NTU Course

Investment Theory

Offered in 114-2
  • Notes

    The course is conducted in English。 The course is conducted in English。

  • Limits on Course Adding / Dropping
    • Restriction: sophomores and beyond and Restriction: within this department (including students taking minor and dual degree program)

  • NTU Enrollment Status

    Enrolled
    0/10
    Other Depts
    0/0
    Remaining
    0
    Registered
    0
  • Course Description
    This course is an undergraduate level course. The course aims to cover the financial theory and empirical evidence relevant for investing. This course is taught in English.
  • Course Objective
    The major topics will include financial markets, portfolio theory, asset pricing models, market efficiency, bond and equity valuation, investment performance evaluation, and behavioral finance.
  • Course Requirement
    Knowledge of statistics will be helpful, though not required.
  • Expected weekly study hours before and/or after class
    6
  • Office Hour
    Office hours: by appointment
    *This office hour requires an appointment
  • Designated Reading
    1. Zvi Bodie, Alex Kane, and Alan J. Marcus, Investments, Twelfth Edition, McGraw-Hill Education, New York, NY, U.S.A., 2021. (Main) 2. Edwin J. Elton, Martin J. Gruber, Stephen J. Brown, and William N. Goetzmann, Modern Portfolio Theory and Investment Analysis, Ninth Edition, John Wiley & Sons, New York, NY, U.S.A., 2014. 3. Bradford D. Jordan, Thomas W. Miller, Jr., and Steven D. Dolvin, Fundamentals of Investments: Valuation and Management, Ninth Edition, McGraw-Hill Education, New York, NY, U.S.A., 2020.
  • References
    1. Zvi Bodie, Alex Kane, and Alan J. Marcus, Investments, Twelfth Edition, McGraw-Hill Education, New York, NY, U.S.A., 2021. (Main) 2. Edwin J. Elton, Martin J. Gruber, Stephen J. Brown, and William N. Goetzmann, Modern Portfolio Theory and Investment Analysis, Ninth Edition, John Wiley & Sons, New York, NY, U.S.A., 2014. 3. Bradford D. Jordan, Thomas W. Miller, Jr., and Steven D. Dolvin, Fundamentals of Investments: Valuation and Management, Ninth Edition, McGraw-Hill Education, New York, NY, U.S.A., 2020.
  • Grading
    40%

    Midterm

    60%

    Final


    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
  • Make-up Class Information
  • Course Schedule
    2/23Week 1Investments: Background and Issues
    3/2Week 2Risk, return, and the historical record
    3/9Week 3Risk, return, and the historical record
    3/16Week 4CAPM
    3/23Week 5CAPM and efficient diversification
    3/30Week 6CAPM and efficient diversification; Arbitrage pricing theory
    4/6Week 7No class (Make-up holiday as Tomb-Sweeping Festival)
    4/13Week 8Midterm
    4/20Week 9Efficient market hypothesis
    4/27Week 10Efficient market hypothesis
    5/4Week 11Bond prices and yields
    5/11Week 12Managing bond portfolios
    5/18Week 13Evaluating investment performance
    5/25Week 14Evaluating investment performance; Behavioral finance & special topics
    6/1Week 15Behavioral finance & special topics
    6/8Week 16Final