課程名稱 |
投資管理 INVESTMENT MANAGEMENT |
開課學期 |
99-1 |
授課對象 |
財務金融學研究所 |
授課教師 |
何憲章 |
課號 |
Fin7021 |
課程識別碼 |
723EM2200 |
班次 |
02 |
學分 |
3 |
全/半年 |
半年 |
必/選修 |
必修 |
上課時間 |
星期二6,7,8(13:20~16:20) |
上課地點 |
管二304 |
備註 |
本課程以英語授課。本課程以英語授課。 總人數上限:50人 外系人數限制:10人 |
Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/991invest |
課程簡介影片 |
|
核心能力關聯 |
核心能力與課程規劃關聯圖 |
課程大綱
|
為確保您我的權利,請尊重智慧財產權及不得非法影印
|
課程概述 |
723 M2200-02 Investment Management Fall, 2010
Hsien-Chan Ho
I. Textbook: Elton,Gruber,Brown and Goetzmann, Modern Portfolio Theory and Investment Analysis, 8th ed.,2010(Hua-Tai, 2377-3877)
II. Course Schedule
9/14 Introduction
9/21 Ch.2 Financial Securities & Ch.3 Financial Markets
9/28 Ch.4 The Characteristics of the Opportunity Set Under Risk
10/5 Ch.5 Delineating Efficient Portfolios
10/12 Ch.6 Techniques for Calculating the Efficient Frontier
10/19 Ch.7 The Correlation Structure of Security Returns: The Single Index Model
10/26 Ch.9 Simple Techniques for Determining the Efficient Frontiers
11/2 Ch.13 The Standard Capital Asset Pricing Model
11/9 Mid-Term Exam
11/16 Ch.14 Nonstandard Forms of Capital Asset Pricing Models
11/23 Ch.15 Empirical Tests of Equilibrium Models
11/30 Ch.16 The Arbitrage Pricing Model
12/7 Ch.17 Efficient Markets & Ch.23 Option Pricing Theory
12/14 Ch.24 The Valuation and Uses of Financial Futures
12/21 Ch.25 Evaluation of Portfolio Performance
12/28 Review
1/4/2011 Final Exam
III. Evaluation
Mid-Term Exam 50%
Final Exam 50%
Total 100%
IV. Notes
1. Students are expected to attend all the class meetings. No make-up Exams.
2. The course syllabus provides a general plan for the course; deviations may be necessary.
|
課程目標 |
To introduce the modern investment management theory, including portfolio theory, CAPM, APT, option pricing theory, futures, and bond management. |
課程要求 |
|
預期每週課後學習時數 |
|
Office Hours |
另約時間 |
指定閱讀 |
|
參考書目 |
|
評量方式 (僅供參考) |
|
|