AD 517 Investment Analysis and Portfolio Management, 201920 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], defaultNews 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 
Simulation_handout, Trading_Temp,  
Inv_environment, inv_mgmt_proces, mutual_funds, etc. 
ch 2, 3, 4 


Risk_Return_Historical 
ch 5 
Assignment_1 Assignment_2 

Portf_diversification  ch 6 
Portf_1
Excel_1 
BISTmonthly_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 1719  Eq_Val  
Spring break week  
Fixed Inc Sec  ch 1719  Bonds, Int_Risk_Mgmt  
Derivatives and hedgng  ch 2023 
Futures Options 

Portfolio Performance evaluation  ch 24  