社科院杜兰大学18级金融管理硕士MFIN必修课《Investment and Asset Pricing》
18级MFIN必修课《Investment and Asset Pricing》
授课：Fritz Koger教授
时间:2020年1月11日
地点:中国社会科学院大学望京校区
内容简介:
Course Overview
This course will focus on the fundamental principles of risk and return as they relate to asset pricing. Students will learn about financial decision-making from the perspective of an investor and/or a portfolio manager. We will start with a rigorous development of modern portfolio theory and how it leads to the development of both the Capital Asset Pricing Model and other multifactor pricing models. From there, we will study a variety of topics such as valuation and sensitivity analyses of derivative securies and fixed income securities.
The course will involve class lectures, extensive use of Excel, some in-class group work, and some out of-class group work. There will be a comprehensive final exam given at the end of the course. You will be allowed to refer to our class materials during the exam, but you must do your own work. As we will be covering an entire course in just a few days, it is important that the student prepares beforehand as well as possible. The student should read the relevant lecture notes prior to the start of class.
Fritz Koger教授
美国杜兰大学弗里曼商学院客座教授，北京大学汇丰商学院教学教授
教育经历
Ph.D. in Finance, Tulane University, New Orleans, LA, USA 2009
Visiting Ph.D. Student, Louisiana State University, Baton Rouge, LA, USA 2005
MBA with finance concentration, University of South Carolina, Columbia, SC, USA 2003
B.S. in Chemical Engineering, Louisiana State University, Baton Rouge, LA, USA 1983
个人介绍
EXPERIENCE
- Associate Teaching Professor Peking University Shenzhen, China 2016 –present
- Assistant Professor Peking University Shenzhen, China 2010 – 2016
- General Manager Filtration Group TM York, USA 1998 – 2001
- Global Market Development Manager Hoechst Celanese Bobingen, Germany 1996 – 1998
ACADEMIC HONORS AND AWARDS
- PHBS Outstanding Faculty Award, one of six selected in the HSBC Business School, 2017-2018
- PKU Excellence in Teaching Course for Financial Modeling: one of four PKU Shenzhen campuswide; one of 43 PKU-wide, academic year 2016-2017
- Teaching award for Single Best Teacher, 2010-2011, PKU HSBC Business School (PHBS)
- Teaching award, one of five selected PKU Shenzhen campus-wide, 2010-2011
- Awarded CFA Charter, 2005
- Dean James F. Kane Academic Excellence (top ranked student: cohort of 102 students), USC, 2003
- Distinguished Student Award for Academic Excellence (G.P.A. of 4.0/4.0), USC, 2003
- Darla Moore Scholarship and Award for Academic Merit, USC, 2001– 2003
SELECTED PUBLICATIONS
“Asset Valuation Theory”, textbook in English, PKU Press, 2017
“Asset Valuation Theory”, textbook translated into Chinese, PKU Press, 2018
“Financial Modeling in Excel”, textbook currently being published in English, PKU Press, 2019
“Financial Modeling in Excel”, textbook translated into Chinese, currently being published by PKU, Press, 2019
