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課程名稱 |
投資學
Investment Theory |
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開課學期 |
103-1 |
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授課對象 |
社會科學院 經濟學系 |
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授課教師 |
陳彥行 |
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課號 |
ECON3016 |
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課程識別碼 |
303E37600 |
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班次 |
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學分 |
3 |
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全/半年 |
半年 |
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必/選修 |
選修 |
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上課時間 |
星期二6,7,8(13:20~16:20) |
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上課地點 |
社科403 |
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備註 |
本課程以英語授課。
總人數上限：120人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1031invest |
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課程簡介影片 |
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核心能力關聯 |
核心能力與課程規劃關聯圖 |
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課程大綱
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為確保您我的權利,請尊重智慧財產權及不得非法影印
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課程概述 |
This course introduces modern investment theory and methods of security analysis. The course will present investment theories while emphasizing on asset allocation and its applications to personal finance. Students are suggested to have basic understandings on statistics, accounting and economics. |
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課程目標 |
(i) To understand the equilibrium trade-off of risk and returns in the capital market.
(ii) To learn how diversification can effectively reduce risk and how to construct a well-diversified protfolio using EXCEL.
(iii) To learn technical and fundamental analyses and their limitations.
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課程要求 |
Midterm exam: 30%; Final exam: 30%; Term project: 30%, Class participation: 10% |
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預期每週課後學習時數 |
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Office Hours |
備註： 15:00-17:00 (Fri.) (please make appointments in advance via email) |
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指定閱讀 |
Zvi Bodie, Alex Kane, and Alan J. Marcus (2013), Investments, McGraw-Hill. (Taiwan: Hwa-Tai publishing) |
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參考書目 |
Malkiel, Burton G. (2012), A random walk down wall street, Norton, NY. |
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評量方式
(僅供參考) |
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週次 |
日期 |
單元主題 |
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第1週 |
9/16 |
Introduction: Risk, return, and bubbles |
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第2週 |
9/23 |
Portfolio theory: The Markowitz approach |
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第3週 |
9/30 |
Portfolio theory: Markowitz approach |
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第4週 |
10/07 |
Portfolio theory: Index model |
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第5週 |
10/14 |
Portfolio theory: Index model |
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第6週 |
10/21 |
Equilibrium in capital market: CAPM |
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第7週 |
10/28 |
Equilibrium in capital market: APT |
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第8週 |
11/04 |
Review and practice |
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第9週 |
11/11 |
Midterm exam |
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第10週 |
11/18 |
Bond valuation |
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第11週 |
11/25 |
Equity valuation models |
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第12週 |
12/02 |
Fundamental analysis |
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第13週 |
12/09 |
Technical analysis |
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第14週 |
12/16 |
Term project presentation |
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第15週 |
12/23 |
Efficiency market hypothesis (I) |
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第16週 |
12/30 |
Efficiency market hypothesis (II) |
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第17週 |
1/06 |
Personal finance applications |
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第18週 |
1/13 |
Final Exam |
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