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.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 comprehensive through key textbooks and journal papers. Reading assignments and student reports will be allocated.
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.
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.
Journal papers and book chapters will be distributed.
Journal papers and book chapters will be distributed.
| 評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
|---|---|---|
| Student presentationsStudent presentations Student presentations |
40 | |
| Term reportTerm report Term report |
60 |
