107年第2學期-6187 財務專題（二） 課程資訊

評分方式

評分項目	配分比例	說明
Student presentations	40
Term report	60

教育目標

This course addresses portfolio theory and investment analysis. The first half of the course introduces the framework of optimal portfolio construction, capital asset pricing model, arbitrage pricing model, and efficient market hypothesis. The second half of the course covers security valuation principles, analysis and management of equity and bonds, derivative security analysis, and professional money management. Finally, macroeconomic and industry analysis is discussed to promote personal wealth management. These issues are comprehended through key textbooks and journal papers. Reading assignments and student reports will be allocated.

課程概述

This course addresses portfolio theory and investment analysis. The first half of the course introduces the framework of optimal portfolio construction, capital asset pricing model, arbitrage pricing model, and efficient market hypothesis. The second half of the course covers security valuation principles, analysis and management of equity and bonds, derivative security analysis, and professional money management. These issues are discussed through key textbooks and journal papers. Reading assignments and student reports will be allocated.

基本資料

必修課，學分數：0-3
上課時間：二/6,7,8[M428]
修課班級：統計博1C
修課年級：年級以上
選課備註：全英授課

參考書目

Journal papers and book chapters will be distributed.