週次 |
日期 |
單元主題 |
第1週 |
09/15 |
Introduction |
第2週 |
09/22 |
Review of Financial Markets |
第3週 |
09/29 |
Equity and Bond Valuation |
第4週 |
10/06 |
Mean-Variance Portfolio Theory I |
第5週 |
10/13 |
Mean-Variance Portfolio Theory II |
第6週 |
10/20 |
Mean-Variance Spanning and Intersection Tests |
第7週 |
10/27 |
Empirical Studies on Portfolio Diversification |
第8週 |
11/03 |
Dissertation Session by NTU Library |
第9週 |
11/10 |
Mid-Tern Exam |
第10週 |
11/17 |
Capital Asset Pricing Model (CAPM) I |
第11週 |
11/24 |
Capital Asset Pricing Model (CAPM) II |
第12週 |
12/01 |
Arbitrage Pricing Theory (APT) and Portfolio Performance Evaluation |
第13週 |
12/08 |
Market Efficiency and Behavioral Finance |
第14週 |
12/15 |
Empirical Studies on Factor Pricing Models I |
第15週 |
12/22 |
Empirical Studies on Factor Pricing Models II |
第16週 |
12/29 |
Empirical Studies on Behavioral Related Anomalies |
第17週 |
01/05 |
Practitioner Speech |
第18週 |
01/12 |
Final Exam |