效率前緣看見投資的美好 -以堃霖、大飲與華碩為例-

Abstract

中文摘要 在有限資源情況下，採用有效率配置以因應潛在風險實為重要投資考量。本 研究採用資本市場以檢驗自選投資組合。自選投資組合係以三種不同產業(即， 電腦與周邊設備、通訊網路與食品工業)作為選樣池。研究結果顯示華碩、堃霖與 大飲在不同資金分配方式中，於效率前緣及資本市場線產生最適投資組合。另一 方面，本研究亦透過資本資產定價模型與分析自選投資組合於多年度的個別影響 作為分析依據，俾利提供選樣、評估風險與報酬之間的平衡以及投資決策考量的 研究貢獻。

Abstract Under circumstances of limited resources, adopting efficient allocation methods to address potential risks is a crucial investment consideration. This study examines self selected investment portfolios using capital market frameworks. The portfolio selection pool consists of three different industries (specifically, computer and peripheral equipment, communications networks, and food industry). Research findings indicate that ASUS, Kunlin, and Da Yin produce optimal investment portfolios along the efficient frontier and capital market line across various fund allocation methods. Additionally, this study utilizes the Capital Asset Pricing Model and analyzes the individual impacts of self-selected portfolios over multiple years as analytical foundations. These approaches contribute to research by providing insights on sample selection, evaluating the balance between risk and return, and informing investment decision-making considerations.