週次
Week
|
課程主題
Topic
|
課程內容與指定閱讀
Content and Reading Assignment
|
教學活動與作業
Teaching Activities and Homework
|
|
|
1
|
Overview of the course
|
|
Class 1
|
|
2
|
Review of statistical and optimization techniques
|
Lecture notes
|
Class 2
|
|
3
|
Financial market and security trading
|
BKM Chapters 1, 2, 3
|
Class 3
|
|
4
|
Market data
|
BKM Chapter 5
|
Class 4
|
|
5
|
Capital allocation to risky assets
|
BKM Chapter 6
|
Class 5
|
|
6
|
Portfolio choice: mean-variance criterion
|
BKM Chapter 6
|
Class 6
|
|
7
|
Portfolio choice: optimal portfolios
|
BKM Chapters 7
|
Class 7
|
|
8
|
Applications of modern portfolio theory
|
BKM Chapters 7, 8
|
Class 8
|
|
9
|
Midterm examination
|
|
Midterm examination
|
|
10
|
The capital asset pricing model
|
BKM Chapter 9
|
Class 10
|
|
11
|
Applications of asset pricing models
|
BKM Chapters 8, 9, 10
|
Class 11
|
|
12
|
Arbitrage pricing theory
|
BKM Chapter 10
|
Class 12
|
|
13
|
Performance evaluation
|
BKM Ch 24
|
Class 13
|
|
14
|
Investment companies
|
BKM Ch 4, 26
|
Class 14
|
|
15
|
Project on investment strategies
|
Group discussion and presentations
|
Class 15
|
|
16
|
Online guest lecture (optional self-learning module)
|
|
Capstone self-learning
|
|
17
|
Online guest lecture (optional self-learning module) |
|
Capstone self-learning
|
|
18
|
Final examination
|
|
Final examination
|
|