Type of Credit: Elective
Credit(s)
Number of Students
This is designed as an intermediate level course of investments. The aim of this course is to familiarize students with the operations of financial markets and the basic ideas and techniques of investments. The first half of this course will focus on the investment environment, the investment instruments, and the basic portfolio theory. At the end of it, students should understand how financial markets operate and how to determine optimal risky portfolios.
The second part of this course will concentrate on the asset pricing aspect of investments. Students will learn how to apply theoretical asset pricing models to determine fair values of equities and bonds in seemingly efficient financial markets.
能力項目說明
This is designed as an intermediate level course of investments. The aim of this course is to familiarize students with the operations of financial markets and the basic ideas and techniques of investments. The first half of this course will focus on the investment environment, the investment instruments, and the basic portfolio theory. At the end of it, students should understand how financial markets operate and how to determine optimal risky portfolios. The second part of this course will concentrate on the asset pricing aspect of investments. Students will learn how to apply theoretical asset pricing models to determine fair values of equities and bonds in seemingly efficient financial markets.
| 教學週次Course Week | 彈性補充教學週次Flexible Supplemental Instruction Week | 彈性補充教學類別Flexible Supplemental Instruction Type |
|---|---|---|
請參考附件 See Attachment.
Your grades will be based on homework and class participation (30%, the weight of project is 20%), a mid-term exam (30%), and a final exam (40%). Notice that the current lecture schedule is subject to changes. That is why it is a tentative one. Of course, I will try to follow the schedule as closely as possible.
1. Bodie, Z., A. Kane, A.J. Marcus, and R. Jain, 2021, Investments, 12th Edition, McGraw-Hill Global Education Holdings, LLC. (BKMJ, Main Textbook)
2. Elton, E.J., M.J. Gruber, S.J. Brown, and W.N. Goetzmann, 2013, Modern Portfolio Theory and Investment Analysis, 9th Edition, International Student Version, John Wiley & Sons, Inc. (A Good Reference Book)
3. Maginn, J.L., D.L. Tuttle, J.E. Pinto, and D.W. McLeavey, 2007, Managing Investment Portfolios: A Dynamic Process, 3rd Edition, John Wiley & Sons, Inc. (A Good Reference Book)