1、Security investment (中英双语),International Business School, Yin Lianqian, PhD,1,Course Title:,人大经济论坛老师版面： http:/bbs.pinggu.org/yinlianqian 可以下载到教材、教师手册和习题答案,Course Synopsis: seven parts,The objective of course Course content Methods of teaching Evaluation Required textbook Recommended references Time
2、allotment,2,The Objective of Course,The objective of this course is to: Step 1:get familiar with investment environment; Step 2:learn several theoretic models which can helps us to grasp the reality faster than without them Step 3:build up realistic expectations about the future investment through s
3、tudying the risk and return relationships and other related theories. Step 4:learn how to do financial analysis in practice: from macroeconomics, industries to individual companies;,3,Course Content,Topics of the course will include: The investment environment Asset classes and financial instruments
4、 Trading techniques and investment companies Portfolio theory and practices Risk, return and the historical records Risk aversion and capital allocation to risky assets Optimal risky portfolios and index models,4,Course Content(continued),Topics of the course will include: Equilibrium in capital mar
5、kets The CAPM, APT and other Multifactor models The efficient market hypothesis The behavioral finance and technical analysis Macroeconomic and industry analysis Financial statement analysis,5,Methods of Teaching:Five Parts,Pre-reading to be familiar with the contents Lectures to explain the key poi
6、nts and difficult parts of the main contents Homework to practice what we have learned in the class Term project to combine theory with practices Final exam to prove enough understanding,6,Evaluation,Grading will be based on: Homework 10% Attendance 10% Term Project 10% Final Exam (comprehensive) 70
7、% Total 100%,7,Required Textbook,Investments The 9th revised Edition, by Bodie, Kane&Marcus It blends practical and theoretical coverage, while maintaining an appropriate rigor and a clear writing style. Its unifying theme is that security markets are nearly efficient, meaning that most securities a
8、re priced appropriately given their risk and return attributes. The text places greater emphasis on asset allocation and offers a much broader and deeper treatment of futures, options, and other derivative security markets than most investment texts. It is also the only graduate “Investments“ text t
9、o offer an online homework management system. -from A,8,Recommended References,投资学教程，上海财经大学出版社; 第1版 (2010年9月1日)，新世纪高校经济学管理学核心课教材，可以借此教材了解中国的投资环境和投资品种； Options, Futures, and Other Derivatives，The eighth Edition, by John C. Hull 2012介绍了更多的衍生工具投资细节 “Analysis of Financial time series”, by Tsay, Ruey S,
10、2012, John Wiley & Sons, Inc. provides research hot topics for depth thinking of investments,9,Time Allotment,The investment environment-3 hours Asset classes and financial instruments-3 hours Trading techniques and investment companies-3 hours Portfolio theory and practices-3hours Risk, return and
11、the historical records-3 hours Risk aversion and capital allocation to risky assets-3hours Optimal risky portfolios and index models-3 hours Equilibrium in capital markets-3 hours The CAPM, APT and other Multifactor models-6 hours The efficient market hypothesis-3 hours The behavioral finance and technical analysis -3 hours Macroeconomic and industry analysis -3 hours Equity evaluation -6 hours Financial statement analysis -3 hours 48 hours in total,10,Instructors introduction,11,课程评价,12,这门课有我在学习、研究和创新的路上伴你同行，希望能够成为同学们的良师益友，对你的学习有所裨益 谢谢！,13,
