Business Administration
Course Details
KTO KARATAY UNIVERSITY
İktisadi, İdari ve Sosyal Bilimler Fakültesi
Programme of Business Administration
Course Details
İktisadi, İdari ve Sosyal Bilimler Fakültesi
Programme of Business Administration
Course Details
| Course Code | Course Name | Year | Period | Semester | T+A+L | Credit | ECTS |
|---|---|---|---|---|---|---|---|
| 00960209 | Investment Analysis and Portfolio Management | 3 | Spring | 6 | 3+0+0 | 8 | 8 |
| Course Type | Compulsory |
| Course Cycle | Bachelor's (First Cycle) (TQF-HE: Level 6 / QF-EHEA: Level 1 / EQF-LLL: Level 6) |
| Course Language | Turkish |
| Methods and Techniques | - |
| Mode of Delivery | Face to Face |
| Prerequisites | - |
| Coordinator | - |
| Instructor(s) | Assoc. Prof. İbrahim Erem ŞAHİN |
| Instructor Assistant(s) | - |
Course Instructor(s)
| Name and Surname | Room | E-Mail Address | Internal | Meeting Hours |
|---|---|---|---|---|
| Assoc. Prof. İbrahim Erem ŞAHİN | - | [email protected] |
Course Content
Bu ders, yatırım analizi ve portföy yönetimi için gerekli olan kapsamlı bir dizi konuyu kapsamaktadır. Temel çalışma alanları arasında finansal piyasa yapıları, menkul kıymet değerleme yöntemleri ve yatırım riski ve getiri ölçütleri yer almaktadır. Öğrenciler temel ve teknik analiz tekniklerini, Modern Portföy Teorisini (MPT), Sermaye Varlıklarını Fiyatlandırma Modelini (CAPM) ve Etkin Piyasa Hipotezini (EMH) keşfedeceklerdir. Ders ayrıca portföy oluşturma ve optimizasyonu, varlık tahsisi stratejileri, performans ölçümü ve risk yönetimi konularını da ele almaktadır. Dersler, vaka çalışmaları ve uygulamalı alıştırmaların bir karışımı sayesinde öğrenciler, dinamik piyasa ortamlarında yatırımları analiz etme ve portföyleri yönetme konusunda pratik deneyim kazanacaklardır.
Objectives of the Course
Yatırım Analizi ve Portföy Yönetimi dersinin amacı, öğrencilere yatırımları değerlendirmede ve portföyleri yönetmede kullanılan ilkeler, stratejiler ve araçlar hakkında derin bir anlayış kazandırmaktır. Ders, öğrencilerin finansal piyasaları analiz etme, yatırım fırsatlarını değerlendirme ve belirli yatırım hedeflerini ve risk toleranslarını karşılayan çeşitlendirilmiş portföyler oluşturma ve yönetme becerilerini geliştirmeyi amaçlamaktadır. Dersin sonunda öğrenciler, getirileri optimize etmek ve riskleri azaltmak için hem teorik bilgi hem de pratik becerilerden yararlanarak bilinçli yatırım kararları almaya ve portföyleri etkin bir şekilde yönetmeye hazır olacaklardır.
Contribution of the Course to Field Teaching
| Basic Vocational Courses | |
| Specialization / Field Courses | X |
| Support Courses | |
| Transferable Skills Courses | |
| Humanities, Communication and Management Skills Courses |
Relationships between Course Learning Outcomes and Program Outcomes
| Relationship Levels | ||||
| Lowest | Low | Medium | High | Highest |
| 1 | 2 | 3 | 4 | 5 |
| # | Program Learning Outcomes | Level |
|---|---|---|
| P1 | 1) To have advanced theoretical and / or practical knowledge and skills related to the basic functions of businesses (management and organisation, accounting and finance, production management and marketing). | 4 |
| P2 | 2) Identify, analyse and evaluate the current and potential problems of businesses by thinking critically and develop alternative solutions by using scientific methods. | 4 |
| P3 | 3) Organises and implements projects and activities for the social environment in line with regional and economic development goals with a sense of social responsibility. | 1 |
| P4 | 4) Act with innovative and creative thinking when establishing a new business and can perform basic activities such as risk taking, finding resources, making market analysis, preparing a business plan for the sustainability of the business. | 1 |
| P5 | 5) Can research and analyse information related to the field of business administration and can set operational, tactical and strategic goals according to the results obtained. | 2 |
| P6 | 6) With the awareness that the learning process continues throughout life, can follow scientific and technological developments related to businesses and can critically evaluate and apply them for their own organisation. | 2 |
| P7 | 7) Can work effectively in interdisciplinary work or multicultural teams, take responsibility, take initiative, transfer information to teammates, work for common goals by cooperating with team members. | 1 |
| P8 | 8) To be able to establish effective written and oral communication with colleagues and all internal and external stakeholders of businesses, in the language of learning and at least one foreign language, and to be able to conduct relations. | 1 |
| P9 | 9) Applies the activities carried out in the field of business administration in line with the awareness of professional ethics, social responsibility, universal and cultural values | 1 |
| P10 | 10) To be able to evaluate the social and legal consequences of the applications related to all the basic functions of businesses. | 1 |
| P11 | 11) Can effectively use, report and interpret the information systems needed in the field of business administration. | 1 |
| P12 | İşletme uygulamalarını değerlendirerek, mevcut uygulamaların sürekli iyileştirilmesi için alanında yetkin ve yeterli sayıda çalışan istihdam edilmesini, eğitilmesini ve işe devam etmelerini sağlar. | 1 |
Course Learning Outcomes
| Upon the successful completion of this course, students will be able to: | |||
|---|---|---|---|
| No | Learning Outcomes | Outcome Relationship | Measurement Method ** |
| O1 | Define the basic concepts and terminology in investment analysis and portfolio management, especially risk, return, and diversification. | P.1.16 | |
| O2 | Explain basic investment theories and models such as Modern Portfolio Theory, Capital Asset Pricing Model and Efficient Market Hypothesis. | P.1.17 | |
| O3 | Apply a variety of analytical techniques including fundamental analysis, technical analysis and quantitative methods to evaluate investment opportunities. | P.2.22 | |
| O4 | Analyse the performance and risk characteristics of investment portfolios using measures such as Sharpe ratio, beta and alpha. | P.2.23 | |
| O5 | Construct diversified investment portfolios comprising various asset classes and strategies, tailored to specific risk-return profiles and investment objectives. | P.5.15 | |
| O6 | Critically evaluate investment strategies and portfolio performance, taking into account factors such as market conditions, economic indicators and investor objectives. | P.6.6 | |
| ** Written Exam: 1, Oral Exam: 2, Homework: 3, Lab./Exam: 4, Seminar/Presentation: 5, Term Paper: 6, Application: 7 | |||
Weekly Detailed Course Contents
| Week | Topics |
|---|---|
| 1 | Introduction -Investment Environment-Financial Markets |
| 2 | Risk and Return on Financial Assets |
| 3 | Portfolio Theory, Risk and Return of Portfolio, Creating an Efficient Portfolio |
| 4 | Capital Asset Pricing Model (CAPM) |
| 5 | Factor Models and Arbitrage Pricing Theory (APT) |
| 6 | Efficient Markets Hypothesis and Anomalies |
| 7 | Measurement and Evaluation of Portfolio Performance |
| 8 | Interest Rates, Interest Rate Theories, Time Value of Money |
| 9 | Share Certificates and Valuation |
| 10 | Share Certificates and Valuation |
| 11 | Bonds and Valuation |
| 12 | Derivative Instruments and Valuation |
| 13 | Financial Statement Analysis |
| 14 | General evaluation |
Textbook or Material
| Resources | Karan, B. M. (2018). "Yatırım Analizi ve Portföy Yönetimi", Gazi Kitabevi:Ankara |
| Okka, Osman (2013). "Finansal Yönetim", Nobel: Ankara |
Evaluation Method and Passing Criteria
| In-Term Studies | Quantity | Percentage |
|---|---|---|
| Attendance | - | - |
| Laboratory | - | - |
| Practice | - | - |
| Field Study | - | - |
| Course Specific Internship (If Any) | - | - |
| Homework | - | - |
| Presentation | - | - |
| Projects | - | - |
| Seminar | - | - |
| Quiz | - | - |
| Listening | - | - |
| Midterms | 1 | 40 (%) |
| Final Exam | 1 | 60 (%) |
| Total | 100 (%) | |
ECTS / Working Load Table
| Quantity | Duration | Total Work Load | |
|---|---|---|---|
| Course Week Number and Time | 14 | 3 | 42 |
| Out-of-Class Study Time (Pre-study, Library, Reinforcement) | 14 | 6 | 84 |
| Midterms | 1 | 25 | 25 |
| Quiz | 0 | 0 | 0 |
| Homework | 0 | 0 | 0 |
| Practice | 0 | 0 | 0 |
| Laboratory | 0 | 0 | 0 |
| Project | 0 | 0 | 0 |
| Workshop | 0 | 0 | 0 |
| Presentation/Seminar Preparation | 0 | 0 | 0 |
| Fieldwork | 0 | 0 | 0 |
| Final Exam | 1 | 25 | 25 |
| Other | 2 | 25 | 50 |
| Total Work Load: | 226 | ||
| Total Work Load / 30 | 7,53 | ||
| Course ECTS Credits: | 8 | ||
Course - Learning Outcomes Matrix
| Relationship Levels | ||||
| Lowest | Low | Medium | High | Highest |
| 1 | 2 | 3 | 4 | 5 |
| # | Learning Outcomes | P1 | P2 | P5 | P6 |
|---|---|---|---|---|---|
| O1 | Define the basic concepts and terminology in investment analysis and portfolio management, especially risk, return, and diversification. | 4 | 1 | 1 | 1 |
| O2 | Explain basic investment theories and models such as Modern Portfolio Theory, Capital Asset Pricing Model and Efficient Market Hypothesis. | 5 | 1 | 1 | 1 |
| O3 | Apply a variety of analytical techniques including fundamental analysis, technical analysis and quantitative methods to evaluate investment opportunities. | 1 | 4 | 1 | 1 |
| O4 | Analyse the performance and risk characteristics of investment portfolios using measures such as Sharpe ratio, beta and alpha. | 1 | 4 | 1 | 1 |
| O5 | Construct diversified investment portfolios comprising various asset classes and strategies, tailored to specific risk-return profiles and investment objectives. | 1 | 1 | 4 | 1 |
| O6 | Critically evaluate investment strategies and portfolio performance, taking into account factors such as market conditions, economic indicators and investor objectives. | 1 | 1 | 1 | 5 |