投資學
Investment
| 節 | 週四 |
|---|---|
5 13:20–14:10 | 投資學 M101（光復） 3 節連堂 |
6 14:20–15:10 | |
7 15:30–16:20 |
* 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 and portfolio theory. The training of this course will also prepare the students for the advanced courses in our program. The main topics to be covered in this course include securities markets, portfolio theory, asset pricing theory, and behavioral finance. Basic concepts and tools of investment/portfolio analysis will be covered and both theoretical and empirical issues will be addressed
Financial Management or Investment (undergraduate level), Regression Analysis, Basic Programming Skills
無備註
Course materials will be posted on e3 system(https://e3.nycu.edu.tw).
Midterm Exam (30%) Final Exam (25%) Class Presentation (15%) Homework (25%) Class Performance (5%)
教師未提供此項資料
| 週次 | 主題 |
|---|---|
| 第 1 週 | Introduction 2023-02-16(四) |
| 第 2 週 | Market Indexes / Security Markets 2023-02-23(四) |
| 第 3 週 | Mutual Funds and Other Investment Companies 2023-03-02(四) |
| 第 4 週 | Risk, Return, Risk Aversion and Capital Allocation 2023-03-09(四) |
| 第 5 週 | Efficient Frontier and the Markowitz Portfolio Selection Model (I) 2023-03-16(四) |
| 第 6 週 | Efficient Frontier and the Markowitz Portfolio Selection Model (II) / Utility Theory 2023-03-23(四) |
| 第 7 週 | Utility Theory / Index Models 2023-03-30(四) |
| 第 8 週 | Intercollegiate Activities (no class) 2023-04-06(四) |
| 第 9 週 | CAPM (Capital Asset Pricing Model) 2023-04-13(四) |
| 第 10 週 | Midterm Exam 2023-04-20(四) |
| 第 11 週 | Arbitrage Pricing Theory and Multifactor Models 2023-04-27(四) |
| 第 12 週 | Efficient Market Hypothesis and Event Study 2023-05-04(四) |
| 第 13 週 | Empirical Test and Evidence on Security Returns (I) 2023-05-11(四) |
| 第 14 週 | Portfolio Performance Evaluation / Paper Presentation 2023-05-18(四) |
| 第 15 週 | Empirical Test and Evidence on Security Returns (II) / Paper Presentation 2023-05-25(四) |
| 第 16 週 | Final Exam 2023-06-01(四) |
| 第 17 週 | 2023-06-08(四) |
| 第 18 週 | 2023-06-15(四) |
1. Investments by Bodie, Kane and Marcus, 12th Edition, McGraw-Hill (Required) 2. Financial Theory and Corporate Policy by Copeland, Weston, and Shastri, 4th Edition, Pearson Addison Wesley (Reference) 3. Foundations for Financial Economics by Huang and Litzenberger, Prentice Hall (Reference; PhD student required) 4. Security Analysis, Portfolio Management, and Financial Derivatives. Lee, Finnerty, Lee, Lee, and Wort, World Scientific (Reference)
- 地點
- M419
- 時間
- Wed 4:30-5:30pm Thr 4:30-5:30pm
- 聯絡方式
- 57076 hhlee@nycu.edu.tw