| 當期課號 |
1070 |
Course Number |
1070 |
| 授課教師 |
吳倫 |
Instructor |
WU,CHIEH LUN |
| 中文課名 |
投資策略與管理 |
Course Name |
Investment Strategies and Management |
| 開課單位 |
財務金融系(四日)三A |
Department |
|
| 修習別 |
選修 |
Required/Elective |
Elective |
| 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 |
Bodie, Z., Kane, A., Marcus, A. J., Swensen, B., Essential of Investments, McGraw-Hill College |
Teaching Materials |
Bodie, Z., Kane, A., Marcus, A. J., Swensen, B., Essential of Investments, McGraw-Hill College |
| 成績評量方式 |
Participation 30%
Mid-term exam 35%
Final exam 35% |
Grading |
Participation 30%
Mid-term exam 35%
Final exam 35% |
| 教師網頁 |
|
| 教學內容 |
1.Introduction
2.Portfolio theory and practice
3.Equilibrium in capital markets
4. Fixed-income securities
5.Security analysis
6.Options, futures, and other derivatives
7.Applied portfolio management |
Syllabus |
1.Introduction
2.Portfolio theory and practice
3.Equilibrium in capital markets
4. Fixed-income securities
5.Security analysis
6.Options, futures, and other derivatives
7.Applied portfolio management |