|
週次 |
日期 |
單元主題 |
|
第1週 |
2/24 |
Introduction |
|
第2週 |
3/03 |
Utility Theory |
|
第3週 |
3/10 |
Stochastic Dominance |
|
第4週 |
3/17 |
Portfolio Theory |
|
第5週 |
3/24 |
Separation Theorm and Linear Pricing Model |
|
第6週 |
3/31 |
Basic SDF Pricing and Consumption Based Pricing Model |
|
第7週 |
4/07 |
Holiday, No Class! |
|
第8週 |
4/14 |
State Contingent Claims |
|
第9週 |
4/21 |
SDF: Law of One Price and No Arbitrage |
|
第10週 |
4/28 |
SDF, Beta, and Mean-Variance Frontier (I) |
|
第11週 |
5/05 |
SDF, Beta, and Mean-Variance Frontier (II) |
|
第12週 |
5/12 |
SDF and Factor Pricing Model |
|
第13週 |
5/19 |
Mean-Variance Analysis and Related Empirical Study |
|
第14週 |
5/26 |
Test on Asset Pricing Model and the Cross-Section of Expected Return (I) |
|
第15週 |
6/02 |
Test on Asset Pricing Model and the Cross-Section of Expected Return (II) |
|
第16週 |
6/09 |
Other Recent Empirical Study in Asaset Pricing |
|
第17週 |
6/16 |
Dragon Festival, No Class! |
|
第18週 |
6/23 |
Final Exam |