AD 517 Investment Analysis and Portfolio Management, 2019-20 Spring

Course Instructor: Attila Odabaşı
Classroom: EMBA, Class schedule: ThThTh678
Office Hours: TBA 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], [Optional reading material], default
News and Announcements :
[March 4] Assignment_1 posted, due March 12.
[March 4] Assignment_2 posted, due March 12.
[Feb 4, 2020] Please note that the rest of the web page is subject to change.
 
 

Course Outline

Topics

Reading Material[BKM]

Overheads

 Assignments, Additional Material

Course Introduction, Investment environment, investment management process

ch 1, 2, 3

Inv_environment, Asset-classes,

 Simulation_handout, Trading_Temp,

Inv_environment, inv_mgmt_proces, mutual_funds, etc.

ch 2, 3, 4

Trading,  Inv_Companies,


Risk_Return_Historical

ch 5

Risk_return 

 Assignment_1 
 Assignment_2
Portf_diversification ch 6  Portf_1 
 Excel_1		  BIST-monthly_stock_data
Capital_allocaton
Portfolio optimization, many assets		 ch 7  Portf_2, Excel_2
 		  Problem_set_1,
 Problem_set_2,
 Problem_set_3,
 Problem_set_4,
Midterm week   Useful Formulas  

CAPM and factor models

 ch 8,9 CAPM, SIM Problem_set_6,
Problem_set_7,
Problem_set_8,
Problem_set_9,
 EMH, behavioral biases ch 11,12 EMH   Problem_set_10,

 Equity Valuation

 ch 17-19  Eq_Val  
 Spring break week       
Fixed Inc Sec ch 17-19  Bonds, Int_Risk_Mgmt   
Derivatives and hedgng ch 20-23 Futures
Options		  
Portfolio Performance evaluation   ch 24