財務決策專題(博)
Special Topics on Financial Decisions
| 節 | 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
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.
First year required courses in Ph.D. program
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.
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.
- Asset Pricing I
- Asset Pricing II
- Investment
- Introduction
| 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 |
N/A
- 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