2020年至2022年間，隨著各國央行降息加上貨幣寬鬆，使得市場資金充裕，以致於股市不斷創新高，一時之間投資成為人們最炙手可熱的話題。然而獲利必定伴隨著風險，這是市場上不變的定律，對於投資者來說，風險控制的重要性並不亞於如何獲利，甚至猶有過之，因此一個理性的投資者必須思考如何在報酬與風險間取得平衡。故本研究以具備分散風險特性的ETF作為投資工具，並選擇較具未來發展性的新能源產業，以及投資大盤指數的0050作為投資標的，希望能透過投資組合的方式提升投資績效。本研究將以Markowitz的現代投資理論來找出效率最佳的投資組合，並且再針對不同風險偏好的投資者，利用多屬性決策分析的TOPSIS法來分析最適合的投資策略。

In recent years, with central banks around the world lowering interest rates and implementing loose monetary policies, the market was full of Refugee Capital. This resulted in the stock market continuously hitting records new highs, making investment the hottest topic of discussion for a while. However, profit inevitably comes with risks. This never changes in the market. For investors, risk management is as important as profiting, and even surpass it. Therefore, a rational investor must contemplate how to strike a balance between profit and risks. In this research ETFs with the characteristics of risk diversification are utilized as investment vehicles and both new energy industries with promising growth and 0050 with tracking market index are selected as investment targets for enhancing investment performance through portfolio. In this research I am gonna to utilize Markowitz's modern portfolio theory to figure out the most efficient investment portfolio. Furthermore, one of methods of multiple attribute decision making, TOPSIS (Technique for Order of Preference by Similarity to Ideal Solution) is gonna be adopted for analyzing the most suitable investment strategies for investors with different risk preferences.

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