证券投资组合管理课程简介与教学大纲.doc

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1、《证券投资组合管理》InvestmentAnalysisandPortfolioManagementI．IntroductionThepurposeofthiscourseistohelpyoulearnhowtomanageyourmoneytoderivethemaximumbenefitfromwhatyouearn.Mixinginvestmentinstrumentsandcapitalmarketswiththetheoreticaldetailonevaluatinginvestmentsandopportunitiestosatisfyrisk-re

2、turnobjectivesalongwithhowinvestmentpracticeandtheoryisinfluencedbyglobalizationleavesreaderswiththemindsetoninvestmentstoservethemwell.Thematerialisintendedtoberigorousandempiricalyetnotoverlyquantitative.Wecontinuewithunparalleledinternationalcoverage,newlyrewrittenandreorganizedderi

3、vativesmaterialtobemoreintuitiveandclearer,threeadditionalchaptersonderivativespricingforthosewhowantmoredetail,rewrittenmaterialonmultifactormodelsofriskandreturn,andnewCFAproblemsformorepracticeoncomputationsconcerninginvestmentdecisions.Tomanagemoneyandinvestments,oneneedstolearnabo

4、utinvestmentalternativesanddevelopawayofanalyzingandthinkingaboutinvestmentsthatwillbeofbenefitandallowafoundationasnewtoolsandinvestmentopportunitiesbecomeavailable.II．SyllabusCourseObjectiveslThevarioustypesofinvestmentinstruments,lTradingmechanismsavailableinthefinancialmarkets,lRis

5、kmeasurementandtherelationofrisktosecurityandportfolioreturns,lInvestmenttheoryandvaluationprinciples,lAnalyticaltechniquesusedfortheevaluationoffinancialassets.MethodoftheCourselClasslectures:aredesignedtocomplementandamplifythereadings.lEclecticmethod:Anumberoforiginaltheoreticalanda

6、ppliedcontributionsininvestmentswillbecovered,alongwithsupportiveandconflictingempiricalevidence.lActivemethod:Activeclassroomdiscussion,whichisencouragedtoallowstudentstheabilitytodemonstratehisorhercommandofclassroommaterial.Writtenproject,studentswillthemselvesgatherevidencethatwill

7、helpfacilitatetheirownunderstandingofinvestmentstheory.ClassScheduleNO.Topic(Chapter)1Theinvestmentsetting(1)Theassetallocationdecision(2)2Selectinginvestmentsinaglobalmarket(3)-2-Organizationandfunctioningofsecuritiesmarkets(4)3Efficientcapitalmarkets(6)4Anintroductiontoportfolioman