NTU Course
Overview

Portfolio Management

Offered in 114-1

  • Serial Number

    16696

  • Course Number

    PMBA7037

  • Course Identifier

    E41 M0370

  • No Class

  • 3 Credits

  • Elective

    Professional Master's Program in Business Administration

      Elective

    • Professional Master's Program in Business Administration

  • KUO, YU-SHANG
  • Wed A, B, C

  • Please contact the department office for more information

  • Type 1

  • 40 Student Quota

    NTU 38 + non-NTU 2

  • No Specialization Program

  • Chinese
  • NTU COOL
  • Notes

    本課程採實體與線上同步授課，實際上課時間為19:00~21:45，上課地點請洽進修推廣學院。

  • NTU Enrollment Status

    Enrolled
    0/38
    Other Depts
    0/0
    Remaining
    0
    Registered
    0
  • Course Description
    本課程以現代金融市場之資本市場為投資組合建構的基礎，內容涵蓋投資決策的相關理論與實證，並且運用投資組合的風險管理以強化投資組合的績效，最佳化企業理財與優化投資組合報酬。課程設計為學員提供合理的投資管理流程和分析工具，包含投資理論、投資策略、資產配置、風險管理、交易策略，以及因子投資管理。學員將透過投資分析報告學習運用投資策略、投資管理期刊研讀，業界講師專題演講以及投資實證工具以增進職場或研究技能，創造企業、組織及個人的投資價值。
  • Course Objective
    本課程的核心目標有三： (1)學習投資學的相關理論與發展，包含現代投資組合理論、資產定價、風險管理等主題； (2)建立投資組合的管理能力包含企業投資組合與私人財富管理課題； (3)探索投資組合領域的投資實務與實證以學習開創性的投資課題。
  • Course Requirement
    課程內容適合PM在職學位學程、管理碩士學分班等學員。 以曾修過必修財務管理課程者為宜。 學員分組討論報告為學習評量重點，課程採實體授課為主，線上上課為輔(線上學員於教師指定的報告或測驗日期必須實體出席)。。
  • Expected weekly study hours before and/or after class
  • Office Hour
    每週課前17:30-19:00
  • Designated Reading
    待補
  • References
    1. Bodie, Z., Kane, A., and A.L.Marcus (2024), Investments (13th edition), McGraw Hill 2. Reilly, F. K. and Brown, K. C. (2019), Analysis of Investments and Management of Portfolios (11th edition), South-Western 3.林哲鵬 (2022), 投資學: 理論與實務, McGrawHill／華泰文化
  • Grading
    1. NTU has not set an upper limit on the percentage of A+ grades.
    2. NTU uses a letter grade system for assessment. The grade percentage ranges and the single-subject grade conversion table in the NATIONAL TAIWAN UNIVERSITY Regulations Governing Academic Grading are for reference only. Instructors may adjust the percentage ranges according to the grade definitions. For more information, see the Assessment for Learning Section。
  • Adjustment methods for students
    Adjustment MethodDescription
    A2

    以錄影輔助

    Assisted by video

    B2

    書面報告取代口頭報告

    Written report replaces oral report

    B3

    口頭報告取代書面報告

    Oral report replaces written report

    C2

    書面(口頭)報告取代考試

    Written (oral) reports replace exams

  • Make-up Class Information
  • Course Schedule