Code | Name of the Course Unit | Semester | In-Class Hours (T+P) | Credit | ECTS Credit |
---|---|---|---|---|---|
BAY418 | PORTFOLIO MANAGEMENT | 5 | 4 | 2 | 5 |
GENERAL INFORMATION |
|
---|---|
Language of Instruction : | Turkish |
Level of the Course Unit : | , TYY: + , EQF-LLL: , QF-EHEA: |
Type of the Course : | Elective |
Mode of Delivery of the Course Unit | - |
Coordinator of the Course Unit | |
Instructor(s) of the Course Unit | |
Course Prerequisite | No |
OBJECTIVES AND CONTENTS |
|
---|---|
Objectives of the Course Unit: | Objective of the course is to provide students with the ability to create portfolios using financial instruments |
Contents of the Course Unit: | Contents of the course include; Time value of money and interest calculations, yield and risk, portfolio theory, financial asset pricing model (CAPM), Arbitrage pricing model (APT), Portfolio performance measurement methods |
KEY LEARNING OUTCOMES OF THE COURSE UNIT (On successful completion of this course unit, students/learners will or will be able to) |
---|
Interpret the concept of time value of money |
Compare the concepts of yield and risk |
Prepare portfolio by using the portfolio theory |
Calculate the required yield of the portfolio by using financial asset models |
Calculate the required yield of the portfolio by using arbitrage pricing models |
Select the ideal portfolio with portfolio performance measurement techniques |
WEEKLY COURSE CONTENTS AND STUDY MATERIALS FOR PRELIMINARY & FURTHER STUDY |
|||
---|---|---|---|
Week | Preparatory | Topics(Subjects) | Method |
1 | Reading related subjects from the sources, application | Time value of money and interest calculations | Narration Method, Discussion Method, Sample Case Method, Interactive web tools |
2 | Reading related subjects from the sources, application | Yield and risk | Narration Method, Discussion Method, Sample Case Method, Interactive web tools |
3 | Reading related subjects from the sources, application | Portfolio theory | Narration Method, Discussion Method, Sample Case Method, Interactive web tools |
4 | Reading related subjects from the sources, application | Utility theory and indifference curves | Narration Method, Discussion Method, Sample Case Method, Interactive web tools |
5 | Reading related subjects from the sources, application | Average- variance model | Narration Method, Discussion Method, Sample Case Method, Interactive web tools |
6 | Reading related subjects from the sources, application | Portfolio selection theory | Narration Method, Discussion Method, Sample Case Method, Interactive web tools |
7 | Reading related subjects from the sources, application | Riskless asset and effective limit | Narration Method, Discussion Method, Sample Case Method, Interactive web tools |
8 | - | MID-TERM EXAM | - |
9 | Reading related subjects from the sources, application | Financial Asset pricing model (FAPM) | Narration Method, Discussion Method, Sample Case Method, Interactive web tools |
10 | Reading related subjects from the sources, application | Financial Asset pricing model (FAPM) | Narration Method, Discussion Method, Sample Case Method, Interactive web tools |
11 | Reading related subjects from the sources, application | Arbitrage Pricing Model (APM) | Narration Method, Discussion Method, Sample Case Method, Interactive web tools |
12 | Reading related subjects from the sources, application | Appraisal of capital market instruments | Narration Method, Discussion Method, Sample Case Method, Interactive web tools |
13 | Reading related subjects from the sources, application | Measurement techniques of portfolio performances | Narration Method, Discussion Method, Sample Case Method, Interactive web tools |
14 | Reading related subjects from the sources, application | Sharpe scale | Narration Method, Discussion Method, Sample Case Method, Interactive web tools |
15 | Reading related subjects from the sources, application | Treynor scale | Narration Method, Discussion Method, Sample Case Method, Interactive web tools |
16 | - | FINAL EXAM | - |
17 | - | FINAL EXAM | - |
SOURCE MATERIALS & RECOMMENDED READING |
---|
SPL yazarları (2017), Temel Finans Matematiği ve Değerleme yöntemleri, İstanbul:SPL Yayınları |
Karan, B., M. (2012), Yatırım Analizi ve Portföy Yönetimi, Ankara: Gazi Kitabevi |
Brigham, F. E., Ehrhardt, M.C, (2002), Financial Management Theory and Practice, Ohio: Thomson/South-Western |
ASSESSMENT |
|||
---|---|---|---|
Assessment & Grading of In-Term Activities | Number of Activities | Degree of Contribution (%) | Description |
Level of Contribution | |||||
---|---|---|---|---|---|
0 | 1 | 2 | 3 | 4 | 5 |
KNOWLEDGE |
|||||||
---|---|---|---|---|---|---|---|
Theoretical |
|||||||
Programme Learning Outcomes | Level of Contribution | ||||||
0 | 1 | 2 | 3 | 4 | 5 | ||
1 |
Define the basic concepts of aeronautical standards and rules. (Bloom 1)
|
0 |
KNOWLEDGE |
|||||||
---|---|---|---|---|---|---|---|
Factual |
|||||||
Programme Learning Outcomes | Level of Contribution | ||||||
0 | 1 | 2 | 3 | 4 | 5 | ||
1 |
Organize teamwork during the collection, interpretation, announcement and application of data related to the field. (Bloom 6)
|
0 |
SKILLS |
|||||||
---|---|---|---|---|---|---|---|
Cognitive |
|||||||
Programme Learning Outcomes | Level of Contribution | ||||||
0 | 1 | 2 | 3 | 4 | 5 | ||
1 |
Perform theoretical and practical knowledge related to his/her field in business life using analytical methods and modeling techniques. (Bloom 4)
|
0 | |||||
2 |
Choose updated documents, modern techniques and tools required for maintenance applications. (Bloom 2)
|
0 | |||||
3 |
Use maintenance manuals and other sources of information in business life to obtain information about the field
|
0 | |||||
4 |
Determine the actualities of all technical and administrative documents related with the field. (Bloom 1)
|
0 |
SKILLS |
|||||||
---|---|---|---|---|---|---|---|
Practical |
|||||||
Programme Learning Outcomes | Level of Contribution | ||||||
0 | 1 | 2 | 3 | 4 | 5 | ||
1 |
Use computer software, information and communication technologies at the level required by the field
|
0 | |||||
2 |
Interpret the sketches, scheme, graphics that describe the subject. (Bloom 2)
|
0 |
OCCUPATIONAL |
|||||||
---|---|---|---|---|---|---|---|
Autonomy & Responsibility |
|||||||
Programme Learning Outcomes | Level of Contribution | ||||||
0 | 1 | 2 | 3 | 4 | 5 | ||
1 |
Develop solutions for problems faced during application. (Bloom 6)
|
0 |
OCCUPATIONAL |
|||||||
---|---|---|---|---|---|---|---|
Learning to Learn |
|||||||
Programme Learning Outcomes | Level of Contribution | ||||||
0 | 1 | 2 | 3 | 4 | 5 | ||
1 |
Determine the learning requirements related with his/her field. (Bloom 3)
|
0 | |||||
2 |
Use the lifelong learning principles in occupational development. (Bloom 3)
|
2 |
OCCUPATIONAL |
|||||||
---|---|---|---|---|---|---|---|
Communication & Social |
|||||||
Programme Learning Outcomes | Level of Contribution | ||||||
0 | 1 | 2 | 3 | 4 | 5 | ||
1 |
Apply the technical drawing knowledge effectively in business life. (Bloom 3)
|
0 | |||||
2 |
By informing the relevant persons and institutions about the related field; state his / her thoughts and suggestions for solutions in the field.
|
0 | |||||
3 |
Debate his/her ideas and solution suggestions with experts by supporting them with quantitative and qualitative data. (Bloom 2)
|
2 | |||||
4 |
Participate in training related to the field at international level. (Bloom 3)
|
0 | |||||
5 |
Organize activities for the professional development of employees under his/her responsibility. (Bloom 6).
|
0 |
OCCUPATIONAL |
|||||||
---|---|---|---|---|---|---|---|
Occupational and/or Vocational |
|||||||
Programme Learning Outcomes | Level of Contribution | ||||||
0 | 1 | 2 | 3 | 4 | 5 | ||
1 |
Use the knowledge and skills obtained during undergraduate education in work life. (Bloom 3)
|
2 | |||||
2 |
Solve the problems encountered in his/her field. (Bloom 3)
|
0 | |||||
3 |
Apply the necessary culture of behavior in the areas of quality management and processes and environmental protection and occupational safety (Bloom 3)
|
0 | |||||
4 |
Locate the awareness of safety factor to himself and to the team. (Bloom 1
|
0 |
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 | 14 | 2 | 28 |
Land Surveying | 0 | 0 | 0 |
Group Work | 0 | 0 | 0 |
Laboratory | 0 | 0 | 0 |
Reading | 5 | 3 | 15 |
Assignment (Homework) | 4 | 4 | 16 |
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 | 5 | 2 | 10 |
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 | 3 | 4 | 12 |
Mid-Term Exam | 1 | 1 | 1 |
Preparation for the Mid-Term Exam | 3 | 2 | 6 |
Short Exam | 0 | 0 | 0 |
Preparation for the Short Exam | 0 | 0 | 0 |
TOTAL | 50 | 0 | 131 |
Total Workload of the Course Unit | 131 | ||
Workload (h) / 25.5 | 5,1 | ||
ECTS Credits allocated for the Course Unit | 5,0 |