Security Valuaiton and Portfolio Selection
School of Business Administration
Kevin C.H. Chiang, Ph.D.
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.
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.
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
Old exam sample
Another old exam sample