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], 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 |
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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 |
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Risk_Return_Historical |
ch 5 |
Assignment_1 Assignment_2 |
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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 |
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Portfolio Performance evaluation | ch 24 | ||