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Course Description Course Name : Portfolio Management Course Code : MG 490 Course Type : Optional Level of Course : First Cycle Year of Study : 4 Course Semester : Spring (16 Weeks) ECTS : 6 Name of Lecturer(s) : Assoc.Prof.Dr. SERKAN YILMAZ KANDIR Prof.Dr. HATİCE DOĞUKANLI Learning Outcomes of the Course : Define the portfolio concept Learn about the traditional portfolio theories Calculate the risk and the expected return of a portfolio Calculate the return by using CAPM Define single and multiple index models Learn about the rules of arbitrage theory Evaluate the performance of a portfolio Find out the differences of active and passive portfolio management Diversify a portfolio by using international instruments Mode of Delivery : Face-to-Face Prerequisites and Co-Prerequisites : EA 101 Introduction To Social Sciences Recommended Optional Programme Components : None Aim(s) of Course : "The main objective of this course is to introduce financial instruments, as well as teach 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, theoretical approaches, brainstorming 2 Learning about the statistical infrastructure Reading the relevant chapter of Investments Analyisis and Portfolio Management book Powerpoint slides, theoretical approaches, brainstorming 3 Learning about the traditional Markowitz portfolio theory Reading the relevant chapter of Investments Analyisis and Portfolio Management book Powerpoint slides, theoretical 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, theoretical 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, theoretical approaches, brainstorming 6 Introduction of the CAPM Reading the relevant chapter of Investments Analyisis and Portfolio Management book Powerpoint slides, theoretical approaches, brainstorming 7 Valuation by CAPM Reading the relevant chapter of Investments Analyisis and Portfolio Management book Powerpoint slides, theoretical approaches, brainstorming 8 Mid-term exam Preparation for the exam Written exam 9 Learning about Single Index Models Reading the relevant chapter of Investments Analyisis and Portfolio Management book Powerpoint slides, theoretical approaches, brainstorming 10 Learning about Arbitrage Theory and Multiple Index Models Reading the relevant chapter of Investments Analyisis and Portfolio Management book Powerpoint slides, theoretical 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, theoretical approaches, brainstorming 12 Active and Passive Portfolio Management Reading the relevant chapter of Investments Analyisis and Portfolio Management book Powerpoint slides, theoretical approaches, brainstorming 13 International Diversification Reading the relevant chapter of Investments Analyisis and Portfolio Management book Powerpoint slides, theoretical approaches, brainstorming 14 Portfolio presentations Portfolio presentations Powerpoint slides, theoretical approaches, brainstorming 15 Portfolio presentations --Portfolio presentations Powerpoint slides, therotical approaches, brainstorming 16/17 Final Exams Preparation for the exam Written exam   Required Course Resources Resource Type Resource Name Recommended Course Material(s)  Sermaye Piyasası,Menkul Kıymetler ve Portföy Analizi- Mehmet Bolak  Yatırım Analizi ve Portföy Yönetimi- Mehmet Baha Karan  Modern Portfoy Teorisi ve Yatırım Analizi- Elton&Gruber  Portfoy Teorisi ve Sermaye Piyasaları, William Sharpe 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 Use the basic enterprise resource planning (ERP) softwares 2 2 List and define the concepts of business management, and explain their relations to each other 4 3 List and define the fundamental conceptual models, numerical and statistical techniques of business administartion and identify their advantages and disadvantages. 4 4 List and define the relationship between the basic concepts of economy and business management ; indicate the strong and weak sides of each method. 4 5 Explain how to create the fundamental conceptual models and how to apply numerical and statistical techniques that are used in business administration. 3 6 Explain how to interpret the results gathered through the application and/or implementation of conceptual models and/or numerical and statistical methods of business management. 3 7 Determine appropriate methods to solve business problems 5 8 Evaluate the results that are obtained from applications of business management methods 5 9 Use the basic numerical and statistical softwares 2 10 Follow latest developments in the field, and sustain personal and professional development with the awareness of the necessity of life long learning 5 11 Use different resources in accordance with academic principles, synthesize the data gathered, and present them effectively in an unfamiliar field. 5 12 Use Turkish and at least one foreign language in accordance with the requirements in academic and business context 3 13 Perceive and interpret the feelings, ideas and behaviours of people appropriately, and express himself/herself accurately in written or oral format 5 14 Question traditional approaches, methods and implementations; develop and implement alternative methods when required 5 15 Recognize and apply social, scientific and professional ethical values. 4 16 Determine the most appropriate approaches, implementations and methods of business management considering sectors, their sizes, resources, cultures, goals and objectives 5 17 Monitor external factors such as industrial structures, competition, technologies, economics, politics, cultures that affects the activities of businesses and interpret their impact on businesses 5 18 Take initiative individually or/and as a member of a team, lead and work effectively 5 19 As well as professional development, improve him-/herself continuously in scientific, social, cultural and artistic fields according to his/her interests and abilities, identifying needs of learning. 0 * 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 6 84 Assesment Related Works     Homeworks, Projects, Others 1 15 15     Mid-term Exams (Written, Oral, etc.) 1 1 1     Final Exam 1 1 1 Total Workload: 143 Total Workload / 25 (h): 5.72 ECTS Credit: 6