週次 |
日期 |
單元主題 |
第1週 |
09/14 |
Introduction
<br/>Reading: The Asset Management Industry in 2010 (2005 MCKINSEY & COMPANY, Inc.)
<br/>(Venue : Room 203, Building One)
|
第2週 |
09/21 |
Topic: The Profolio Management Process
<br/>Reading Ch1, 2, 3
<br/>(Venue : Room 203, Building One)
|
第3週 |
09/28 |
Topic: Investment Policy
<br/>Homework: Do you agree with the 2005 proposal?
<br/>Reading: Investment Policy at the Hewlett Foundation, 2005 (HBS Case:# 9250126)
<br/>(Venue : 冠德講堂)
|
第4週 |
10/05 |
Topic: Market Forecast
<br/>Homework: Capital Market Forecasts
<br/>Reading: Ch. 4, Capital Market Expectations, Managing Investment Portfolio
<br/>(Venue : Room 203, Building One)
|
第5週 |
10/12 |
Topic: Asset Allocation
<br/>Homework: Contruct an Efficient Frontier
<br/>Reading: Ch. 5, Asset Allocation, Managing Investment Portfolio
<br/>(Venue : Room 203, Building One)
|
第6週 |
10/19 |
Topic: Asset Pricing and Market Efficiency
<br/>Homework: DFA SWOT analysis
<br/>Reading: Dimensional Fund Advisors, 2002 (HBS Case:# 9203026)
<br/>(Venue : 冠德講堂)
|
第7週 |
10/26 |
Topic: ETF and Enhanced Index Fund
<br/>Homework: Visit the BGI website
<br/>Reading:
Barklays Global Investors and Exchange Traded Funds (HBS Case:# 9208033)
<br/>(Venue : 冠德講堂)
|
第8週 |
11/02 |
Topic: Portable Alpha
<br/>Homework: Measure the alpha of an alpha fund
<br/>Reading: Portable Alpha (JPM Spring 2004)
<br/>(Venue : Room 203, Building One)
|
第9週 |
11/09 |
Topic: Alternative Assets I
<br/>Homework: Should LTCM return capital to its investors?
<br/>Reading:
Ch. 8, Alternative Investments Portfolio Management, Managing Investment Portfolio
<br/>Long –Term Capital Management, L.P. (A), (HBS Case:# 9200007)
<br/>(Venue : 冠德講堂)
|
第10週 |
11/16 |
Topic: Alternative Assets II
<br/>Homework: Suggestion to the Yale Investment Office
<br/>Reading: Yale University Investments Office: Augest 2006, (HBS Case:# 9807073)
<br/>(Venue : 冠德講堂)
|
第11週 |
11/23 |
Topic: Performance Evaluation
<br/>Homework: Use past performance to select funds
<br/>Reading: Ch. 12, Evaluating Portfolio Performance, Managing Investment Portfolio
<br/>(Venue : Room 203, Building One)
|
第12週 |
11/30 |
Topic: Pension Systems and Aging Demography
<br/>Homework: Advise to the pension plan
<br/>Reading:
The Pension Plan of Bethlehem Steel, 2001 (HBS Case:# 9202088)
<br/>(Venue : 冠德講堂)
|
第13週 |
12/07 |
Topic: Pension Product and Pension Fund Management
<br/>Homework: Target Fund as the default choice
<br/>Reading:
The Vanguard Group, Inc. in 2006 and Target Retirement Funds (HBS Case:# 9250126)
<br/>(Venue : 冠德講堂)
|
第14週 |
12/14 |
To Be Announced
<br/>(Venue : 冠德講堂)
|
第15週 |
12/21 |
Presentations and Discussions
<br/>(Venue : Room 203, Building One)
|
第16週 |
12/28 |
Presentations and Discussions
<br/>(Venue : Room 203, Building One)
|
第17週 |
1/04 |
Presentations and Discussions
<br/>(Venue : 冠德講堂)
|