| 週次 |
授課內容 |
| 第1週 |
(1) Introduction and (2) Investment Decisions |
| 第2週 |
Holiday |
| 第3週 |
(3) The Theory of Choice: Utility Theory Given Uncertainty
Paper: Baker, Bloom, and Davis (2016)
|
| 第4週 |
Paper: Kahneman and Tversky (1979)
Paper: Shen and Chih (2005)
|
| 第5週 |
(5) Objects of Choice: Mean-Variance Portfolio Theory
(6) Market Equilibrium: CAPM and APT
Event-Study Paper: Field and Hanka (2001) |
| 第6週 |
•Paper: Merton (1987) |
| 第7週 |
Holiday |
| 第8週 |
•Paper: Fama and French (1993, 2016)
Paper: Campbell and Vuolteenaho (2004)
Proposal for Project |
| 第9週 |
Mid-term Homework
(10) Efficient Capital Markets: Theory |
| 第10週 |
(11) Efficient Capital Markets: Evidence |
| 第11週 |
•Paper: Da, Engelberg, and Gao (2011) |
| 第12週 |
(12) (A) Information Asymmetry |
| 第13週 |
(12) (B) Agency Theory
•Paper: Ang, Cole, and Lin (2000)
|
| 第14週 |
(13) The Role of the CFO, Performance Measure, and Incentive |
| 第15週 |
(18) Acquisitions, Divestitures, Restructuring, and Corporate Governance |
| 第16週 |
•Paper: Malmendier and Tate (2005)
•Paper: Maksimovic, Phillips, and Prabhala (2011)
Project
Feedback of project |
自主學習
內容 |
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