| 課程編碼 Course Code | 中文課程名稱 Course Name (Chinese) | 英文課程名稱 Course Name (English) | 總學分數 Credits | 總時數 Hours |
|---|---|---|---|---|
| 4807028 | 投資學 | Investment | 3.0 | 3 |
| 中文概述 Chinese Description | 本課程目的在於幫助學生瞭解現代的投資理論與其對投資管理的應用。當您完成此課，您勢必對證券評價與投資組合管理有透徹的瞭解。您將具備基本的理論技能，使您得以瞭解現代投資學的發展，並且熟悉與投資有關的實務。本課程涵蓋下列主題：1) 投資組合概念：風險與風險規避、風險性資產與無風險性資產之間的資本分配、最適風險性投資組合。2) 資本市場均衡：資本資產定價模型、單一指數與多因子模型、套利定價理論、市場效率。3) 固定收益證券：債券價格與殖利率、債券投資組合管理。4) 權益評價模型。5) 投資組合績效評估 | |||
| 英文概述 English Description | The goal of this course is to provide a basic understanding of modern investment theory and its application to investment management. When you finish this course, you should have a thorough understanding of security pricing and portfolio management. You will have basic theoretical skills enabling you to understand modern developments in investments and you will be familiar with investment practices. The course will cover the following areas: 1) Portfolio Theory: Risk and Risk Aversion, Capital Allocation between the Risky Asset and the Risk-Free Asset and Optimal Risky Portfolios; 2) Equilibrium in Capital Markets: Capital Asset Pricing Model, Single-Index and Multifactor Models, Arbitrage Pricing Theory and Market Efficiency; 3) Fixed-Income Securities: Bond Prices and Yields, Managing Bond Portfolios; 4) Equity Valuation Models; 5) Portfolio Performance Evaluation. | |||
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