金融学专业课程：金融市场与投资管理的理论、应用与实证分析

　　Empirical Finance: Capital markets, investment and asset pricing

　　课题难度：General

　　课题海报

　　Course Arrangement

　　课程安排

　　招生状态：招生中

　　课程时间：2024-03-09 ~ 2024-09-22

　　课程形式：Neoschool平台直播

　　课时安排：5周科研策略与论文写作课程+10周专业知识拓展课程&2周考核+6周线上科研研讨组会，课程时长共91课时，为期23周

　　Course Description

　　课程描述

　　课程背景

　　金融市场和投资正处于动态而复杂的环境中。化和科技进步的推动下，金融市场不断演进，呈现出日益紧密的国际联系。投资者面临着丰富多样的金融工具和市场选择，从股票和债券到加密货币和衍生品，市场日益多元。宏观经济因素、政治事件以及科技创新对金融市场产生深远影响，使投资环境更加动荡和具有挑战性。投资管理面临着越来越复杂的任务，需要综合运用理论、技术和实践，以在高度不确定性的市场中取得回报并有效管理风险。在这个背景下，金融从业者需要具备深厚的专业知识，能够理解金融体系的变化，并灵活运用各种策略以适应市场的变化。

　　课程目标

　　本课程旨在培养学生对金融市场和投资管理领域的深入理解，使其具备综合的理论知识和实践技能。学生将深入研究金融市场的基础概念，学会有效进行资本的配置和构建风险平衡的投资组合。通过深入了解资本资产定价模型(CAPM)和多因素资产定价模型，学生将能够进行资产估值和风险评估。课程还聚焦于市场效率假说(EMH)和行为金融理论，使学生能够理解市场行为背后的心理学和行为科学因素。通过学习ESG原则的应用、期权市场与估值技能、预测建模以及因子模型和实证测试，学生将全面提升在投资和金融决策中的能力。通过这门课程，学生将发展为具备深厚金融知识、注重实际应用的专业人士，为未来在金融领域取得成功奠定坚实基础。

　　Course background

　　The global financial markets and investments are currently in a dynamic and complex environment. Driven by globalization and technological advancements, financial markets are continuously evolving, demonstrating increasingly interconnected international relationships. Investors are confronted with a diverse array of financial instruments and market choices, ranging from stocks and bonds to cryptocurrencies and derivatives, leading to a progressively diversified market. Global macroeconomic factors, political events, and technological innovations have profound impacts on financial markets, rendering the investment environment more turbulent and challenging. Investment management faces increasingly complex tasks, requiring the comprehensive application of theory, technology, and practice to achieve returns in highly uncertain markets and effectively manage risks. In this context, financial professionals need to possess profound expertise, understand the changes in the global financial system, and flexibly employ various strategies to adapt to the rapidly changing market.

　　Course objective

　　This course aims to cultivate students' in-depth understanding of the financial markets and investment management, equipping them with comprehensive theoretical knowledge and practical skills. Students will delve into fundamental concepts of financial markets, learning to effectively allocate capital and construct portfolios with balanced risk. Through a thorough exploration of the Capital Asset Pricing Model (CAPM) and multi-factor asset pricing models, students will be capable of asset valuation and risk assessment. The course also focuses on the Efficient Market Hypothesis (EMH) and behavioral finance theory, enabling students to comprehend the psychological and behavioral science factors underlying market behavior. By studying the application of ESG principles, options markets and valuation skills, forecasting modeling, as well as factor models and empirical testing, students will significantly enhance their capabilities in investment and financial decision-making. Through this course, students will develop into professionals with profound financial knowledge, emphasizing practical applications and laying a solid foundation for future success in the financial field.

　　Suitable For

　　适合人群

　　对金融投资学感兴趣的学生，特别是那些希望深入了解ESG相关投资、投资管理以及金融市场分析的学生。

　　修读金融学、统计学、经济学、商业管理以及数据分析等专业，以及未来希望从事于金融分析、投资银行、基金管理、风险评估、金融市场分析的学生。

　　Professor Introduction

　　导师介绍

　　Michael Ashby

　　剑桥大学教授

　　剑桥大学Downing学院经济学教授

　　剑桥大学Judge商学院荣誉任职

　　担任Management Science评审

　　曾任爱尔兰首席州律师办公室顾问

　　曾任BlackRock公司投资研究所研究员

　　研究方向 Research Interests

　　Empirical Asset Pricing 实证资产定价

　　Portfolio Construction 投资组合构建

　　Time-series Econometrics 时间序列计量经济学

　　Course Syllabus

　　课程大纲

　　1.金融市场与银行概论

　　2.资本配置与投资组合管理

　　3.资本资产定价模型(CAPM)

　　4.资产定价的多因子模型

　　5.有效市场假说(EMH)

　　6.事件研究分析

　　7.行为金融理论

　　8.ESG中的实证金融应用

　　9.期权市场与估值

　　10.金融中的预测建模

　　1. Introduction to Financial Markets and Banking

　　2. Capital Allocation and Portfolio Management

　　3. Capital Asset Pricing Model (CAPM)

　　4. Multifactor Models in Asset Pricing

　　5. Efficient Market Hypothesis (EMH)

　　6. Event study analysis

　　7. Behavioral Finance Theories

　　8. Empirical Finance Applications in ESG

　　9. Option Markets and Valuation

　　10. Predictive Modeling in Finance

　　Student Papers

　　往期学员论文

　　Program System

　　项目设置

　　Program Schedule

　　课表详情

　　Learning Outcomes

　　学习成果

　　Other Information

　　其他资料

　　CV_MichaelWilliamAshby.pdf

　　Michael_Ashby_Syllabus.pdf

　　相关论文.pdf

　　录取案例.pdf

　　论文常见问题.pdf

　　课程日历.pdf