投資學

Investment

學期

112-2

學分

3 學分

當期課號

557700

永久課號

MGIF30036

開課單位

管理學院碩士在職專班-財金組

授課教師

李漢星

校區

光復

類別

必修

上課時間表

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

概述

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, option and futures, and bond market. The main topics to be covered in this course include securities markets, portfolio theory, debt securities and bond portfolio management, and behavioral finance.

先修科目

Financial Management (suggested), Probability and Statistics, Regression Analysis

教學方式

Class materials will be posted on the NEW e3 (https://e3.nycu.edu.tw).

評分方式

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%)

週次計畫

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 Diversification and the Markowitz Portfolio Optimization 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

教科書

Investments by Bodie, Kane and Marcus, 13th Edition, McGraw-Hill

Office Hours

地點: M419 (管理一館)
時間: Wed 4:30-5:30pm Thr 4:30-5:30pm
聯絡方式: 分機57076 hhlee@nycu.edu.tw