Master Program in Logistics and Financial Management

Investment Analysis and Portfolio Theory(LFM 513)

Course Code Course Name Semester Theory Practice Lab Credit ECTS
LFM 513 Investment Analysis and Portfolio Theory 1 3 0 0 3 6
Prerequisites
Admission Requirements
Language of Instruction English
Course Type Elective
Course Level Masters Degree
Course Instructor(s) Abdullah Çağrı TOLGA ctolga@gsu.edu.tr (Email)
Assistant
Objective The purpose of this course is to help you experience how to make good use of your money so you will benefit the maximum gain from what you earn. To succeed this purpose, you need to master about the many investment alternatives that are available now and, especially more important, to improve analysing viewpoint and thinking about investments that will remain with you in the years ahead when new and different investment opportunities become available. Because of its dual purpose, the course spent balanced time to both description, applications, and theory. The discussions will be available on investment instruments and operation of capital markets all around the world. The theoretical portion details how you should evaluate current investments and future opportunities to develop a portfolio of investments that will satisfy your risk-return objectives. During the past few decades in the investment field one of the major progresses has been the recognition that one cannot create an optimum investment portfolio by simply cohering numerous individual securities that have attractive risk–return characteristics. Specifically, it has been shown that an investor must consider the relationship among the investments to build an optimum portfolio that will meet investment objectives. The recognition of how to create an optimum portfolio was demonstrated in the derivation of portfolio theory. There will be such applications on investments, portfolio strategies and so on. The participants are encouraged to work on portfolio management and hedging techniques.
Content Investment and asset allocation;
Money markets and security market indexes;
Efficient capital markets;
An introduction to portfolio management;
An introduction to asset pricing models;
Multi-factor models of risk and return;
Mid-term exam, An introduction to security valuation;
Analysis and management of common stocks;
Bond fundamentals; The analysis and valuation of bonds; Bond portfolio management strategies;
Mathematics of portfolio selection,
Different models in portfolio selection,
Different models in portfolio selection,
Evaluation of portfolio performance.
Project Presentations
Course Learning Outcomes Comprehends the effect of time value of money.
Recognizes the instruments of financial markets.
Analyzes financial instruments.
Can apply generally the various techniques used in risky positions.
Can construct a portfolio using financial instruments.
Teaching and Learning Methods Narrating with presentations and projects
References • Reilly, F. K., and Brown, K. C., “Investment Analysis and Portfolio Management”, 10th ed., South-Western, Cengage Learning, Mason 2012.
• Bodie, Zvi, Kane, Alex, and Marcus, Alan J., “Investments”, 4th ed., Mc-Graw-Hill, Singapore, 1999.
Print the course contents
Theory Topics
Week Weekly Contents
1 Investment and asset allocation;
2 Money markets and security market indexes;
3 Efficient capital markets;
4 An introduction to portfolio management;
5 An introduction to asset pricing models;
6 Multi-factor models of risk and return;
7 An introduction to security valuation;
8 Analysis and management of common stocks;
9 Bond fundamentals; The analysis and valuation of bonds; Bond portfolio management strategies;
10 Mathematics of portfolio selection,
11 Different models in portfolio selection,
12 Different models in portfolio selection,
13 Evaluation of portfolio performance.
14 Project Presentations
Practice Topics
Week Weekly Contents
Contribution to Overall Grade
  Number Contribution
Contribution of in-term studies to overall grade 7 60
Contribution of final exam to overall grade 1 40
Toplam 8 100
In-Term Studies
  Number Contribution
Assignments 4 20
Presentation 1 10
Midterm Examinations (including preparation) 1 10
Project 1 20
Laboratory 0 0
Other Applications 0 0
Quiz 0 0
Term Paper/ Project 0 0
Portfolio Study 0 0
Reports 0 0
Learning Diary 0 0
Thesis/ Project 0 0
Seminar 0 0
Other 0 0
Toplam 7 60
No Program Learning Outcomes Contribution
1 2 3 4 5
1 X
2 X
3 X
4 X
5 X
6 X
7 X
8 X
9 X
10 X
11
12 X
13 X
14
15 X
Activities Number Period Total Workload
Class Hours 14 3 42
Working Hours out of Class 13 2 26
Assignments 4 9 36
Presentation 0 0 0
Midterm Examinations (including preparation) 1 12 12
Project 0 0 0
Laboratory 0 0 0
Other Applications 0 0 0
Final Examinations (including preparation) 1 15 15
Quiz 1 3 3
Term Paper/ Project 1 25 25
Portfolio Study 0 0 0
Reports 0 0 0
Learning Diary 0 0 0
Thesis/ Project 0 0 0
Seminar 0 0 0
Other 0 0 0
Total Workload 159
Total Workload / 25 6,36
Credits ECTS 6
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