Course Name Code Semester T+U Hours Credit ECTS
Portfolio Theory and Risk Management EKO 559 0 3 + 0 3 6
Precondition Courses
Recommended Optional Courses
Course Language Turkish
Course Level yuksek_lisans
Course Type Optional
Course Coordinator Dr.Öğr.Üyesi ÇİSEM BEKTUR
Course Lecturers
Course Assistants

Arş. Gör. Gürkan Malcıoğlu

Course Category Field Proper Education
Course Objective

Introducing fundamentals of portfolio management , training students for the skills of implementing the necessary practices.

Course Content

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.

# Course Learning Outcomes Teaching Methods Assessment Methods
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,
Week Course Topics Preliminary Preparation
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
Course Notes <p>Lecture notes</p>
Course Resources

Yatırım Analizi ve Portföy Yönetimi, M. Baha Karan

Order Program Outcomes Level of Contribution
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
Evaluation System
Semester Studies Contribution Rate
1. Ara Sınav 60
1. Kısa Sınav 10
2. Kısa Sınav 10
1. Ödev 20
Total 100
1. Final 60
1. Yıl İçinin Başarıya 40
Total 100
ECTS - Workload Activity Quantity Time (Hours) Total Workload (Hours)
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
Total Workload 144
Total Workload / 25 (Hours) 5.76
dersAKTSKredisi 6