Investment Analysis and Portfolio Management (ITF404)

Course Objective: The Primary objective is to introduce graduate students the basic concepts of investing, the tools and principles to be able to better understand trading in financial markets. It is also aimed that students will be equipped with the knowledge for portfolio selection, portfolio management and investment evaluation through theoretical methodologies. Through solving the problems it is aimed to develop and increase the skills of the student in the field of investment and portfolio construction.

Learning Outcomes: The students who succeeded in this course;

  • will be able to define the difference between money markets and capital market, calculation methods of indexes and basic financial derivative instruments in detail.
  • will be able to give information about initial public offerings, short sales and trading securities in securities markets.
  • will be able to calculate the risk and return of a single asset or a portfolio.
  • will be able to anaylze how to choose an efficient and an optimal risky portfolio.
  • will be able to inform about Capital Asset Pricing Model and Arbitrage Pricing Theory.
  • will be able to explain three major players (firms, government and households) in financial market and the difference between real assets and financial assets.

CourseContent: Topics covered are: investment environment, market players, securities markets, portfolio risk and return, efficient diversification, CAPM and APT.




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