PORTFOLIO THEORY AND EQUITY ANALYSIS
- Course
- ACFN505 - PORTFOLIO THEORY AND EQUITY ANALYSIS
- Department
- Accounting and Finance - English - Master
- Course Type
- Course
- Status
- Required
- Language
- English
- Credit
- 3
- ECTS
- 6
- T+P+L
- 3 + 0 + 0
- Course Coordinator(s)
- Asst. Prof. Dr. Boren SARGON
- Prerequisite
- -
Course Description
The aim of the course is to provide students with knowledge of portfolio management concepts such as Markowitz Portfolio Selection Process, Efficient Frontiers, Capital Asset Pricing Model and Arbitrage Pricing Theory. This course will enhance the student’s critical thinking as well as knowledge of specific techniques in the investment process, the global market investment decision, efficient capital market, stock market inefficiencies (anomalies), behavioral finance, variables that forecast stock returns, quantitative optimization methods based on stock return forecasting models and mean-variance analysis, equity style management, transaction costs, quantitative optimization methods based on stock return forecasting models and mean-variance analysis and measuring the performance of active portfolio managers.
PORTFOLIO THEORY AND EQUITY ANALYSIS
Evaluation Tools (Active Term)
No evaluation items have been defined.
Course outcomes
No course outcomes have been defined yet.
Course Syllabus
| Week | Topic |
|---|---|
| Week 1 | Introduction |
| Week 2 | The Asset Allocation Decesion |
| Week 3 | the Global Market Investment Decision |
| Week 4 | Security Markets: Organization and Operrations |
| Week 5 | Security Market Index |
| Week 6 | Efficient Capital Market |
| Week 7 | Portfolio Management |
| Week 8 | Midterm Exam |
| Week 9 | Asset Pricing Models |
| Week 10 | Multifactor Models of Risk and Return |
| Week 11 | Analysis Of Financial Statement Analysis |
| Week 12 | Security Valuation Principles |
| Week 13 | Macroanalysis and Microvaluation of the Stock Market |
| Week 14 | Industry Analysis |
| Week 15 | Final Exam |
Reference Books & Course Materials
- 01 Reily and Brown, Analysis of Investments and Management of Portfolios,Cengae Learning (International Edition) 10th Edition
Learning Outcomes
No learning outcomes have been defined.
Program Outcomes
- P01 PO1 Been able to demonstrate their learned skills and knowledge regarding business related issues and research which they can use continuously in their personal and business life.
- P02 PO2 Obtained theoretical and practical information from the courses that allowed students to learn and work independently.
- P03 PO3 Been ensured that they learnt by increasing their level of knowledge and skills which are necessary in their field.
- P04 PO4 Increased their creativity and analytical thinking and developed crucial skills which are needed to be applied both in their studies, research, and future careers.
- P05 PO5 Adopted and implemented ethical principles and moral values regarding the use of technology in their studies and professional lives by creating an awareness on using the technological imperatives.
- P06 PO6 Designed their theoretical and practical knowledge in a way that they could make use of in a collaborative usage and various working contexts.
- P07 PO7 Enrolled in intercultural or international projects which could provide opportunities to develop their skills and implement them successfully in their studies, research and future careers.
- P08 PO8 Improved their communication skills successfully and been able to implement them in various international education, research and work context by increasing their social capital.
- P09 PO9 Been able to implement their learnt knowledge and research skills into practice through scenarios, case studies, empirical articles and real-life observations.
- P10 PO10 Created awareness and developed ethical undertaking by incorporating the learnt theories with environmental approaches to be further implemented into their research and careers.
Po-Lo Matrix
The PO-LO matrix has not been populated yet.