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COURSE INFORMATION
Course CodeCourse TitleL+P HourSemesterECTS
SER 134PORTFOLIO MANAGEMENT3 + 06th Semester4

COURSE DESCRIPTION
Course Level Bachelor's Degree
Course Type Compulsory
Course Objective To explain and anlayze portfolio management techniques and to address and discuss the models to measure portfolio performance
Course Content The Portfolio Management Process (Policy Statement, Examination Conditions etc.) , Asset Allocation, Selecting Investments in Global or Local Markets, Organization and Functıoning of Security Markets, An Introduction To Portfolio Management, Risk and return of a portfolio, Efficient Frontier, İndifference Curve, Optimal Portfolio Selection, Capital assets pricing model (CAPM), Security Market Line, Capital Market Line, Beta coefficient and beta of the market, The Correlation Structure of Security Returns: The Single Index Model and Multi- Index Model, Arbitrage Pricing Theory, Portfolio management strategies, Portfolio management strategies, Evaluation of Portfolio Performance
Prerequisites No the prerequisite of lesson.
Corequisite No the corequisite of lesson.
Mode of Delivery Face to Face

COURSE LEARNING OUTCOMES
1Derives results regarding investment analysis and portfolio management
2Explains portfolio management principles
3Relates investment information with financial means

COURSE'S CONTRIBUTION TO PROGRAM
PO 01PO 02PO 03PO 04PO 05PO 06PO 07PO 08PO 09PO 10
LO 001 2324 3   
LO 002  4       
LO 003 33     32
Sub Total 51024 3 32
Contribution0231101011

ECTS ALLOCATED BASED ON STUDENT WORKLOAD BY THE COURSE DESCRIPTION
ActivitiesQuantityDuration (Hour)Total Work Load (Hour)
Course Duration (14 weeks/theoric+practical)14342
Hours for off-the-classroom study (Pre-study, practice)14456
Mid-terms122
Final examination144
Total Work Load

ECTS Credit of the Course






104

4
COURSE DETAILS
 Select Year   


 Course TermNoInstructors
Details 2023-2024 Spring1SERKAN DURMAZ
Details 2022-2023 Spring1SERKAN DURMAZ
Details 2021-2022 Spring1YAŞAM DEMİR
Details 2020-2021 Spring1YAŞAM DEMİR
Details 2019-2020 Spring1YAŞAM DEMİR
Details 2018-2019 Spring1YAŞAM DEMİR
Details 2017-2018 Spring1YAŞAM DEMİR
Details 2016-2017 Spring1DÜNDAR KÖK
Details 2015-2016 Spring1FAHRETTİN DİNGİL


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Course Details
Course Code Course Title L+P Hour Course Code Language Of Instruction Course Semester
SER 134 PORTFOLIO MANAGEMENT 3 + 0 1 Turkish 2023-2024 Spring
Course Coordinator  E-Mail  Phone Number  Course Location Attendance
Lecturer SERKAN DURMAZ serkand@pau.edu.tr Course location is not specified. %70
Goals To explain and anlayze portfolio management techniques and to address and discuss the models to measure portfolio performance
Content The Portfolio Management Process (Policy Statement, Examination Conditions etc.) , Asset Allocation, Selecting Investments in Global or Local Markets, Organization and Functıoning of Security Markets, An Introduction To Portfolio Management, Risk and return of a portfolio, Efficient Frontier, İndifference Curve, Optimal Portfolio Selection, Capital assets pricing model (CAPM), Security Market Line, Capital Market Line, Beta coefficient and beta of the market, The Correlation Structure of Security Returns: The Single Index Model and Multi- Index Model, Arbitrage Pricing Theory, Portfolio management strategies, Portfolio management strategies, Evaluation of Portfolio Performance
Topics
WeeksTopics
1 Introduction to Portfolio Management
2 Financial markets and assets
3 Bond and stock valuation
4 Portfolio theory : Risk and return
5 Portfolio diversification
6 Capital Asset Pricing Model
7 Arbitrage Pricing theory
8 Midterm Exams
9 Evaluation of portfolio performance
10 Efficient market hypothesis
11 Security analysis:
12 Derivatives and valuation
13 International diversification
14 Strategies of portfolio management
Materials
Materials are not specified.
Resources
Course Assessment
Assesment MethodsPercentage (%)Assesment Methods Title
Final Exam60Final Exam
Midterm Exam40Midterm Exam
L+P: Lecture and Practice
PQ: Program Learning Outcomes
LO: Course Learning Outcomes