Boğaziçi FE523 Investment Analysis & Portfolio Theory

Instructor: Prof. Dr. Cenk Cevat KARAHAN

Course Overview

An introduction to quantitative investment analysis and portfolio management. The course will review various assets classes ( equity, fixed income, derivatives ) and their use for optimal portfolio and risk management purposes. The topics will include conventional approaches such as risk, return, market equilibrium, efficiency, CAPM, factor models as well as more recent developments in behavioral finance, statistical arbitrage and algorithmic trading. Applications of the portfolio management concepts will induce individual quantitative assignments and case studies.

Introduction (1002)

An introduction to financial markets, different asset classes and financial instruments. A brief look at various institutional investors ( mutual funds, hedge funds, pension funds ) and their investment strategies.

Modern Portfolio Theory (1009)