Information Package
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Master's of Accounting and Finance without Thesis

MANZ553

INVESTMENT ANALYSIS

Course Code
MANZ553
Semester
Third Term (Fall)
Theory+Practice
3 + 0
ECTS
10
Course TypeCompulsory Course
Course LevelMaster's Degree Without Thesis
Year of Study2
SemesterThird Term (Fall)
ECTS10
Name of Lecturer(s)
Learning Outcomes

At the end of this course, the students;

  1. Introduce various securities and the markets they trade in
  2. Observe investment regulations and related ethics and professional conduct
  3. Evaluate the theories and evidence for and against the efficient market hypothesis
  4. Describe important concepts in portfolio management such as diversification and efficient frontier
  5. Explain risk and return relationship in terms of the Capital Asset Pricing Model (CAPM) and the Arbitrage Pricing Theory (APT)
  6. Evaluate bonds and stocks with discounted cashflow and other models
  7. Demonstrate the techniques for bond and stock portfolio management
  8. Compute and interpret various portfolio performance measures
  9. Depict the basic features of futures and options
Mode of DeliveryFace to face
PrerequisitesNo
Recommended Optional Programme ComponentsNone
Course DescriptionAn understanding of the mechanics of the securities market, investment institutions, security selection, analysis, and the formation of a portfolio. Analysis of selected securities (treasury bills, bonds, and stocks) and additional readings in selected portfolio management theories.
Course Contents
WEEK TOPICS
1st Week Introduction to the course
2nd Week Buying and Selling Securities
3rd Week Security Markets
4th Week Efficient Markets
5th Week The Portfolio Selection Problem
6th Week Portfolio Analysis
7th Week Riskfree Landing and Borrowing
8th Week Mid-term examination
9th Week The Capital Assets Pricing Model
10th Week Factor Models
11th Week Arbitrage Pricing Theory
12th Week Fundamentals of Bond Valuation
13th Week Bond Analysis
14th Week Options and Futures
15th Week General Review
Recommended or Required ReadingAlexander, G.J., Sharpe W.F., Bailey J.V., (2001). Fundamentals of Investments. 3. basım. Prentice Hall.
Planned Learning Activities and Teaching Methods
  • Lecture
  • Discussion
Assessment Methods and Criteria
Quantity Percentage (%)
Mid-term 1 30
Project 1 30
Total(%) 60
Contribution of In-term Studies to Overall Grade(%) 60
Contribution of Final Examination to Overall Grade(%) 40
Total(%) 100
ECTS Allocated Based on Student Workload
Activities Quantity Duration (Hour) Total Workload (Hour)
Midterm exam 1 10 10
Preparation for Quiz
Individual or group work
Preparation for Final exam
Course hours
Preparation for Midterm exam
Laboratory (including preparation)
Final exam 1 20 20
Homework
Total Work Load30
Total Work Load / 30 (h)1
ECTS Credit of the Course10
Language of InstructionTurkish
Work Placement(s)No

Programme Qualifications / Learning Outcomes

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