授课教师：陆蓉 教授

教材：

Bodie, Zvi, and Alex Kane, “Investment”(8ed)，机械工业出版社，2009年6月

参考书籍：

1.
上海财经大学证券系教研组，《投资学》，上海财经大学出版社，2010年9月

2.
Sharpe, William F., Gordon J. Alexander and Jeffrey V. Bailey, “Investment” (6ed), 清华金融学系列英文版教材，清华大学出版社，2001年

翻译版：（美）夏普等，《投资学》（原书第5版），中国人民大学出版社，2002年2月

3.
Reilly, F.K., and E.A. Norton, “Investment analysis and portfolio management”(7ed), South-Western College Pub，2002年10月

翻译版：（美）赖利，布朗
著，陈跃，彭作刚，王宏静
译，《投资分析与组合管理》（原书第6版），中信出版社，2004年7月

4.
霍文文（编），《证券投资学》(第3版)，高等教育出版社，2008年4月

Part I
INTRODUCTION

Chapter 1
The Investment Environment

1.
What is an Investment

2.
Direct Investment versus Indirect Investment

3.
Real Assets versus Financial Assets

4.
A Taxonomy of Financial Assets

5.
The Players

6.
The Investment Process

Chapter 2
Financial Markets

1.
Financial Markets and the Economy

2.
The Money Market

3.
The Bond Market

4.
Equity Securities

5.
Derivative Markets

6.
Mutual Funds

Chapter 3
How Securities Are Traded

1.
Primary Market and Secondary Market

2.
How Firms Issue Securities

3.
How Securities Are traded

4.
Chinese Securities Markets

Part II
FIXED-INCOME SECURITIES

Chapter 4
Bond Prices and Yields

1.
Bond Characteristics

2.
Bond Pricing

3.
Bond Yields

4.
Bond Prices over Time

Chapter 5
Managing Bond Portfolios

1.
Duration

2.
Convexity

3.
Passive Bond Management

4.
Active Bond Management

Part III
SECURITY ANALYSIS

Chapter 6
Macroeconomic and Industry Analysis

1.
Demand and Supply Shocks

2.
Business Cycles

3.
Industry Analysis

Chapter 7
Equity Valuation Models

1.
Intrinsic Value versus Market Price

2.
Dividend Discount Models

3.
Price-Earnings Ratio

4.
Free Cash Flow Valuation Approaches

5.
The Aggregate Stock Market

Part IV
PORTFOLIO THEORY

Chapter 8
Return and Risk

1.
Expected Return and Standard Deviation

2.
Excess Returns and Risk Premiums

3.
Risk and Risk Aversion

4.
Capital Allocation across Risky and Risk-Free Portfolios

5.
Passive Strategies: The Capital Market Line

Chapter 9
Optimal Risky Portfolios

1.
Diversification and Portfolio Risk

2.
Asset Allocation with Stocks, Bonds, and Bills

3.
The Markowitz Portfolio Selection Model

Chapter 10
The Capital Asset Pricing Model

1.
The Capital Asset Pricing Model

2.
The CAPM and the Index Model

3.
Econometrics and the Expected Return-Beta Relationship

Chapter 11
Arbitrage Pricing Theory

1.
Multifactor Models: An Overview

2.
Arbitrage Pricing Theory

3.
The APT and the CAPM

4.
A Multifactor CAPM and the APT

Part V
APPLIED PORTFOLIO MANAGEMENT

Chapter 12
The Efficient Market Hypothesis

1.
Random Walks and the Efficient Market Hypothesis

2.
Implications of the EMH

3.
Event Studies

4.
Are Markets Efficient?

5.
Behavioral Finance

Chapter 13
Portfolio Performance Evaluation

1.
The Conventional Theory of Performance Evaluation

2.
Market Timing

3.
Style Analysis

4.
Performance Attribution Procedures

大体是博迪《投资学》第八版的配套课件，不知道陆蓉教授有没有修改，请大家鉴别一下