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Course Description Course Name : Portfolio Management Course Code : MG1 701 Course Type : Optional Level of Course : Second Cycle Year of Study : 1 Course Semester : Spring (16 Weeks) ECTS : 4 Name of Lecturer(s) : Asst.Prof.Dr. GAMZE VURAL Learning Outcomes of the Course : Defines the portfolio concept Learns about the traditional portfolio theories Calculates the risk and the expected return of a portfolio Calculates the stock return by using CAPM Defines single and multiple index models Learns about the rules of arbitrage theory Evaluates the performance of a portfolio Finds out about the diffrences of active and passive portfolio management Diversifies a portfolio by using international instruments Mode of Delivery : Face-to-Face Prerequisites and Co-Prerequisites : None Recommended Optional Programme Components : None Aim(s) of Course : "The main objective of this course is to introduce financial instruments, as well as teaching about creating a portfolio in order to help to become a portfolio manager in the future. Course Contents : The concept of portfolio, portfolio theory and the statistical infrastructure on the subject Language of Instruction : Turkish Work Place : Will be determined by the Dean´s office   Course Outline /Schedule (Weekly) Planned Learning Activities Week Subject Student's Preliminary Work Learning Activities and Teaching Methods 1 Understanding the concept of portfolio management Reading the relevant chapter of Investments Analyisis and Portfolio Management book Powerpoint slides, therotical approaches, brainstorming 2 Learning about the statistical infrastructure Reading the relevant chapter of Investments Analyisis and Portfolio Management book Powerpoint slides, therotical approaches, brainstorming 3 Learning about the tradational Markowitz portfolio theory Reading the relevant chapter of Investments Analyisis and Portfolio Management book Powerpoint slides, therotical approaches, brainstorming 4 Calculating the expected return and the risk of a single asset and a portfolio Reading the relevant chapter of Investments Analyisis and Portfolio Management book Powerpoint slides, therotical approaches, brainstorming 5 Defining the concepts like optimum portfolio, utility and effective border Reading the relevant chapter of Investments Analyisis and Portfolio Management book Powerpoint slides, therotical approaches, brainstorming 6 Introduction of the CAPM Reading the relevant chapter of Investments Analyisis and Portfolio Management book Powerpoint slides, therotical approaches, brainstorming 7 Valuation by CAPM Reading the relevant chapter of Investments Analyisis and Portfolio Management book Powerpoint slides, therotical approaches, brainstorming 8 Midterm exam Preperation for the exam Written exam 9 Learning about Single Index Models Reading the relevant chapter of Investments Analyisis and Portfolio Management book Powerpoint slides, therotical approaches, brainstorming 10 Learning about Arbitrage Theory and Multiple Indeks Models Reading the relevant chapter of Investments Analyisis and Portfolio Management book Powerpoint slides, therotical approaches, brainstorming 11 Evaluating the performance of a portfolio by using Treynori Sharpe and Jensen Methods Reading the relevant chapter of Investments Analyisis and Portfolio Management book Powerpoint slides, therotical approaches, brainstorming 12 Active and Passive Portfolio Management Reading the relevant chapter of Investments Analyisis and Portfolio Management book Powerpoint slides, therotical approaches, brainstorming 13 International Diversification Reading the relevant chapter of Investments Analyisis and Portfolio Management book Powerpoint slides, therotical approaches, brainstorming 14 Portfolio presentations Reading the relevant chapter of Investments Analyisis and Portfolio Management book Powerpoint slides, therotical approaches, brainstorming 15 Overview of the subject Reading the relevant chapters of Investments Analyisis and Portfolio Management book Powerpoint slides, therotical approaches, brainstorming 16/17 Final exam Preperation for the exam Written exam   Required Course Resources Resource Type Resource Name Recommended Course Material(s)  Yatırım Analizi ve Portföy Yönetimi, Mehmet Baha Karan  Borsada Uygulamalı Portföy Yönetimi, Ali Ceylan, Turan Korkmaz  Sermaye Piyasası,Menkul Kıymetler ve Portföy Analizi, Mehmet Bolak  Modern Portfolio Theory and Investment Analysis, Elton & Gruber  Portfolio Management, James L.Farrel. Required Course Material(s)   Assessment Methods and Assessment Criteria Semester/Year Assessments Number Contribution Percentage     Mid-term Exams (Written, Oral, etc.) 1 60     Homeworks/Projects/Others 1 40 Total 100 Rate of Semester/Year Assessments to Success 40   Final Assessments 100 Rate of Final Assessments to Success 60 Total 100   Contribution of the Course to Key Learning Outcomes # Key Learning Outcome Contribution* 1 Has the ability to list, describe and explain the relationship between the terms which belong to financial management, accounting management, production management, marketing management, management organization and numerical methods. 4 2 Has the ability to list,describe the basic theoretical models of business administration, and explain the aim of usage of the models; indicate the strength and weakness of each model and/or methods 3 3 Determines the appropriate methods to solve the problems faced by the company. 5 4 Implements business management methods through following the fundamental steps 5 5 Uses the basic techniques of financial analysis to achieve the best result 3 6 Takes responsibility as an indivicual and/or as a part of a team, can lead and work effectively. 5 7 In recognition of the need for lifelong learning and continuous self-renewal, tracks the latest developments in the field of business administration. 5 8 Has ability to use different sources in academic circumstances , synthesize the information obtained in a new field of business administration and present effectively 5 9 Uses Turkish and at least one foreign language in accordance with the requirements of academic life and work life. 4 10 Has ability to inquire and apply the traditional methods,and ability to develop and implement new ways of working if necessary. 5 11 Has ability to research on the science of business administration, to form the basis for the decision-making process. 5 12 Has ability ro determine the business management approaches, application and methods which are appropriate for the business’s sector, growth, resources, culture, goals and aims. 5 13 Explains how to create the basic theoretical models of business and new management in literature and how to implement numarical and statistics methods. 3 14 Has the ability to explain and interpret the data which is obtained as a result of constitution/ application of theoretical models of business management. 3 * Contribution levels are between 0 (not) and 5 (maximum).   Student Workload - ECTS Works Number Time (Hour) Total Workload (Hour) Course Related Works     Class Time (Exam weeks are excluded) 14 3 42     Out of Class Study (Preliminary Work, Practice) 14 4 56 Assesment Related Works     Homeworks, Projects, Others 1 1 1     Mid-term Exams (Written, Oral, etc.) 1 1 1     Final Exam 1 1 1 Total Workload: 101 Total Workload / 25 (h): 4.04 ECTS Credit: 4