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Ders Tanımı

Ders Kodu Yarıyıl T+U Saat Kredi AKTS
PORTFOLIO THEORY AND RISK MANAGEMENT EKO 559 0 3 + 0 3 6
Ön Koşul Dersleri
Önerilen Seçmeli Dersler
Dersin Dili Türkçe
Dersin Seviyesi Yüksek Lisans
Dersin Türü SECMELI
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.

Dersin Öğrenme Çıktıları Öğretim Yöntemleri Ölçme Yöntemleri
1 - to be inform of financial assets and types of financial assets 1 - 2 - 4 - A - C - F -
2 - to be inform of finance houses 1 - 2 - 4 - A - C - F -
3 - to be inform of how to invest in financial assets and the investment process 1 - 2 - 4 - A - C - F -
4 - to be inform of forming and managing portfolios 1 - 2 - 4 - A - C - F -
Öğretim Yöntemleri: 1:Lecture 2:Question-Answer 4:Drilland Practice
Ölçme Yöntemleri: A:Testing C:Homework F:Performance Task

Ders Akışı

Hafta Konular ÖnHazırlık
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


Döküman Paylaşımı


Dersin Program Çıktılarına Katkısı

No Program Öğrenme Çıktıları KatkıDüzeyi
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

YARIYIL İÇİ ÇALIŞMALARI SIRA KATKI YÜZDESİ
AraSinav 1 60
KisaSinav 1 10
KisaSinav 2 10
Odev 1 20
Toplam 100
Yıliçinin Başarıya Oranı 40
Finalin Başarıya Oranı 60
Toplam 100

AKTS - İş Yükü

Etkinlik Sayısı Süresi(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(s) 5.76
Dersin AKTS Kredisi 5.76
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