INTERNATIONAL BURCH UNIVERSITY
Graduate Study - Faculty of Economics and Social Sciences
Management PhD
2014-2015

SYLLABUS
Code Name Level Year Semester
MAN 623 Investment Analysis and Portfolio Management Graduate 1 Fall
Status Number of ECTS Credits Class Hours Per Week Total Hours Per Semester Language
6 0 English

Instructor Assistant Coordinator
Uğur ERGUN, Assoc. Prof. Dr. Uğur ERGUN, Assoc. Prof. Dr.
[email protected] no email

COURSE OBJECTIVE
This course 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. Midterm Exam
  9. 10. Efficient Markets and Behavioral Finance
  10. 11. Interest Rates and Yields 12. The Term Structure
  11. 13. Options
  12. 14. Forwards and Futures
  13. 15. Swaps
  14. 16. Applications 1
  15. 16. Applications 2

LABORATORY/PRACTICE PLAN
Week
Topic

    TEACHING/ASSESSMENT
    Description
    • Lectures
    • Presentation
    • Project
    Description (%)
    Method Quantity Percentage (%)
    Project110
    Midterm Exam(s)130
    Presentation110
    Final Exam150
    Total: 100
    Learning outcomes
    • to have knowledge of various investment tools
    • to have knowledge of evaluating different investment options
    • to form optimum investment portfolio
    • to analyze portfolio performance
    TEXTBOOK(S)
    • Myles, G.D. (2008) Investment Analysis

    ECTS (Allocated based on student) WORKLOAD
    Activities Quantity Duration (Hour) Total Work Load
    Lecture (14 weeks x Lecture hours per week) 0
    Laboratory / Practice (14 weeks x Laboratory/Practice hours per week) 0
    Midterm Examination (1 week) 0
    Final Examination(1 week) 0
    Preparation for Midterm Examination 0
    Preparation for Final Examination 0
    Assignment / Homework/ Project 0
    Seminar / Presentation 0
    Total Workload: 0
    ECTS Credit (Total workload/25): 0