投資學

Investment

學期

111-2

學分

0 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（光復） 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

備註

無備註

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%)

課程大綱

教師未提供此項資料

週次計畫

週次	主題
第 1 週	Introduction 2023-02-18(六)
第 2 週	Market Indexes / Security Markets 2023-02-25(六)
第 3 週	Mutual Funds and Other Investment Companies 2023-03-04(六)
第 4 週	Risk, Return, Portfolio Statistics, Risk Aversion and Risk Aversion 2023-03-11(六)
第 5 週	Capital Allocation, and Optimal Risky Portfolios 2023-03-18(六)
第 6 週	Efficient Diversification and the Markowitz Portfolio Optimization Model 2023-03-25(六)
第 7 週	Index Models 2023-04-01(六)
第 8 週	Capital Asset Pricing Model 2023-04-08(六)
第 9 週	Arbitrage Pricing Theory and Multifactor Models 2023-04-15(六)
第 10 週	Midterm Exam 2023-04-22(六)
第 11 週	Portfolio Performance Evaluation 2023-04-29(六)
第 12 週	Efficient Market Hypothesis and Event Study 2023-05-06(六)
第 13 週	Bond Prices and Yield 2023-05-13(六)
第 14 週	Term Structure of Interest Rate 2023-05-20(六)
第 15 週	Managing Bond Portfolios 2023-05-27(六)
第 16 週	Behavioral Finance and Technical Analysis 2023-06-03(六)
第 17 週	Final Exam 2023-06-10(六)
第 18 週	Term Project Presentation 2023-06-17(六)

教科書

Investments by Bodie, Kane and Marcus, 12th 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