105年第2學期-6049 證券分析與投資策略 課程資訊

評分方式

評分項目	配分比例	說明
Assignments/Participation	30
Term Projects/Presentation	30
Quizzes/Exams	40

教育目標

This course examines investment and financial issues arising from security analysis and strategic investment activities. The course begins with a review of the historical performance and finance theories. It then goes through topics including equity risk premium, bond risk premium, credit risk premium, alternative asset premia, value-oriented equity selection, currency carry strategies, volatility selling strategies, growth and liquidity risk factors, return forecasts and enhancement.

基本資料

選修課，學分數：0-3
上課時間：四/2,3,4
修課班級：財金碩1,2
修課年級：年級以上
選課備註：

參考書目

1.Instructor’s Lecture Notes
2.Expected Returns: An Investor's Guide to Harvesting Market Rewards, 2011, by Antti Ilmanen.
3.The New Value Investing: How to Apply Behavioral Finance to Stock Valuation Techniques and Build a Winning Portfolio, 2015, by Howard, C. Thomas.
4.Behavioral Portfolio Management, 2014, by Howard, C. Thomas.
5.The New Wealth Management: The Financial Advisor's Guide to Managing and Investing Client Assets, 2011, by Harold Evensky, Stephen M. Horan, Thomas R. Robinson, and Roger Ibbotson (Foreword).