AD 517 Investment Analysis and Portfolio Management, 201718 Spring
Course Instructor: Attila Odabaşı
Classroom:
EMBA, Class schedule: WWW345,
Office Hours: Th
14:0015:00 or by appoinment
Course Description:
The course focuses on the application of financial theory to the issues
and problems of investment. Course coverage includes portfolio
optimization and asset allocation, the basics of bond pricing and debt
portfolio management, the theory of asset pricing models and their
implications for investment as well as techniques for evaluating
investment management performance.
[Syllabus]News and Announcements : May 9, 2018 Final exam is comprehensive. That means you are responsible from main ideas covered by the midterm exam (Ch's 5, 6 and 7) as well as the main topics covered in Ch's 9, 10 (FF3 factor), 11, 13, 14, 15, 16, 18, 22 and 21 (partially). The format will be similar to the one of the midterm. [Feb 20, 2018] Please take note that the link to portfolio simulation is: http://www.wallstreetsurvivor.com/league/bounad517s2018 The pass to the game will be provided in class.Course Outline 

Topics 
Reading Material[BKM] 
Overheads 
Assignments, Additional Material 
Course Introduction, Syllabus 
ch 1 


Asset Classes, Mutual Funds, Historical Returns 
ch 2,4,5 
https://seekingalpha.com/article/15134theseekingalphaetfinvestingguide BIST_return 

Trading and Markets 
ch 3 
Simulation_handout, Trading_Temp,  
Asset allocation  ch 6  Asset_Allocation 
BIST_daily_stock_data BISTmonthly_stock_data World_indices 
Portfolio optimization, many assets  ch 7  Portf_many_assets  Problem_set_1,
S01 Problem_set_2, S02 Problem_set_3, S03 Problem_set_4, S04 
Midterm week  Useful Formulas  
CAPM and factor models 
ch 8,9  CAPM, SIM 
Problem_set_6,
S06 Problem_set_7, S07 Problem_set_8, S08 Problem_set_9, S09 
EMH, behavioral biases  ch 11,12  EMH 
Problem_set_10,
S10 Problem_set_13&soln 
Equity Valuation 
ch 1719  Eq_Val  
Spring break week  
Fixed Inc Sec  ch 1719  Bonds, Int_Risk_Mgmt  
Derivatives and hedgng  ch 2023 
Futures Options 
Solutions_Ch1Ch9 
Portfolio Performance evaluation  ch 24  Solutions_Ch10C16  
Solutions_Ch22Ch24  