INTERNATIONAL BURCH UNIVERSITY
Graduate Study - Faculty of Economics and Social Sciences
Management PhD
2011-2012

SYLLABUS
Code Name Level Year Semester
BUS 630 Investment Analysis and Portfolio Management Graduate 1 Fall
Status Number of ECTS Credits Class Hours Per Week Total Hours Per Semester Language
7.5 701 English

Instructor Assistant Coordinator
Uğur ERGUN, Assoc. Prof. Dr. Uğur ERGUN, Assoc. Prof. Dr.
uergun@ibu.edu.ba no email

COURSE OBJECTIVE
This is a one semester course that provides students with the opportunity to practice investment analysis and portfolio management. Students learn the perspectives and techniques associated with portfolio management and security analysis and apply their knowledge by analyzing stocks and other investments.

COURSE CONTENT
Week
Topic
  1. 1. Securities and Analysis 2. Buying and Selling
  2. 3. Risk and Return
  3. 4. Efficient Frontier
  4. 5. Portfolio Selection
  5. 6. The Single Index Model
  6. 7. Factor Models
  7. 8. The Capital Asset Pricing Model 9. Arbitrage Pricing Theory
  8. 10. Efficient Markets and Behavioral Finance
  9. 11. Interest Rates and Yields 12. The Term Structure
  10. 13. Options
  11. 14. Forwards and Futures
  12. 15. Swaps
  13. 16. Applications 1
  14. 17. Applications 2

LABORATORY/PRACTICE PLAN
Week
Topic

    TEACHING/ASSESSMENT
    Description
    • Lectures
    • Practical Sessions
    • Excersises
    • Presentation
    • Assignments
    Description (%)
    Method Quantity Percentage (%)
    Quiz110
    Midterm Exam(s)120
    Presentation120
    Final Exam150
    Total: 100
    Learning outcomes
      TEXTBOOK(S)
      • Investment Analysis, Gareth D. Myles

      ECTS (Allocated based on student) WORKLOAD
      Activities Quantity Duration (Hour) Total Work Load
      Lecture (14 weeks x Lecture hours per week)348144
      Laboratory / Practice (14 weeks x Laboratory/Practice hours per week)1632512
      Midterm Examination (1 week)11010
      Final Examination(1 week)12525
      Preparation for Midterm Examination11010
      Preparation for Final Examination7.50
      Total Workload: 701
      ECTS Credit (Total workload/25): 28