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| ISL5411 | Analysis Market Performance Measures | 3+0+0 | ECTS:7.5 | | Year / Semester | Fall Semester | | Level of Course | Second Cycle | | Status | Elective | | Department | DEPARTMENT of BUSINESS ADMINISTRATION | | Prerequisites and co-requisites | None | | Mode of Delivery | Face to face | | Contact Hours | 14 weeks - 3 hours of lectures per week | | Lecturer | -- | | Co-Lecturer | | | Language of instruction | Turkish | | Professional practise ( internship ) | None | | | | The aim of the course: | | To teach the methods of portfolio selection and portfolio performance measuring.
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| 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.
| 1,2,4,7,9 | 1,3 | | PO - 2 : | Explain portfolio selection and portfolio management techniques.
| 1,2,5,7,9 | 1,3 | | PO - 3 : | Determine the methods using on selection of suitable portfolios to risk and return preference of investors.
| 1,2,3,5,6,7,10 | 1,3 | | PO - 4 : | Measure the performances of selected portfolios with various methods.
| 1,2,3,4,6,8,10 | 1,3 | | PO - 5 : | Restructure the portfolios to improve the performance.
| | 1,3 | | 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
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Models with growth and multi-growth models
| | | Week 9 | Mid-term exam
| | | Week 10 | Measuring of portfolio performance
| | | Week 11 | Risk and expected return
| | | Week 12 | Risk and expected return of portfolio
| | | Week 13 | Homework, Determination of efficient frontier
| | | Week 14 | Capital asset pricing model
| | | Week 15 | Arbitrage pricing model
| | | Week 16 | End-of-term exam
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| Method of Assessment | | Type of assessment | Week No | Date | Duration (hours) | Weight (%) | | Mid-term exam | 9 | 21/11/2013 | 1 | 30 | | Homework/Assignment/Term-paper | 12 | 20/12/2013 | 1 | 20 | | End-of-term exam | 16 | 08/01/2014 | 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 | 4 | 14 | 56 | | Laboratuar çalışması | 0 | 0 | 0 | | Arasınav için hazırlık | 6 | 7 | 42 | | Arasınav | 1 | 1 | 1 | | Uygulama | 0 | 0 | 0 | | Klinik Uygulama | 0 | 0 | 0 | | Ödev | 1 | 1 | 1 | | Proje | 0 | 0 | 0 | | Kısa sınav | 0 | 0 | 0 | | Dönem sonu sınavı için hazırlık | 12 | 7 | 84 | | Dönem sonu sınavı | 1 | 1 | 1 | | Diğer 1 | 0 | 0 | 0 | | Diğer 2 | 0 | 0 | 0 | | Total work load | | | 227 |
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