| Ders Adı | Kodu | Yarıyıl | T+U Saat | Kredi | AKTS |
|---|---|---|---|---|---|
| Portfolıo Theory and Rısk Management | EKO 559 | 0 | 3 + 0 | 3 | 6 |
| Ön Koşul Dersleri | |
| Önerilen Seçmeli Dersler | |
| Dersin Dili | Türkçe |
| Dersin Seviyesi | YUKSEK_LISANS |
| Dersin Türü | Seçmeli |
| Dersin Koordinatörü | Dr.Öğr.Üyesi ÇİSEM BEKTUR |
| Dersi Verenler | |
| Dersin Yardımcıları | Arş. Gör. Gürkan Malcıoğlu |
| Dersin Kategorisi | Alanına Uygun Öğretim |
| Dersin Amacı | Introducing fundamentals of portfolio management , training students for the skills of implementing the necessary practices. |
| Dersin İçeriği | Fundamental knowledge of financial markets and instruments, trading process in financial markets, valuation, risk, return and portfolio management. A virtual portfolio project based on these knowledge. |
| # | Ders Öğrenme Çıktıları | Öğretim Yöntemleri | Ölçme Yöntemleri |
|---|---|---|---|
| 1 | to be inform of financial assets and types of financial assets | Lecture, Question-Answer, Drilland Practice, | Testing, Homework, Performance Task, |
| 2 | to be inform of finance houses | Lecture, Question-Answer, Drilland Practice, | Testing, Homework, Performance Task, |
| 3 | to be inform of how to invest in financial assets and the investment process | Lecture, Question-Answer, Drilland Practice, | Testing, Homework, Performance Task, |
| 4 | to be inform of forming and managing portfolios | Lecture, Question-Answer, Drilland Practice, | Testing, Homework, Performance Task, |
| Hafta | Ders Konuları | Ön Hazırlık |
|---|---|---|
| 1 | Financial markets/ capital markets/ stock markets/ derivatives markets/ SPK/ IMKB/ VOB | Lecture Notes |
| 2 | Tangible assets/ common stocks/ portfolio/ treasury bond/ invest fund | Lecture Notes |
| 3 | Portfolio concept/ Traditional portfolio theory/ modern portfolio theory | Lecture Notes |
| 4 | Efficient market theory/ Basic analyse/ Tecnhic analyse | Lecture Notes |
| 5 | Intro to Markowitz portfolio theory | Lecture Notes |
| 6 | Measurement of income and risks of portfolio | Lecture Notes |
| 7 | Forming a portfolio from two assets | Lecture Notes |
| 8 | Capital Asset Pricing Model ( CAPM) | Lecture Notes |
| 9 | CAPM | Lecture Notes |
| 10 | Arbitrage Pricing Model | Lecture Notes |
| 11 | Evaluating portfolio performance | Lecture Notes |
| 12 | Evaluating portfolio performance | Lecture Notes |
| 13 | International Diversification | Lecture Notes |
| 14 | General Revision | Lecture Notes |
| Kaynaklar | |
|---|---|
| Ders Notu | Lecture notes |
| Ders Kaynakları | Yatırım Analizi ve Portföy Yönetimi, M. Baha Karan |
| Sıra | Program Çıktıları | Katkı Düzeyi | |||||
|---|---|---|---|---|---|---|---|
| 1 | 2 | 3 | 4 | 5 | |||
| 1 | Economic and financial issues in conjunction with the expansion and deepening of information by econometric analysis information to evaluate, interpret and apply | X | |||||
| 2 | Using the theoretical knowledge in finance and economics combine the ability to apply scientific methods and knowledge of econometric methods to analyze and interpret | X | |||||
| 3 | Problems experienced in the financial sector to analyze with scientific methods and solutions development | X | |||||
| 4 | The oral and visual way to transfer to Current developments in the financial sector, for the financial sector and outside groups as written | X | |||||
| 5 | Both public as well as how it should be in the private sector require highly skilled personnel; have the theoretical knowledge and practical advanced analysis capabilities in economic and financial matters | X | |||||
| 6 | At least one foreign language spoken and written communication having the ability ("European Language Portfolio Global Scale", Level B2 | X | |||||
| 7 | they internalize the knowledge and problem-solving skills, ability to apply interdisciplinary studies | X | |||||
| Değerlendirme Sistemi | |
|---|---|
| Yarıyıl Çalışmaları | Katkı Oranı |
| 1. Ara Sınav | 60 |
| 1. Kısa Sınav | 10 |
| 2. Kısa Sınav | 10 |
| 1. Ödev | 20 |
| Toplam | 100 |
| 1. Final | 60 |
| 1. Yıl İçinin Başarıya | 40 |
| Toplam | 100 |
| AKTS - İş Yükü Etkinlik | Sayı | Süre (Saat) | Toplam İş Yükü (Saat) |
|---|---|---|---|
| Course Duration (Including the exam week: 16x Total course hours) | 16 | 3 | 48 |
| Hours for off-the-classroom study (Pre-study, practice) | 16 | 6 | 96 |
| Toplam İş Yükü | 144 | ||
| Toplam İş Yükü / 25 (Saat) | 5,76 | ||
| Dersin AKTS Kredisi | 6 | ||