投資學

Investment

學期

114-2

學分

3 學分

當期課號

537700

永久課號

MGIF30036

開課單位

資訊管理與財務金融系財務金融博士班、資訊管理與財務金融系財務金融碩博士班

授課教師

李漢星

校區

光復

類別

必修

上課時間表

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

概述

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

先修科目

Financial Management or Investment (undergraduate level), Regression Analysis, Basic Programming Skills

備註

無備註

教學方式

Course materials will be posted on e3 system(https://e3.nycu.edu.tw).

評分方式

Midterm Exam (30%) Final Exam (25%) Class Presentation (15%) Homework (25%) Class Performance (5%)

課程大綱

Instruments/Market

講授：

12
Portfolio Theory

講授：

14
示範：

1
Option Market and Valuation

講授：

9
Debt securities

講授：

6

週次計畫

週次	主題
第 1 週	Introduction 2026-02-26(四)
第 2 週	Market Indexes / Security Markets 2026-03-05(四)
第 3 週	Mutual Funds and Other Investment Companies 2026-03-12(四)
第 4 週	Risk, Return, Risk Aversion and Capital Allocation 2026-03-19(四)
第 5 週	Efficient Frontier and the Markowitz Portfolio Selection Model (I) 2026-03-26(四)
第 6 週	Intercollegiate Activities (no class) 2026-04-02(四)
第 7 週	Efficient Frontier and the Markowitz Portfolio Selection Model (II) / Utility Theory 2026-04-09(四)
第 8 週	Utility Theory / Index Models 2026-04-16(四)
第 9 週	Midterm Exam 2026-04-23(四)
第 10 週	CAPM (Capital Asset Pricing Model) 2026-04-30(四)
第 11 週	Arbitrage Pricing Theory and Multifactor Models 2026-05-07(四)
第 12 週	Efficient Market Hypothesis and Event Study 2026-05-14(四)
第 13 週	Empirical Test and Evidence on Security Returns (I) 2026-05-21(四)
第 14 週	Portfolio Performance Evaluation / Paper Presentation 2026-05-28(四)
第 15 週	Empirical Test and Evidence on Security Returns (II) / Paper Presentation 2026-06-04(四)
第 16 週	Final Exam 2026-06-11(四)

教科書

1. Investments by Bodie, Kane and Marcus, 13th Edition, McGraw-Hill (Required) Hwa Tai Publishing ( https://eshop.hwatai.com.tw/SalePage/Index/9303216 ; eBook https://eshop.hwatai.com.tw/SalePage/Index/9302974 ) 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)

Office Hours

地點: M419
時間: Wed 4:30-5:30pm Thr 4:30-5:30pm
聯絡方式: 57076 hhlee@nycu.edu.tw