Nevşehir Hacı Bektaş Veli University Course Catalogue
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| Year/Semester of Study | 1 / Spring Semester | ||||
| Level of Course | 3rd Cycle Degree Programme | ||||
| Type of Course | Optional | ||||
| Department | BUSINESS MANAGEMENT (PHD) | ||||
| Pre-requisities and Co-requisites | None | ||||
| Mode of Delivery | Face to Face | ||||
| Teaching Period | 14 Weeks | ||||
| Name of Lecturer | ŞÜKRAN GÜNGÖR TANÇ (sgungor@nevsehir.edu.tr) | ||||
| Name of Lecturer(s) | |||||
| Language of Instruction | Turkish | ||||
| Work Placement(s) | None | ||||
| Objectives of the Course | |||||
| The purpose of this course is, studying and understanding the theories and analytical methods of efficient investment and portfolio management in terms of individual and institutional basis. | |||||
| Learning Outcomes | PO | MME | |
| The students who succeeded in this course: | |||
| LO-1 | Can explain the basic principles of modern portfolio theory. |
PO-1 The candidate can understand, analyze and interpret the basic concepts and functions of Business Science in expertise level, and can apply this ability in one or more fields such as Management and Organization, Marketing, Production Management, Quantitative Methods, Accounting and Finance in expertise level. PO-2 The candidate will learn the different perspectives about numerous theories, models and paradigms that have developed in business fields such as management and organization, organizational behavior, marketing, finance, accounting, human resources, production management, quantitative methods, and the candidate can gain knowledge and skills to evaluate, interpret and criticize scientific studies and researches,which are presented in various scientific meetings, in these fields. PO-7 The candidate can search theoretical and practical knowledge and skills which can gained in the field of Business Administration, can determine these knowledge and skills how it is used in practice and field analysis, can adapt and analyze these knowledge and skills, can make critical decisions, and can apply by reaching synthesis. |
Examination |
| LO-2 | Can explain asset pricing models. |
PO-1 The candidate can understand, analyze and interpret the basic concepts and functions of Business Science in expertise level, and can apply this ability in one or more fields such as Management and Organization, Marketing, Production Management, Quantitative Methods, Accounting and Finance in expertise level. PO-2 The candidate will learn the different perspectives about numerous theories, models and paradigms that have developed in business fields such as management and organization, organizational behavior, marketing, finance, accounting, human resources, production management, quantitative methods, and the candidate can gain knowledge and skills to evaluate, interpret and criticize scientific studies and researches,which are presented in various scientific meetings, in these fields. |
Examination |
| LO-3 | Can apply portfolio management strategies. |
PO-1 The candidate can understand, analyze and interpret the basic concepts and functions of Business Science in expertise level, and can apply this ability in one or more fields such as Management and Organization, Marketing, Production Management, Quantitative Methods, Accounting and Finance in expertise level. PO-2 The candidate will learn the different perspectives about numerous theories, models and paradigms that have developed in business fields such as management and organization, organizational behavior, marketing, finance, accounting, human resources, production management, quantitative methods, and the candidate can gain knowledge and skills to evaluate, interpret and criticize scientific studies and researches,which are presented in various scientific meetings, in these fields. |
Examination |
| LO-4 | Can measure the performance of a portfolio. |
PO-1 The candidate can understand, analyze and interpret the basic concepts and functions of Business Science in expertise level, and can apply this ability in one or more fields such as Management and Organization, Marketing, Production Management, Quantitative Methods, Accounting and Finance in expertise level. PO-2 The candidate will learn the different perspectives about numerous theories, models and paradigms that have developed in business fields such as management and organization, organizational behavior, marketing, finance, accounting, human resources, production management, quantitative methods, and the candidate can gain knowledge and skills to evaluate, interpret and criticize scientific studies and researches,which are presented in various scientific meetings, in these fields. |
Examination |
| PO: Programme Outcomes MME:Method of measurement & Evaluation |
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| Course Contents | ||
| Financial markets and securities, 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 | Financial Markets and Securities | Lecturing, case study, report preparation |
| 2 | Efficient market hypothesis | Lecturing, case study, report preparation |
| 3 | Risk and sources of risk | Lecturing, case study, report preparation |
| 4 | Calculating portfolio risk and return | Lecturing, case study, report preparation |
| 5 | Traditional and modern portfolio theory | Lecturing, case study, report preparation |
| 6 | Efficient portfolios. | Lecturing, case study, report preparation |
| 7 | Basic Capital Asset Pricing Model | Lecturing, case study, report preparation |
| 8 | mid-term exam | |
| 9 | Enhanced Capital Asset Pricing Model | Lecturing, case study, report preparation |
| 10 | Enhanced Capital Asset Pricing Model | Lecturing, case study, report preparation |
| 11 | Factor models | Lecturing, case study, report preparation |
| 12 | Arbitrage Pricing Model (APM) | Lecturing, case study, report preparation |
| 13 | Behavioral finance | Lecturing, case study, report preparation |
| 14 | Portfolio management strategies | Lecturing, case study, report preparation |
| 15 | Measuring portfolio performance | Lecturing, case study, report preparation |
| 16 | final exam | |
| Recommend Course Book / Supplementary Book/Reading | ||
| 1 | M. Baha Karan, Yatırım Analizi ve Portföy Yönetimi, Gazi Kitabevi, Ankara, 2004 | |
| Required Course instruments and materials | ||
| textbook and article. | ||
| 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 | ||