Graduate Education Institute · Islamic Economics and Finance (English) · Master
ECTS: 7.5 T+P+L: 3+0+0 Departmental Elective
Coordinator:
Course Objective
The aim of this course is to introduce the fundamentals of investment management within the framework of modern portfolio theory. In addition, the issues that individual investors should take into consideration in their investment decisions will be emphasized.
Course Content
The content of this course includes theoretical issues such as risk and return, portfolio theory, asset valuation models, efficient markets, technical analysis, stock portfolio management, and practical investment analysis, such as bond portfolio management.
Course Learning Outcomes
- To be able to explain the relationship between risk and return.
- Tahvil yatırımlarını değerleyebilmek.
- To be able to value stock investments.
- To be able to use asset valuation models.
Core Area Distribution
(34) Business and Administration%60 (46) Mathematics and Statistics%40
Teaching Methods
ExpressionQuestion-AnswerDiscussionCase Study
Assessment & Evaluation
HomeworkTesting (Essay / Tests: True-Falls, multiple-choice, short answer, matching)
ECTS / Workload
| Activity | Quantity | Duration (h) | Total Workload |
|---|---|---|---|
| Course Duration (Including Exam Week) | 16 | 3 | 48 |
| Out of Class Study Period | 16 | 3 | 48 |
| Midterm | 1 | 1 | 1 |
| Quiz | 2 | 1 | 2 |
| Assignment | 0 | 0 | 0 |
| Practice | 1 | 25 | 25 |
| Final | 1 | 1 | 1 |
Course Schedule
| Week | Subject | Preparation |
|---|---|---|
| 1 | The Investment Decision Making Criteria | To read the text book, suggested books and also essay readings hand out by lecturer |
| 2 | Features of Debt Securities | To read the text book, suggested books and also essay readings hand out by lecturer |
| 3 | Valuation of Debt Securities | To read the text book, suggested books and also essay readings hand out by lecturer |
| 4 | Duration | To read the text book, suggested books and also essay readings hand out by lecturer |
| 5 | Convexity | To read the text book, suggested books and also essay readings hand out by lecturer |
| 6 | Approaches to Equity Valuation | To read the text book, suggested books and also essay readings hand out by lecturer |
| 7 | Capital Asset Pricing Model | To read the text book, suggested books and also essay readings hand out by lecturer |
| 8 | Ara Sınav | Ara Sınav |
| 9 | Forecasting Cash Flows | To read the text book, suggested books and also essay readings hand out by lecturer |
| 10 | Dividend Discount Model | To read the text book, suggested books and also essay readings hand out by lecturer |
| 11 | Multistage Dividend Discount Model | To read the text book, suggested books and also essay readings hand out by lecturer |
| 12 | Computing Free Cash Flow to Firms and Free Cash Flow to Equity | To read the text book, suggested books and also essay readings hand out by lecturer |
| 13 | : Relative Valuation Techniques | To read the text book, suggested books and also essay readings hand out by lecturer |
| 14 | Asset Allocation Decision | To read the text book, suggested books and also essay readings hand out by lecturer |
| 15 | Markowitz Portfolio Theory | To read the text book, suggested books and also essay readings hand out by lecturer |
| 16 | Final Sınavı | Final Sınavı |