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Cyprus International University
TR

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
-
Keywords

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

  1. 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

  1. P01 1. Develops and deepens his / her knowledge in the field of tourism and hotel management based on his / her undergraduate qualifications.
  2. P02 2. Have knowledge about management and organization issues in the field of Tourism and Hotel Management.
  3. P03 3. Has knowledge about production management and marketing in Tourism and Hotel Management.
  4. P04 4. Tourism and Hotel Management, accounting and finance issues.
  5. P05 5. Evaluate the concepts, ideas, data, and information in the sectoral and academic fields and solve the problems.
  6. P06 6. Understands the interaction between disciplines related to tourism.
  7. P07 7. Evaluate the sectoral conjuncture and make predictions about the future, determine strategic goals and targets, plan and implement them.
  8. P08 8. Can prepare projects for the sector; take an active role in the programming, evaluation and execution phases.
  9. P09 9. Have cognitive abilities such as attention, memory, judgment and evaluation, reasoning, problem-solving and decision making, understanding, and language production.
  10. P10 10. Learn how to learn by learning from their mistakes by making solutions to the problems they face and adopt the principle of lifelong learning.
  11. P11 11. Analyze the business, its competitors, the sector and the sectoral competitiveness through various graphs, matrices and tables.
  12. P12 12. Knows at least one foreign language which is valid in the field of tourism management.
  13. P13 13. Has sufficient knowledge about the sector and business issues such as occupational safety, worker health, social security, quality and sustainability.
  14. P14 14. Has knowledge about his / her field and can transfer his / her knowledge, predictions, and thoughts orally and in writing.
  15. P15 15. Can apply all stages of tourism industry-related businesses from investment decision to operate.
  16. P16 16. Strategic, tactical and operational aspects of business management; comprehend local, national, international and global dimensions.

Po-Lo Matrix

The PO-LO matrix has not been populated yet.