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| ISL6630 | Investment and Portfolio Analysis | 3+0+0 | ECTS:7.5 | | Year / Semester | Spring Semester | | Level of Course | Third Cycle | | Status | Elective | | Department | DEPARTMENT of BUSINESS ADMINISTRATION | | Prerequisites and co-requisites | None | | Mode of Delivery | | | Contact Hours | 14 weeks - 3 hours of lectures per week | | Lecturer | Prof. Dr. Hüseyin DAĞLI | | Co-Lecturer | None | | Language of instruction | Turkish | | Professional practise ( internship ) | None | | | | The aim of the course: | | To teach the methods of portfolio selection and portfolio performance measuring. |
| Programme Outcomes | CTPO | TOA | | Upon successful completion of the course, the students will be able to : | | | | PO - 1 : | Describe the risk and return on securities. | 1 - 2 - 6 | 1, | | PO - 2 : | Explain portfolio selection and portfolio management techniques. | 1 - 2 - 6 | 1, | | PO - 3 : | Determine the methods using on selection of suitable portfolios to risk and return preference of investors. | 1 - 2 - 6 | 1, | | PO - 4 : | Measure the performances of selected portfolios with various methods. | 1 - 2 - 6 | 1, | | PO - 5 : | Restructure the portfolios to improve the performance. | 1 - 2 - 6 | 1, | | CTPO : Contribution to programme outcomes, TOA :Type of assessment (1: written exam, 2: Oral exam, 3: Homework assignment, 4: Laboratory exercise/exam, 5: Seminar / presentation, 6: Term paper), PO : Learning Outcome | | |
| Investment instruments, risk and return of investment, portfolio selection and management, capital market theory, evaluation of investment performance. |
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| Course Syllabus | | Week | Subject | Related Notes / Files | | Week 1 | Investment instruments and markets | | | Week 2 | Bond and stock | | | Week 3 | Term structure of interest rates | | | Week 4 | Interest rates and bond prices | | | Week 5 | Stock prices | | | Week 6 | Estimations of revenue and dividend | | | Week 7 | Non-growth models | | | Week 8 | Models with growth and multi-growth models | | | Week 9 | Mid-term exam | | | Week 10 | Risk and expected return | | | Week 11 | Risk and expected return of portfolio | | | Week 12 | Homework, Determination of efficient frontier | | | Week 13 | Capital asset pricing model | | | Week 14 | Arbitrage pricing model | | | Week 15 | Measuring of portfolio performance | | | Week 16 | End-of-term exam | | | |
| 1 | Ders notları (lecture notes) | | | |
| 1 | Dağlı, H. , 2009, Sermaye Piyasası ve Portföy Analizi, Derya Kitabevi, Trabzon. | | | |
| Method of Assessment | | Type of assessment | Week No | Date | Duration (hours) | Weight (%) | | Mid-term exam | 9 | 2025 | 1 | 30 | | Homework/Assignment/Term-paper | 12 | 2025 | 1 | 20 | | End-of-term exam | 16 | 2025 | 1 | 50 | | |
| Student Work Load and its Distribution | | Type of work | Duration (hours pw) | No of weeks / Number of activity | Hours in total per term | | Yüz yüze eğitim | 3 | 14 | 42 | | Sınıf dışı çalışma | 8 | 14 | 112 | | Arasınav için hazırlık | 12 | 2 | 24 | | Arasınav | 2 | 1 | 2 | | Ödev | 3 | 2 | 6 | | Kısa sınav | 1 | 1 | 1 | | Dönem sonu sınavı için hazırlık | 12 | 3 | 36 | | Dönem sonu sınavı | 2 | 1 | 2 | | Total work load | | | 225 |
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