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 :
[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 

 
Asset allocation ch 6  Asset_Allocation   BIST_daily_stock_data
 BIST-monthly_stock_data
Portfolio optimization, many assets ch 7  Portf_many_assets   Problem_set_1, S01
 Problem_set_2, S02
 Problem_set_3, S03
 Problem_set_4S04
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 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
Solutions_Ch1-Ch9
Portfolio Performance evaluation   ch 24   Solutions_Ch10-C16
      Solutions_Ch22-Ch24