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課程名稱 |
投資學
Investment |
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開課學期 |
112-2 |
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授課對象 |
財務金融學系 |
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授課教師 |
蕭湛東 |
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課號 |
Fin2008 |
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課程識別碼 |
703E22600 |
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班次 |
03 |
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學分 |
3.0 |
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全/半年 |
半年 |
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必/選修 |
必修 |
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上課時間 |
星期一7,8,9(14:20~17:20) |
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上課地點 |
管一103 |
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備註 |
本課程以英語授課。
限本系所學生(含輔系、雙修生) 且 限學士班二年級以上
總人數上限：50人 |
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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 |
The course aims to cover the financial theory and empirical evidence relevant for investing. |
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課程目標 |
Students will be able to describe fundamental security pricing and portfolio management concepts.
The major topics will include financial markets, portfolio theory, asset pricing models, market efficiency and behavioral finance, bond and equity valuation, and investment performance evaluation.
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課程要求 |
Knowledge of basic statistics will be helpful, though not required.
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預期每週課後學習時數 |
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Office Hours |
另約時間 備註： by appointment |
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指定閱讀 |
待補 |
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參考書目 |
1. Zvi Bodie, Alex Kane, and Alan J. Marcus, Investments, Twelfth Edition, McGraw-Hill Education, New York, NY, U.S.A., 2021.
2. Edwin J. Elton, Martin J. Gruber, Stephen J. Brown, and William N. Goetzmann, Modern Portfolio Theory and Investment Analysis, Ninth Edition, John Wiley & Sons, New York, NY, U.S.A., 2014.
3. Bradford D. Jordan, Thomas W. Miller, Jr., and Steven D. Dolvin, Fundamentals of Investments: Valuation and Management, Ninth Edition, McGraw-Hill Education, New York, NY, U.S.A., 2020.
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評量方式
(僅供參考) |
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No. |
項目 |
百分比 |
說明 |
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1. |
Midterm |
50% |
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2. |
Final |
50% |
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週次 |
日期 |
單元主題 |
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第1週 |
2/19 |
Investments: Intro |
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第2週 |
2/26 |
Risk, Return, and the Historical Record |
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第3週 |
3/04 |
Risk, Return, and the Historical Record |
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第4週 |
3/11 |
CAPM |
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第5週 |
3/18 |
CAPM and Efficient Diversification |
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第6週 |
3/25 |
CAPM and Efficient Diversification; Arbitrage pricing theory |
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第7週 |
4/01 |
Arbitrage pricing theory |
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第8週 |
4/08 |
Midterm |
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第9週 |
4/15 |
Efficient Market Hypothesis |
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第10週 |
4/22 |
Efficient Market Hypothesis |
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第11週 |
4/29 |
Bond prices and yields |
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第12週 |
5/06 |
Managing Bond Portfolios |
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第13週 |
5/13 |
Evaluating Investment Performance |
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第14週 |
5/20 |
Evaluating Investment Performance; Behavioral Finance & Special Topics |
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第15週 |
5/27 |
Behavioral Finance & Special Topics |
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第16週 |
6/3 |
Final |
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