校際選修

115-1 選課時程

進行中

  • 初選第一階段 6/15/2026
  • 初選第二階段 6/22/2026
  • 校際選修 8/24/2026
  • 初選第三階段 8/31/2026
  • 開學後加退選 9/7/2026
  • 逾期加退選 9/21/2026
選課資源

財務決策專題(博)

Special Topics on Financial Decisions

學期
106-2
學分
3 學分
當期課號
4013
永久課號
IOF5092
開課單位
資訊管理與財務金融系財務金融博士班
授課教師
黃宜侯
校區
光復
類別
必修
上課時間表
週二
2
09:00–09:50
財務決策專題(博)
M103
3 節連堂
3
10:10–11:00
4
11:10–12:00

* 根據陽明交大上課時間表所列

概述

This course is an introduction to empirical methods commonly employed in finance and provides the background for empirical research in finance. The course is organized around empirical papers with an emphasis on asset pricing modeling. A heavy reliance will be placed on analysis of financial data. The course is also to introduce students to the fundamental works and the frontier of research in dynamic investment. It is designed to teach students how to think of asset pricing research under a bigger or richer framework.

先修科目

First year required courses in Ph.D. program

教學方式

To make this class work, students are expected to work through every assigned reading before class. Students are also expected to become an active participant in the class. Students should ask questions, raise issues, contribute knowledge, and challenge the opinions of others, including the lecturer’s.

評分方式

Description of Course Details: 1. Homework and Assignments: 2. Exams: Midterm and Final Exams 3. Evaluation and Grading Policy: Term project (20%), Paper presentation (20%), Midterm exam (20%), Final exam (30%), Class participation (10%) 4. Pedagogy and other supplementary information (websites, TAs, handouts and/or databases): e-Campus.

課程大綱
  • Asset Pricing I
  • Asset Pricing II
  • Investment
  • Introduction
週次計畫
週次主題
第 1 週Holiday
第 2 週Introduction
第 3 週Return moments
第 4 週Estimation
第 5 週Asset pricing overview
第 6 週CAPM
第 7 週Factor model
第 8 週GMM
第 9 週Arbitrage asset pricing
第 10 週Consumption based asset pricing
第 11 週Liquidity
第 12 週Overreaction
第 13 週Mis-pricing
第 14 週Anomaly
第 15 週Data-snooping Biases
第 16 週Present value relations
第 17 週Predictability
第 18 週Final exam
教科書

N/A

Office Hours
地點
Room 423, Building 1 of College of Management
時間
Wednesday, 10:00-12:00
聯絡方式
(03)5712121 ext. 57081 alexhuang@nctu.edu.tw