シラバス Syllabus

授業名 Financial Management
Course Title Financial Management
担当教員 Instructor Name Xinyang Wei
コード Couse Code NUC437_N24B
授業形態 Class Type 講義 Regular course
授業形式 Class Format On Campus
単位 Credits 2
言語 Language EN
科目区分 Course Category 専門教育科目 / Specialized Subject
学位 Degree BBA
開講情報 Terms / Location 2024 UG Nisshin Term3

授業の概要 Course Overview

Misson Statementとの関係性 / Connection to our Mission Statement

Aligning with the NUCB Business School's mission, this course will assist students in acquiring creative thinking, an exploratory attitude, knowledge of financial management theories and the ability to apply the knowledge in a practical setting.

授業の目的(意義) / Importance of this course

This course offers an exploration into the world of financial analysis, market theories, and their real-world applications. From understanding the relationship between risk and return to mastering the art of hedging, participants will gain valuable insights into how the financial market operates and how to navigate its complexities. Detailed case studies, ranging from investment return analyses to the application of prominent market theories like the Capital Asset Pricing Model (CAPM) and the Arbitrage Pricing Theory (APT-Style), provide hands-on experience and insights.

到達目標 / Achievement Goal


If you aim to understand asset correlations, portfolio theories, hedging dynamics and asset pricing, this course covers both theoretical and practical aspects.

本授業の該当ラーニングゴール Learning Goals

*本学の教育ミッションを具現化する形で設定されています。

LG1 Critical Thinking
LG2 Diversity Awareness
LG3 Ethical Decision Making
LG4 Effective Communication
LG6 Managerial Perspectives (BBA)

受講後得られる具体的スキルや知識 Learning Outcomes


Upon course completion, students should be able to:
• Understand the balance between risk and return.
• Construct a securities portfolio, determining its expected return and standard deviation.
• Optimising investment portfolios using generalised reduced gradient nonlinear method.
• Apply the Capital Asset Pricing Model (CAPM) for asset performance assessment.
• Determine and analyze the ALPHA (α) and BETA (β) of a security.
• Employ the APT-Style Model to gauge an asset's performance.

SDGsとの関連性 Relevance to Sustainable Development Goals

Goal 4 質の高い教育をみんなに(Quality Education)

教育手法 Teaching Method

教育手法 Teaching Method % of Course Time
インプット型 Traditional 30 %
参加者中心型 Participant-Centered Learning ケースメソッド Case Method 70 %
フィールドメソッド Field Method 0 %
合計 Total 100 %

事前学修と事後学修の内容、レポート、課題に対するフィードバック方法 Pre- and Post-Course Learning, Report, Feedback methods

Prior to taking this course, it is highly recommended that participants have a basic understanding of statistical and linear regression topics, such as mean and variance, correlation coefficients, covariance, hypothesis testing, and regression analysis. These topics have been covered in previous NUCB courses, including Introduction to BBA and Quantitative Analysis. For those who have not had the opportunity to study these topics, the relevant content can be found in the related chapters of the following book. We encourage participants to preview this material in advance of the course start:

https://2012books.lardbucket.org/books/beginning-statistics/

Active participation in class discussions is expected and required.

Students should spend no less than 3 hours preparing and reviewing each lecture.

授業スケジュール Course Schedule

第1日(Day1)

Navigating the Nexus: Risk & Return Dynamics

●使用するケース
Investment Return Analysis of Stock ABC: A Deep Dive into Return Probabilities

第2日(Day2)

Synchronized Movements: The Symphony of Asset Correlation

●使用するケース
Advanced Financial Analysis of Securities A & B: Navigating Correlation Dynamics in The Stock Market

第3日(Day3)

Crafting Financial Masterpieces: Portfolios & Their Foundational Theories


●使用するケース
Portfolio Risk Dynamics in Diverse Market Environments

第4日(Day4)

Strategic Portfolio Design: Navigating the Efficient Frontier

●使用するケース
Portfolio Optimization and Efficient Frontier: Analyzing Ford, General Electric, and Microsoft

第5日(Day5)

CAPM Demystified: Charting Investment with the Capital Asset Pricing Model

●使用するケース
Application of Capital Asset Pricing Model (CAPM) in US Stock Market

第6日(Day6)

Venturing into the Vanguard: The Arbitrage Pricing Theory & APT-Style Model Unveiled

●使用するケース
Determining Factors Impacting Microsoft’s Stock Returns: An Application of Arbitrage Pricing Theory (APT-Style) Model

第7日(Day7)

Excel Application of Capital Asset Pricing Model (CAPM) and Arbitrage Pricing Theory (APT-Style) Models

●使用するケース
Application of Capital Asset Pricing Model (CAPM) in US Stock Market

Determining Factors Impacting Microsoft’s Stock Returns: An Application of Arbitrage Pricing Theory (APT-Style) Model

Note: This is a tentative list, and the teaching content and progress as well as the cases to be used may be adjusted according to the actual situation.

成績評価方法 Evaluation Criteria

*成績は下記該当項目を基に決定されます。
*クラス貢献度合計はコールドコールと授業内での挙手発言の合算値です。
講師用内規準拠 Method of Assessment Weights
コールドコール Cold Call 0 %
授業内での挙手発言 Class Contribution 40 %
クラス貢献度合計 Class Contribution Total 40 %
予習レポート Preparation Report 10 %
小テスト Quizzes / Tests 10 %
シミュレーション成績 Simulation 0 %
ケース試験 Case Exam 0 %
最終レポート Final Report 40 %
期末試験 Final Exam 0 %
参加者による相互評価 Peer Assessment 0 %
合計 Total 100 %

評価の留意事項 Notes on Evaluation Criteria

使用ケース一覧 List of Cases

    ケースは使用しません。

教科書 Textbook

  • Zvi Bodie, Alex Kane and Alan Marcus「Essentials of Investments」McGraw-Hill(2022)
  • Chris Brooks「Introductory Econometrics for Finance」Cambridge University Press(2019)

参考文献・資料 Additional Readings and Resource

The textbooks are intended for reference use. Previous versions of the textbooks are also acceptable for use in this course.

授業調査に対するコメント Comment on Course Evaluation

The course structure and content will be refined and updated based on feedback and recommendations from previous participants.

担当教員のプロフィール About the Instructor 


Dr Xinyang Wei is an Associate Professor at NUCB with a PhD in Economics from the University of New South Wales, Sydney. His research delves into intricate aspects of energy and environmental economics, with a focus on policy evaluation, climate change dynamics, and the pursuit of low-carbon development. Recognised for his exemplary research, he was granted the Herbert Smith Freehills Law and Economics Higher Degree Research Award. His scholarly contributions are reflected in publications across renowned academic journals, including Energy Economics, Energy, Renewable Energy, Renewable and Sustainable Energy Reviews, International Journal of Energy Research, and the Journal of Industrial Ecology.

(実務経験 Work experience)


Before joining NUCB, he accumulated enriching teaching and research experiences at both the University of New South Wales and the Macau University of Science and Technology. He possesses a profound background in supervising undergraduate, master's, and PhD theses, and has a versatile teaching portfolio spanning courses like Business Statistics, Data Analysis, Financial Data Analysis, Econometrics, Intermediate Econometrics, Financial Statistics and Econometrics, Financial Risk Management and Research Methodology. His dedication to excellence in education was recognised in Macau with the First Prize in the University Teaching Achievement Award.

Refereed Articles

  • (2023) Study on the spatial spillover effect and path mechanism of green finance development on China's energy structure transformation. Journal of Cleaner Production
  • (2023) Effect of green finance reform and innovation pilot zone on improving environmental pollution: an empirical evidence from Chinese cities. Environmental Science and Pollution Research
  • (2023) The Impact of Fintech Development on Air Pollution. International Journal of Environmental Research and Public Health
  • (2022) Multi-scenario simulation on reducing CO2 emissions from China's major manufacturing industries targeting 2060. Journal of Industrial Ecology
  • (2022) Evaluation of contagious effects of China's wind power industrial policies. Energy






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