课件说明:
复旦大学英文版《投资学》pdf讲义,章节齐全,内容完整,适合大学经济管理专业师生参考使用:
CHPT1-introduction
CHPT02-risk and risk aversion
CHPT03-capital allocation
CHPT04-asset diversification
CHPT05-CAPM
CHPT06-Mutiple factor model
CHPT07-APT
CHPT8-Market efficiency
CHPT9-Index and index fund
CHPT10-Investment Styles
CHPT11-Performance Evaluation
CHPT12-1-Modern portfolio Theory
CHPT12-2-general asset pricing model
CHPT13- Factor pricing model--CAPM
CHPT14- The CAPM ---test
CHPT15- the equity market cross-section and time-series properties
CHP16-market efficiency-furthur analysis
CHPT17- Conditioning information
CHPT18-GMM in explicit discount factor models
CHPT19- GMM and regression-based tests