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課程名稱 |
投資管理
Investment Management |
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開課學期 |
105-1 |
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授課對象 |
財務金融學研究所 |
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授課教師 |
陳聖賢 |
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課號 |
Fin7021 |
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課程識別碼 |
723 M2200 |
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班次 |
02 |
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學分 |
3 |
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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 |
星期四2,3,4(9:10~12:10) |
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上課地點 |
管二302 |
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備註 |
本課程中文授課,使用英文教科書。限財工組學生且未修過投資學者選修。
限碩士班以上
總人數上限：50人
外系人數限制：10人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/1051Fin7021_02 |
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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 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
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課程目標 |
This course intends to provide a basic understanding of modern investment theory and its application to investment management. When you finish this course, you should have a thorough understanding of security pricing and portfolio management. You will have basic theoretical skills enabling you to understand modern developments in investments and you will be familiar with investment practices. |
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課程要求 |
待補 |
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預期每週課後學習時數 |
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Office Hours |
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指定閱讀 |
Zvi Bodie, Alex Kane, and Alan J. Marcus, Investments, Tenth Edition, McGraw-Hill Education, 2014. (華泰) |
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參考書目 |
Textbook：Zvi Bodie, Alex Kane, and Alan J. Marcus, Investments and Portfolio 1. Edwin J. Elton, Martin J. Gruber, Stephen J. Brown, and William N. Goetzmann, Modern Portfolio Theory and Investment Analysis, Eight Edition, John Wiley & Sons, New York, NY, 2010.
2. Keith C. Brown and Frank K. Reilly, Analysis of Investments and Management of Portfolios, Tenth Edition, South-Western, Mason, OH, 2012.
3. Frank K. Reilly and Edgar A. Norton, Investments, Seventh Edition, South-Western, Mason, OH, 2007.
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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 Exam |
40% |
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2. |
Final Exam |
60% |
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週次 |
日期 |
單元主題 |
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第1週 |
9/15 |
No Class (Holiday: Moon Festival) |
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第2週 |
9/22 |
Course Introduction |
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第3週 |
9/29 |
Risk Aversion and Capital Allocation to Risky Assets
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第4週 |
10/06 |
Optimal Risky Portfolios |
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第5週 |
10/13 |
Optimal Risky Portfolio |
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第6週 |
10/20 |
Index Models |
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第7週 |
10/27 |
The Capital Asset Pricing Model |
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第8週 |
11/03 |
The Capital Asset Pricing Model |
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第9週 |
11/10 |
Mid-Term Exam |
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第10週 |
11/17 |
Arbitrage Pricing Theory and Multifactor Models of Risk and Return
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第11週 |
11/24 |
The Efficient Market Hypothesis |
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第12週 |
12/01 |
Bond Prices and Yields |
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第13週 |
12/08 |
Managing Bond Portfolios |
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第14週 |
12/15 |
Equity Valuation Models |
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第15週 |
12/22 |
Equity Valuation Models |
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第16週 |
12/29 |
Portfolio Performance Evaluation |
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第17週 |
1/05 |
Portfolio Performance Evaluation |
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第18週 |
1/12 |
Final Exam |
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