This course is deigned to provide a detailed understanding of the role of risky financial assets in the economy. Particular emphasis will be placed on the different types of investments, modern portfolio theory, market efficiency, equity valuation, and portfolio performance measurement.
“Essentials of Investments” by Zvi Bodie, Alex Kane, and Alan J. Marcus, 10E (2016), Irwin/McGraw-Hill (台灣華泰書局代理)
Introduction and Financial Assets
1. Investment: Background and Issues CH. 1
2. Asset Classes and Financial Instruments CH. 2
3. Securities Markets CH. 3
4. Mutual Funds and Other Investment Companies CH. 4
Portfolio Theory
5. Risk and Return CH. 5
6. Efficient Diversification CH. 6
7. CAPM and APT CH. 7
8. The Efficient Market Hypothesis CH. 8
9. Behavioral Finance and Technical Analysis CH. 9
Midterm Exam
Debt Securities
10. Bond Prices and Yields CH. 10
11. Managing Bond Portfolios CH. 11
Security Analysis
12. Macroeconomic and Industry Analysis CH. 12
13. Equity Valuation CH. 13
14. Financial Statement Analysis CH. 14
Derivative Markets
15. Options Markets CH. 15
16. Options Valuation CH. 16
17. Futures Markets and Risk Management CH. 17
Active Investment Management
18. Performance Evaluation and Active Portfolio Management CH. 18
19. International Investing CH. 19
20. Hedge Funds CH. 20
