| 當期課號 |
7015 |
Course Number |
7015 |
| 授課教師 |
李瑞琳 |
Instructor |
LEE,RUEY LIN |
| 中文課名 |
投資管理 |
Course Name |
Investment Management |
| 開課單位 |
財務金融系碩士班一A |
Department |
|
| 修習別 |
必修 |
Required/Elective |
Required |
| 學分數 |
3 |
Credits |
3 |
| 課程目標 |
本課程旨在培養學生對於投資組合的分析與管理能力，並且協助學生進行投資決策與績效評估。本課程之主要內容如下： 1.投資程序與管理 2.認識風險與報酬 3.股票與債券市場 4.效率市場 5.基本分析與技術分析 6.投資組合管理 7績效評估 |
Objectives |
Approaches to Valuation/Risk and Return--Theory/Estimation of Discount Rates/Understanding Financial Statements/Estimation of Cashflows/Estimation of Growth Rates/Market Efficiency--Definition and Tests/Market Efficiency--The Evidence Dividend Discount Models/Free Cashflows to Equity Discount Models/Valuing a Firm--The Free Cashflows to the Firm Approach Special Cases in Discounted Cashflow Valuation/Price-Earnings Multiples/Price-Book Value Multiples/Price-Sales Multiples |
| 教材 |
reading articles
Modern Portfolio Theory and Investment Analysis 7th, Elton, Gruber, Brown, and Goetzmann, 2007, John Wiley & Sons, Inc. (Required) |
Teaching Materials |
reading articles
Modern Portfolio Theory and Investment Analysis 7th, Elton, Gruber, Brown, and Goetzmann, 2007, John Wiley & Sons, Inc. (Required) |
| 成績評量方式 |
隨堂作業 60％，報告40％。 |
Grading |
Class Presentation and Assignments 60%; Term paper 40% |
| 教師網頁 |
|
| 教學內容 |
Financial Markets (Ch. 2, 3)
Portfolio Analysis (Ch. 4, 5)
Asset Pricing (Ch. 13)
Empirical Testing of CAPM (Ch. 15, 16)
Market Efficiency (Ch. 17)
Behavioral Studies (Ch. 20) |
Syllabus |
Financial Markets (Ch. 2, 3)
Portfolio Analysis (Ch. 4, 5)
Asset Pricing (Ch. 13)
Empirical Testing of CAPM (Ch. 15, 16)
Market Efficiency (Ch. 17)
Behavioral Studies (Ch. 20) |