週次

日期

內容

Reading

Paper

Assignments

Meth.

C=>CWS

c=>CLM

1

2025/2/20

課程簡介與導論(Introduction)

財務理論及方法簡介 (Theoretical and Empirical Study in Finance)

Research Methods

 C1

c1

 Cover Page(113-2)

 兔子的論文

2

2025/2/27

效率資本市場假說

Efficient Capital Market Hypothesis

C10,11

c1

 N(02), NL(2001); 聶林莊(2005)

UR=>CI, GC=>MTAR

   TS

c1:pp.9~13

3

 (1)

2025/3/6

報酬與風險 (UR&CI, GC…)

Predictability of Asset Return

c2

YN(06) // 聶(04) //  ZA(92), GH(96),

CS(05); 聶俞(06) // NYHOH(12)  CNW(05)  // CG(11) // T(11)

   TS w. SB

C11 pp.377~390(409-414)

c1 pp.20~25

4

(2)

(3)

3/13

Mean-Variance Portfolio Theory

C5

EG(98); ES(01); E(01);YN(09); NY(10)

markowitz1952JF

Harry Markowitz

MTAR 

NYppt

C5 pp.101~140(144-145)

5

(4)

(4.1)

2025/3/20

負債與投資決策

Debt & Investment Decision (PST) 

(股利政策 Dividend Policy)    TobinQ

C2

C16

Tq1

Tq2

H(99), NYL(08), NYL(05) ;聶劉(04); 聶楊(04); 聶張(04); 聶劉(2005) ; 聶顏(2005) ; 聶李(2005) ; 聶施(2005)

PTH

Mex99S碩專(TS-PTh)-4.ppt

6

 (5) 

2025/3/27

資本結構 & 資金成本

Capital Structure & Cost of Capital　

C15

GTD(04) // GTD(05) // OK(10)

PST

C15 pp.557~592, 602~603  (631-637)

7

2025/4/3

～～～校外教學觀摩～～～

Martingale(鞅論)

8

 (6) 

2025/4/10

股票評價 & 股價股利(Stock Valuation) Present Value Relation (STECM) and Rational Bubbles 

 Gorden Model

c7

CCN(07); B(97), KSS(03a),// KSS(03b),

CYNC(08); HLC(01); MO(02),

STECM 

C8 pp.259~291 (299-303)

9

    
      4/17

 P1 // P2 // P3
~~~Midterm~~~Day off

10

(7)

4/24

Capital Asset Pricing Theory and Arbitrage Pricing Theory (STECM)

CAPM無用論 --貝他迷思 

C6

c5

(HO)

  WM(05)MMBeta // M(1952)

    K(03) M(04), CNC(05b), T(94)

PSS(01) ,NKS(04), NW(05)

STECM
BullsBears
B-B

C2 pp.17~40 (43)

C16 pp.645~680(691-696)

11

(8)

2025/5/1

衍生性商品 & 避險

Derivative Pricing Model & Hedging

C7

c9

AV(01); MS(02); CNYY(05)wea

TA(92)

USTECM

C6 pp.145~188 (193-197) c5 pp.181~183

12

(9)

5/8

國際金融 (貶值效果-J-Curve)

貶值救經濟

HH(03) // BR(2004) 

Marshall–Lerner condition

13

(10)

2025/5/15

調課

1210-1500

國際財管 (匯率管理) IFM-13  International Financial Theory & Management(匯率決定論、匯率波動、外匯理論、平價、曝險)

C19

 NW(05) // BK(2000)

I want to discuss on your proposal today.

  TS(GIRF)

 TS(ARDL)

C7 pp.199~217

14

     

         5/22

調課5/29

1210-1500

國內外學術期刊巡禮Prolific_Finance_Authors  // I-72

TSSCI // SSCI // SCI // EconLit

學術文稿文獻與格式

1-1 // 1-2 // 1-3 // 1-4  //  FLI

2-1 // 2-2 // 2-3 // 2-4 // 2-5

3-1 // 3-2 // 3-4 // ABC // UTSA

AESTR- MTAR

C19 pp.819~846(862-864)

檢索金三角

15

2025/5/29

1510-1800

Present on your work I

Research Progress Discussion

  M(08)

利率期間結構

Term Structure of Interest Rate 

AESTR- MTAR

16

2025/6/5

Present on your work II

Research Progress Discussion

後疫情時代的勞資關係

17

6/12

 ~~~Final~~~ (Term Paper Due)

       18

    
         6/19

Present on your work III

Multifactor Pricing Models

(CCAPM & ICAPM)  　

c6

 FF(92)jof // // FF(02)jfs // FF-92 // C(03), CB(04), SV(04) , GTB(03)

PPT

c6 pp.219~221

Term Paper Schedule

 Date

Class content

 Project Due

# of Pages

Remark (Due)

5/22

Proposal

1-3

(1)

5/29

Literature

1-2

(2)

6/5

Theoretical model

Data collection

1~3

1

(3)

(4)

6/12

Methodologies

3-6

(5)

6/19

Result Analysis (T&F)

3-6

(6)

6/26

Conclusion

1-2

(7)

7/3

Term Paper Due

Revised Paper Form

11-23

(1) ~ (7)