Nevşehir Hacı Bektaş Veli University Course Catalogue
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| Year/Semester of Study | 1 / Fall Semester | ||||
| Level of Course | 2nd Cycle Degree Programme | ||||
| Type of Course | Optional | ||||
| Department | BUSINESS ADMINISTRATION | ||||
| Pre-requisities and Co-requisites | None | ||||
| Mode of Delivery | Face to Face | ||||
| Teaching Period | 14 Weeks | ||||
| Name of Lecturer | AHMET TANÇ (atanc@nevsehir.edu.tr) | ||||
| Name of Lecturer(s) | ŞÜKRAN GÜNGÖR TANÇ, | ||||
| Language of Instruction | Turkish | ||||
| Work Placement(s) | None | ||||
| Objectives of the Course | |||||
| Teaching of the calculation of portfolio risk and return, traditional and modern portfolio management theory, asset pricing models, portfolio management strategies and measure the performance of the portfolio. | |||||
| Learning Outcomes | PO | MME | |
| The students who succeeded in this course: | |||
| LO-1 | Can explain the basic principles of modern portfolio theory. |
PO-9 Have knowledge of basic information, usage, evaluation and making comment about business finance, of analyzing the economic, social and financial developments, of understanding of financial systems, of financial planning and of interpretation of financial statements belonging to firms. PO-10 Comprehend the market developments, follow and comment on them, while having the knowledge of capital market and new financial techniques. |
Examination |
| LO-2 | Can explain asset pricing models. |
PO-9 Have knowledge of basic information, usage, evaluation and making comment about business finance, of analyzing the economic, social and financial developments, of understanding of financial systems, of financial planning and of interpretation of financial statements belonging to firms. PO-10 Comprehend the market developments, follow and comment on them, while having the knowledge of capital market and new financial techniques. |
Examination |
| LO-3 | Can apply portfolio management strategies. |
PO-9 Have knowledge of basic information, usage, evaluation and making comment about business finance, of analyzing the economic, social and financial developments, of understanding of financial systems, of financial planning and of interpretation of financial statements belonging to firms. PO-10 Comprehend the market developments, follow and comment on them, while having the knowledge of capital market and new financial techniques. |
Examination |
| LO-4 | Can measure the performance of a portfolio. |
PO-9 Have knowledge of basic information, usage, evaluation and making comment about business finance, of analyzing the economic, social and financial developments, of understanding of financial systems, of financial planning and of interpretation of financial statements belonging to firms. PO-10 Comprehend the market developments, follow and comment on them, while having the knowledge of capital market and new financial techniques. |
Examination |
| PO: Programme Outcomes MME:Method of measurement & Evaluation |
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| Course Contents | ||
| Calculation of portfolio risk and return, traditional and modern portfolio theory, asset pricing models, behavioral finance, portfolio management strategies and measure the performance of the portfolio. | ||
| Weekly Course Content | ||
| Week | Subject | Learning Activities and Teaching Methods |
| 1 | Investment and market participants | Lecturing, question and answer, brain storming. |
| 2 | Financial instruments | Lecturing, question and answer, brain storming. |
| 3 | Efficient market hypothesis | Lecturing, question and answer, brain storming. |
| 4 | Risk and sources of risk | Lecturing, question and answer, brain storming. |
| 5 | Calculating portfolio risk and return | Lecturing, question and answer, brain storming. |
| 6 | Calculating portfolio risk and return | Lecturing, question and answer, brain storming. |
| 7 | Traditional and modern portfolio theory | Lecturing, question and answer, brain storming. |
| 8 | mid-term exam | |
| 9 | Efficient portfolios. | Lecturing, question and answer, brain storming. |
| 10 | Capital Asset Pricing Model (CAPM) | Lecturing, question and answer, brain storming. |
| 11 | Factor models | Lecturing, question and answer, brain storming. |
| 12 | Arbitrage Pricing Model (APM) | Lecturing, question and answer, brain storming. |
| 13 | Behavioral finance | Lecturing, question and answer, brain storming. |
| 14 | Portfolio management strategies | Lecturing, question and answer, brain storming. |
| 15 | Measuring portfolio performance | Lecturing, question and answer, brain storming. |
| 16 | final exam | |
| Recommend Course Book / Supplementary Book/Reading | ||
| 1 | M. Baha Karan, Yatırım Analizi ve Portföy Yönetimi, Gazi Kitabevi, Ankara, 2004 | |
| 2 | Turhan Korkmaz ve Ali Ceylan, Sermaye Piyasası ve Menkul Değer Analizi, Ekin Basım, Yayın Dağıtım, Bursa, 2007. | |
| 3 | Elton and Gruber, Modern Portfıolio Theory and Investment Analysis, Wiley. | |
| Required Course instruments and materials | ||
| coursebooks and ?nternet. | ||
| Assessment Methods | |||
| Type of Assessment | Week | Hours | Weight(%) |
| mid-term exam | 8 | 1 | 40 |
| Other assessment methods | |||
| 1.Oral Examination | |||
| 2.Quiz | |||
| 3.Laboratory exam | |||
| 4.Presentation | |||
| 5.Report | |||
| 6.Workshop | |||
| 7.Performance Project | |||
| 8.Term Paper | |||
| 9.Project | |||
| final exam | 16 | 1 | 60 |
| Student Work Load | |||
| Type of Work | Weekly Hours | Number of Weeks | Work Load |
| Weekly Course Hours (Theoretical+Practice) | 3 | 14 | 42 |
| Outside Class | |||
| a) Reading | 8 | 10 | 80 |
| b) Search in internet/Library | 5 | 6 | 30 |
| c) Performance Project | 0 | ||
| d) Prepare a workshop/Presentation/Report | 0 | ||
| e) Term paper/Project | 0 | ||
| Oral Examination | 0 | ||
| Quiz | 0 | ||
| Laboratory exam | 0 | ||
| Own study for mid-term exam | 4 | 3 | 12 |
| mid-term exam | 1 | 1 | 1 |
| Own study for final exam | 5 | 3 | 15 |
| final exam | 1 | 1 | 1 |
| 0 | |||
| 0 | |||
| Total work load; | 181 | ||