投資學
Investment
| 節 | 週六 |
|---|---|
2 09:00–09:50 | 投資學 M101 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 will provide students fundamental knowledge and basic language of investment analysis. The training of this course will also prepare the students for the advanced courses such as asset pricing and portfolio analysis, and option and futures. The main topics to be covered in this course include securities markets, portfolio theory, debt securities and bond portfolio management, and behavioral finance.
Financial Management (suggested), Probability and Statistics, Regression Analysis
Class materials will be posted on the NEW e3 (e3.nctu.edu.tw).
作業部份: End of Chapter Exercises Computer Homework 考試部份: Midterm and Final Exams 評量部份: Grading policy: Midterm Exam (25%) Final Exam (35%) Computer Homework (10%) Term Project/Class Presentation (25%) Class Performance (5%)
| 週次 | 主題 |
|---|---|
| 第 1 週 | Introduction |
| 第 2 週 | Market Indexes / Security Markets |
| 第 3 週 | Mutual Funds and Other Investment Companies |
| 第 4 週 | Risk, Return, Portfolio Statistics, Risk Aversion and Risk Aversion |
| 第 5 週 | Capital Allocation, and Optimal Risky Portfolios |
| 第 6 週 | Efficient Frontier and the Markowitz Portfolio Selection Model |
| 第 7 週 | Index Models |
| 第 8 週 | Capital Asset Pricing Model |
| 第 9 週 | Arbitrage Pricing Theory and Multifactor Models |
| 第 10 週 | Midterm Exam |
| 第 11 週 | Portfolio Performance Evaluation |
| 第 12 週 | Efficient Market Hypothesis and Event Study |
| 第 13 週 | Bond Prices and Yield |
| 第 14 週 | Term Structure of Interest Rate |
| 第 15 週 | Managing Bond Portfolios |
| 第 16 週 | Behavioral Finance and Technical Analysis |
| 第 17 週 | Final Exam |
| 第 18 週 | Term Project Presentation |
Investments by Bodie, Kane and Marcus, 11th Edition, McGraw-Hill
- 地點
- M420 (管理一館)
- 時間
- Mon 4:30-5:30pm Thr 4:30-5:30pm
- 聯絡方式
- 分機57076 hhlee@nctu.edu.tw