Investment Management National Taiwan University
The course will cover the following areas:
1. Portfolio Theory:
a. Risk Aversion and Capital Allocation to Risky Assets
b. Optimal Risky Portfolios
c. Index Models
2. Equilibrium in Capital Markets:
a. The Capital Asset Pricing Model
b. Arbitrage Pricing Theory and Multifactor Models of Risk and Return
c. The Efficient Market Hypothesis
3. Fixed-Income Securities:
a. Bond Prices and Yields
b. Managing Bond Portfolios
4. Equity Valuation Models
5. Portfolio Performance Evaluation
This course intends 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.
*Restrict to graduate students.
Online Course Requirement
Graduate Institute of Finance
Site for Inquiry
Please inquire about the courses at the address below.
Email address: http://www.management.ntu.edu.tw/en/Fin