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
|
學習投入時間
Student workload expectation
|
課堂講授
In-class Hours
|
課程前後
Outside-of-class Hours
|
1
|
Introduction
|
NA
|
NA
|
1.5
|
1.5
|
2
|
Speech from Aberdeen
|
NA
|
Reading report
|
3
|
1.5
|
3
|
Consumption based model/ Behavioral finance
|
Ch1, journal paper
|
Reading report
|
1.5
|
1.5
|
4
|
Consumption based model/ Behavioral finance
|
Ch1, journal paper
|
Reading report
|
1.5
|
1.5
|
5
|
Consumption based model/ asset allocation
|
Ch1, journal paper
|
Reading report
|
1.5
|
1.5
|
6
|
Speech from Aberdeen
|
NA
|
Reading report
|
3
|
1.5
|
7
|
Holidays
|
NA |
NA |
|
|
8
|
Applying the basic model/ Are the Fama and French Factors Global or Country Specific?
|
Ch2, journal paper
|
Reading report
|
1.5
|
1.5
|
9
|
Midterm off
|
NA
|
NA
|
|
|
10
|
Contingent claim markets/ International Competition and Exchange Rate Shocks
|
Ch3, journal paper
|
Reading report
|
1.5
|
1.5
|
11
|
Contingent claim markets/ Asymmetric exchange rate exposure
|
Ch3, journal paper
|
Reading report
|
1.5
|
1.5
|
12
|
Speech from Aberdeen
|
NA
|
Reading report
|
3
|
1.5
|
13
|
The discount factor/ Regime switches in exchange rate volatility
|
Ch4, journal paper
|
Reading report
|
1.5
|
1.5
|
14
|
The discount factor/ Common risk factors in FX markets
|
Ch4, journal paper
|
Reading report
|
1.5
|
1.5
|
15
|
M-V frontier & beta representation/ Currency momentum strategies
|
Ch5, journal paper
|
Reading report
|
1.5
|
1.5
|
16
|
M-V frontier & beta representation/ Currency value strategies
|
Ch5, journal paper
|
Reading report
|
1.5
|
1.5
|
17
|
Enterprise visiting
|
NA
|
Reading report
|
3
|
1.5 |
18
|
Final off
|
NA
|
NA
|
|
|