复旦大学：《投资学原理 Investments》课程教学资源（案例讲义）案例5_招商银行可转债定价分析

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

Consumption-Based Model and Basic Pricing model Basic question to decide for an investor: (1) how much to save; (2)how much to consume; (3)what portfolio of assets to hold. Pricing equation come from the first order condition for this decision

一、概述 二、项目实施后评价 三、项目运营后评价

Discussion Points How to measure returns? How to choose benchmark? How to adjust for risk? Performance attribution. Active return and risk

Arbitrage Pricing Theory Arbitrage-arises if an investor can construct a zero investment portfolio with a sure profit Since no investment is required, an investor can create large positions to secure large levels of profit

Fourth Edition Advantages of the Single Index Model Reduces the number of inputs for diversification. Portfolio of 50 assets 50 expected returns;50 variances 1225 covariance. too difficult a task

复旦大学：《投资学原理 Investments》课程教学资源（试卷习题）第六章【有效市场假说与行为金融理论】——习题答案

一、何为企业改制? 二、广义的企业改制是指公司制改造 三、狭义的企业改制是指股份制改造