6 3 3 8

WEEKLY COURSE CONTENTS AND STUDY MATERIALS FOR PRELIMINARY & FURTHER STUDY

Week Preparatory Topics(Subjects) Method
1 Reading Definition of investment, investment instruments, financial markets and institutions Presentation & Discussion & Q&A
2 Reading Risk and return concepts, measurement methods Presentation & Discussion & Q&A
3 Reading Stock valuation (fundamental analysis – discounted cash flow methods) Presentation & Discussion & Q&A
4 Reading Bond valuation, interest rate and bond price relationship Presentation & Discussion & Q&A
5 Reading Derivative products (futures, options, swaps) Presentation & Discussion & Q&A
6 Reading Introduction to portfolio management, diversification, and correlation Presentation & Discussion & Q&A
7 Reading Modern Portfolio Theory (Markowitz model Presentation & Discussion & Q&A
8 Reading Capital Asset Pricing Model (CAPM) and Beta Presentation & Discussion & Q&A
9 Reading Arbitrage Pricing Theory (APT) Presentation & Discussion & Q&A
10 - MID-TERM EXAM -
11 Reading Efficient market hypothesis and behavioral finance approaches Presentation & Discussion & Q&A
12 Reading Portfolio performance measurement methods (Sharpe, Treynor, Jensen, etc.) Presentation & Discussion & Q&A
13 Reading Investment funds, pension funds, and portfolio management practices Presentation & Discussion & Q&A
14 Reading Alternative investments (real estate, commodities, crypto assets) Presentation & Discussion & Q&A
15 Reading General Review Presentation & Discussion & Q&A
16 - FINAL EXAM -
17 - FINAL EXAM -