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 Become competent in searching and comprehending the relevant academic articles, interpreting the information learnt or obtained via various channels and absorbing exceptional knowledge in their field.
- P02 PO2 Devoted themselves to be a qualified researcher and knowledge worker in their field all throughout their life and career.
- P03 PO3 Demonstrated that they developed their individual capabilities through written projects, assignments and presentations that they will independently implement both in academia and work contexts.
- P04 PO4 Gained key practical skills and knowledge which need to be implemented in their own research and business work environment.
- P05 PO5 Been able to implement critical and analytical thinking and analyses into their studies, research and work.
- P06 PO6 Become proficient in adopting the gained knowledge into practice and research in a critical, and analytical way.
- P07 PO7 Become experts in using information technology tools for their studies, research and workplace in an ethical and safely environment by sharing and transferring their knowledge.
- P08 PO8 Succeeded in working, researching and forming partnerships with their colleagues/team members in a global environment.
- P09 PO9 Proved themselves capable of disseminating and sharing knowledge, sustainingly communicating with others, in any global workplace or research setting.
- P10 PO10 Become capable of interpreting and transferring their qualified knowledge into practice and research.
- P11 PO11 Dedicated themselves to applying advanced academic studies and enrolled themselves in work or non-work projects related to environmental approaches and ethical issues.
Po-Lo Matrix
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