复旦大学：《投资学原理 Investments》课程教学资源（案例讲义）案例4_中国股市ipo绿鞋机制

复旦大学：《投资学原理 Investments》课程教学资源（案例讲义）案例3_股指期货在中国股票市场异常波动中的作用分析

INVESTMENTS Two-Security Portfolio: Return rp =W+W2r2 W Proportion of funds in Security 1 W2 Proportion of funds in Security 2 =Expected return on Security 1

现金流贴现法Discounted Cash Flow Method,简称 DCF),又称收入法或收入资本化法。 DCF认为任何资产的内在价值( Intrinsic value) 取决于该资产预期的现金流的现值

Capital allocation The choice of proportion in safe asset and proportion in risky asset; Most institutional investors follows top- down analysis---The first part is asset allocation and the next part is security selection decision

INVESTMENTS h Ealiti Risky Investments with Risk-Free Irrvestrent

Types of market efficiency The weak-form of efficiency: price accurately reflect all information that can be derived by examining market trading data such as past prices, trading volume, short interest rate, etc

北京大学光华管理学院：《证券投资学》课程教学大纲（主讲：杨云红）

主要内容四 一、一 些基本概念 二、可行集、证券组合前沿、有效集 1、不存在无风险债券 2、存在风险债券 三、风险的分散化 四、投资者的最优证券组合

主要内容 一、效率市场的定义 二、效率市场的实证结果 三、证券市场中的几种反常现象 四、行为金融