課程大綱
系所 財務金融學系 2 年級
課號 / 班別 703 22600 3 學分
科目中文名稱 投資學
科目英文名稱 Investment
授課時數 3小時 必修
教師姓名 陳聖賢
Office 管二館603
Tel 33661083
Office Hours By appointment


課程大綱 Syllabus
本課程涵蓋下列領域：
1. 投資組合概念：
a. 風險規避與風險性資產的資本分配
b. 最適風險性投資組合
c. 指數模型
2. 資本市場均衡：
a. 資本資產定價模型
b. 套利定價理論與多因子模型
c. 效率市場假說
3. 固定收益證券：
a. 債券價格與殖利率
b. 債券投資組合管理
4. 權益評價模型
5. 投資組合績效評估

The course will cover the following areas:
1. Portfolio Theory:
a. Risk Aversion and Capital Allocation to Risky Assets
b. Optimal Risky Portfolios
c. Index Models
2. Equilibrium in Capital Markets:
a. The Capital Asset Pricing Model
b. Arbitrage Pricing Theory and Multifactor Models of Risk
and Return
c. The Efficient Market Hypothesis
3. Fixed-Income Securities:
a. Bond Prices and Yields
b. Managing Bond Portfolios
4. Equity Valuation Models
5. Portfolio Performance Evaluation

教學進度 Schedule of Progress
依課程大綱暫定如下：
Week 1: 課程介紹
Week 2: 風險規避與風險性資產的資本分配
Week 3: 最適風險性投資組合
Week 4: 最適風險性投資組合
Week 5: 指數模型
Week 6: 資本資產定價模型
Week 7: 資本資產定價模型
Week 8: 套利定價理論與多因子模型
Week 9: 期中考
Week 10: 效率市場假說
Week 11: 債券價格與殖利率
Week 12: 債券投資組合管理
Week 13: 債券投資組合管理
Week 14: 權益評價模型
Week 15: 權益評價模型
Week 16: 投資組合績效評估
Week 17: 投資組合績效評估
Week 18: 期末考

Proposed Lecture Schedule:
Week 1: Course Introduction
Week 2: Risk Aversion and Capital Allocation to Risky
Assets
Week 3: Optimal Risky Portfolios
Week 4: Optimal Risky Portfolios
Week 5: Index Models
Week 6: The Capital Asset Pricing Model
Week 7: The Capital Asset Pricing Model
Week 8: Arbitrage Pricing Theory and Multifactor
Models of Risk and Return
Week 9: Mid-Term Exam
Week 10: The Efficient Market Hypothesis
Week 11: Bond Prices and Yields
Week 12: Managing Bond Portfolios
Week 13: Managing Bond Portfolios
Week 14: Equity Valuation Models
Week 15: Equity Valuation Models
Week 16: Portfolio Performance Evaluation
Week 17: Portfolio Performance Evaluation
Week 18: Final Exam