BSAD 282
Security Valuation and Portfolio Selection

School of Business Administration
Kevin C.H. Chiang, Ph.D.

 

Course Objective

This course is intended as an introductory, yet rigorous treatment of investment science, financial principles, asset pricing, asset allocation, and derivatives. The purposes of this course are to provide you with an understanding of analytical tools.

Office Hours

I have an open-door policy. You are invited to come by my office any time you wish. If you prefer to schedule an appointment or find it inconvenient to come by my office, I invite you to send me an e-mail.

  • Syllabus

    • Electronic Notes

    Topic 1. Introduction

    Topic 2: Market Efficiency

    Topic 3. Fixed-Income Securities

    Topic 4: Equity Valuation

    Topic 5: Present-Value Relations

    Topic 6: Asset Allocation: Mean-Variance Portfolio Theory

    Topic 7: Asset Pricing

    Topic 8: Equity Portfolio Management

    Topic 9: Option Pricing

    CAPM Proof

    Old exam sample

    Another old exam sample

    Optimization Programing

    Practice Problems