Name Jeng,Yih
Title Associate Professor
Research Interests Portfolio Management, Asset Allocation, Multi-Factor Models
Office 4102
Phone 4817

Education 1991, Ph.D., Finance, University of Iowa
Experience 2010-08-01 ~ 2012-01-31, National Sun Yat-Sen University, EMBA CEO
2008-01-01 ~ 2008-10-31, Investment and Research Department, Prudential Financial Securities Investment Trust, Co-Chief Investment Officer
2000-07-01 ~ 2002-09-30, Derivatives Department, Fuhwa Securities, Vice President
Administrative Positions
Academic Services ~ , 富盈財務科技, 顧問
~ , 金鼎綜合證券, 董事
2016-09-05 ~ 2019-09-04, Bedding World , Director
2015-06-28 ~ 2017-06-27, CSCCSS, External Supervisor
2014-07-01 ~ 2017-06-30, Daxin , Director
2012-06-28 ~ 2015-06-27, CSCCSS, External Supervisor
2011-08-09 ~ 2014-08-08, Daxin , Director
2009-07-01 ~ 2012-06-30, Taiwan International Securities , Independent Director
Category Year Title
Journal Article 2015 Yih Jeng, Yu-Hsiang Hsu, Shyh-Weir Tzang (2015). Does the Multi-Factor Model Deliver Superior Alphas? A Perspective from the Enhanced Index Fund in the Taiwan Stock MarketInternational Research Journal of Applied Finance, VI(), 250-273. (其他期刊)
Journal Article 2013 Jeng, Yih; Lee, Chen-Ju; Tzang, Shyh-Weir (2013). Application of a Multifactor Model in Enhanced Index Fund: Performance Analysis in ChinaEMERGING MARKETS FINANCE AND TRADE, 49(49), 163. (SSCI)
Conference Paper 2012 鄭義、張易嘉、徐裕翔、臧仕維、李宜熹 (2012). Does the Multi-Factor Model Deliver Superior Alphas? A Perspective from the Enhanced Index Fund. The 20th Securities and Financial Markets (SFM) Conference, .
Conference Paper 2011 臧仕維 李宜熹 徐裕翔 (2011). Enhanced Indes Fund Performance Analysis by Multi-Factor Alpha Model:Evidence from Taiwan(. 台灣財務金融學會年會暨財務金融學術論文研討會, .
Conference Paper 2011 陳庭萱 王善睿 (2011). 中龍鋼鐵公司-人力資源管理政策與激勵制度. 第一屆管理個案研討會, .
Book and Chapter 2009

(2009). 財富管理理論與實務─投資組合. 新陸書局

Book and Chapter 2004

(2004). 財務管理. 新陸書局(股)公司

Book and Chapter 2001

(2001). 現代財務管理. 華泰書局

Year Title

106年度雲嘉南區推動社會企業計畫. 勞動部勞動力發展署雲嘉南分署 (106018)


長青持股信託推動方案研究. 中國鋼鐵股份有限公司 (N106098)


高雄市老人長期照顧服務導入社會企業模式運用之研究. 高雄市政府研究發展考核委員會 (105073)


社會企業專業能力建構計畫. 勞動部勞動力發展署 (105034)


跨世代社會創變提案競賽. 財團法人中鋼集團教育基金會 (N105004)


整合運用創業資源發展社會企業之政策建議與評估(案號:1035060425). 勞動部勞動力發展署 (104034)


社會企業與企業社會責任永續參與及推動. 財團法人日月光文教基金會 (N104148)


社會企業專題論壇計畫. 臺南市政府勞工局 (103047)


「社會效益債券(SIB)在臺實施應用之研擬-以『青年就業』與『照顧服務』為例」(案號:1035600. 行政院勞動部勞動力發展署 (103061)


我國南區社會企業相關資訊蒐集、彙整及分析工作. 勞動部勞動及職業安全衛生研究院 (103072)


02AM1071多元就業開發方案人員留用情形調查. 行政院勞工委員會職業訓練局高屏澎東區就業服務中心 (102058)


推廣社會企業永續發展行動方案. 華冑設計企業股份有限公司 (N101108)


債券投資組合之風險管理系統. 科技部 (100-2815-C-110-037-H)


整合風險控管機制規劃案. 博暉科技股份有限公司 (N100046)


組合基金管理系統. 富盈財務科技股份有限公司 (98047)


多因子模型應用研究計畫. 富盈財務科技股份有限公司 (97177)


員工分紅費用化對中國鋼鐵股份有限公司產銷盈餘獎金與激勵獎金的衝擊與因應. 中國鋼鐵股份有限公司 (96010)


臺指選擇權波動度指數VIX編製之研究(二). 臺灣期貨交易所股份有限公司 (96152)


事件資料暨資產配置研究計畫. 富盈財務科技股份有限公司 (96149)


共同基金績效評估與綜合指標. 科技部 (NSC95-2416-H-110-004-CC3)


臺指選擇權波動率指數編制之研究. 臺灣期貨交易所股份有限公司 (1494)


82029全球資產配置應用系統之建構. 寶來證券股份有限公司 (619)


7U-015投資組合應用系統之建構. 寶來證券股份有限公司 (461)

Year Name Degree Title
2018 Te-Yu Lo Master A Study on the Development of Social Impact Fund in Taiwan
2017 Mariandrea Hernandez Roman Master Hero Sports Business Plan
2017 Sheng-chieh Chueh Master Enhanced Index Fund Performance Analysis using the Classification and Regression Tree Factor Timing Model
2017 Ling-ya Wang Master Application of Managed Volatility in Asset Allocation
2017 SHENG-HUNG WANG Master Lifestyles of Health and Safety Target-Date Fund: Risk-Weighting Portfolio Design
2017 YU-CHIA HUANG Master Dynamic Asset Allocation Based on Conditional Value-at-Risk
2017 陳思羽 Master 台灣ESG投資組合的建構與績效衡量
2017 De-Jin Chen Master Do you really need a Toehold? A Case Study
2017 潘司 Master 幸運彩券-如何利用區塊鏈科技開發網路事業
2017 Ping-Ting HSIEH Master Business Plan of Ketogenic Diet Service
2017 陳書涵 Master 台灣獨立媒體人使用集資訂閱平台的商業模式-以《SOSreader》為例
2016 Jen-yi Wu Master The Relationship between Operating Performance and Convertible Bonds
2016 Hsin-Ni Tung Master Social Impact Bond Mechanism Design And SROI Analysis Of Vulnerable Youth Employment
2016 Wan-ping Chen Master Dynamic Asset Allocation Based on Extreme Value Theory and Copulas
2016 HUI-SHIUN LIN Master Say No to Plastic Packaging: The Research on Packaging Free Supermarket and Future Development
2016 Chien-lin Wu Master Empirical Study of Residual Reversal Pattern in Taiwan Equity Market
2016 Mern-Ting Shih Master Start-up Plan of Mystery of Tainan game studio
2015 Tzu-chun Lin Master Social impact bond mechanism design and cost benefit analysis in long-term care
2015 Wei-chih Hsu Master Neutral Strategy with Low Risk Anomaly Phenomenon in Taiwan Stock Market
2015 簡子傑 Master 建構SmartBetaStyleIndexes-以台股市場為例
2015 白曉梅 Master 橋樑翻譯社(西文中文英文):商業計劃
2015 Yun Lu Master Research on the Management Strategies of Global Restaurant Chain in Taiwan— A Case Study of Tamoya Udon
2015 Cheng-Yih Cheng Master A Case Study on the Development of Social Enterprises for Senior Housing
2015 Kuan-Chieh Lai Master Youth Employment Social Impact Bond Mechanism Design-The Application of Cost-benefit Analysis
2014 葛吉優 Master 以三因子模型合併國家風險溢價分析投資報酬率:以英國富時指數和南非約翰尼斯堡證交所排名前40家公司為例
2014 Yi-Liang Chen Master Global Tactical Asset Allocation- combining trend following and risk-based strategy
2014 Jing-yi Li Master Asset allocation and risk management in the National Social Security Fund
2014 Shih-ying Yen Master Social Impact Bond Finance Model and Payment Mechanism-The Application of SROI Analysis
2014 Ching Lo Master The Effect of Accounting Standard Changes on Multi-Factor Risk Model
2014 Chung-chih Tseng Master A research of information technology import into dental practice management
2014 Po-an Hour Master The Research of the Brand Development in the Cultural and Creative Industries-A Case Study of Cheerful Company
2014 Wen-Hsiung Chang Master Research on the O2O Strategies of Formosa Optical Co.
2013 Yu-Chen Ting Master North American Market Entry Strategy for Taiwan Made Baseball/Softball Glove
2013 Yu-Sheng Lin Master A New Fund Performance Measure in Taiwan Equity Mutual Funds
2013 Meng-ta Hsieh Master Low Risk Anomaly Phenomenon Investment Strategy with Application in Taiwan
2013 Sheng-pu Zeng Master Constructing Evaluation Indicators for Social Enterprise: From the Perspectives of Investors
2013 Sin-you Pan Master Pairs Trading: Profitability of Different Strategies
2013 Xiang-Yi Hong Master Risk-Based Portfolio Strategies - Application and Comparison
2013 Tsung-Hsien Cheng Master The Operating Strategies for Industrial Waste Disposal Domain in Taiwan - Enterprise Y as An Example
2013 Yu-Lin Hsieh Master Financial Analysis to Assess the Feasibility for Transforming a Non-profit Organization into a Social Enterprise
2013 Shu-Fang Ou Master Analysis of Cosmetic Products Company Business Model in China
2013 Ping-Yun Liu Master Research on Marketing Strategy of Corporate Wear Functional Colthing - A case study of Fukurou Global Co., Ltd.
2013 吳逸苓 Master 遊艇製造業多角化發展之評估-以台灣H集團為例
2013 劉庭軒 Master 投資蘭花產業評估-以投資者S公司與台灣O農業開發公司為例
2012 Hui-Lan Chang Master A Study on The Management Strategies of SINO-LIFE GROUP in Mainland China’s Funeral Industry
2012 Pei-sang Lee Master A Multi-Factor Alpha Model Constructed Using Multi-lag-period Information— with Application in the Taiwan Market
2012 Cheng-Tsung Lee Master A Study for Architectural Project that Combined with Green-building, local-humanities, and Public-Welfare
2012 Chia-Chen Lin Master A Research on the Management and Development of Modeling Agency Business
2012 Li-Yu Hung Master The thesis chose the C freight forwarder serving majority of iron and steel companies as the case company
2012 Jen-chiu Wang Master Social Corporation's Practice and Application— The Project of MuDan Township
2012 Fu-Hua Wang Master The study on setting the goal of mergers and acquisitions and the methods of assessing the performance – The cases of K company
2012 Peng-hsun Wang Master Does Residual Reversal Prevail in Taiwan?
2012 Shu-chen Tsai Master The Click and Mortar Strategy of Department Store in Taiwan
2012 Jonathan Luke Master Motivations for Contributions to Crowdfunding in Taiwan
2012 Mei-Jung Huang Master Business hotel service quality and customer satisfaction on customer loyalty and purchase intention relationship - Kaohsiung area
2011 Yi-Chiang Tseng Master Portfolio Construction Methodology with the Equally-Weighted Risk Contribution Strategy─Evidence from Taiwan Weighted Index
2011 Suksom Charoendeesawat Master The explanatory power of accounting measures, EVA and MVA on stock returns: Evidence from Thailand stock market
2011 Chia-jung Chen Master Pattern Recognition of Technical Analysis Indicators
2011 Chia-hua Chang Master The Construction of Cross Market Stock Risk Model - With Application in Taiwan,China and Singapore
2011 Wan-ru Lin Master Macroeconomic multi factor forecasting model in Taiwan
2011 Miao-lien TSENG Master An Economic Cycle-based Multi-factor Alpha Model— with Application in the Taiwan Market
2011 方靖雯 Master 以國巨財務報表分析及公司評價觀點探討管理層收購(ManagementBuyOut)的綜效
2010 Shih-han Lu Master The Application of Multi-factor Model on Enhanced electronic index fund construction
2010 Ting-Hsuan Chen Master A Sector-Specific Multi-Factor Alpha Model- With Application in Taiwan Stock Market
2010 Christopher Paul Master Social Influence, Future Time Perspective, and Financial Literacy as Predictors of Retirement Planning
2010 Miao-Fen Tuan Master The Analysis of the SMEs’ Corporate Financing Structure in the Greater China
2010 Yan-Gen Tsai Master A Multi-Factor Model and Enhanced Index Fund- with Application in Singapore Market
2010 Trent Prestegar Master The 2008 Global Financial Crisis and Implications for Asset Management for Pension Funds: Evidence from Australia, Taiwan and Hong Kong
2010 Ching Hsiu Lu Master Interest-Sensitive Annuities–Study of Its Marketing Strategies
2010 Chih-Chang Hsieh Master M & A motives, integration and Benefit Analysis - A Case Study of A Company
2010 Ying-Shan Lin Master The study of the key success factors and development of capacitive touch panel industry
2010 Hung-wei Hsu Master The Analysis of Insurance Broker’s Business Model –A case Study on Company L
2010 王紹宇 多因子報酬多空模型—以台股市場為例
2009 Siang-yi Liou Master The construction of cross-market risk model – with application in a Taiwan-China two-market model
2009 Chun-Yi Lee Master The Market Sentiment-Adjusted Strategy under Stock Selecting of MFM Model
2009 I-chen Lee Master Financial Knowledge Education and Training System for Agents Selling Investment-Linked Insurance
2009 Cheng-ju Lee Master Multi-Factor Model and Enhanced Index Fund Performance Analysis in China
2009 Chin-ning Lee Master An Empirical Study of Herding Behavior in Taiwan Stock Market: Evidence from Quantile Regression Analysis
2009 Yun-jhen Tao Master The Construction and Application of Hybrid Factor Model
2009 徐裕翔 多因子α選股模型於增值指數基金之應用
2008 Chun-chieh Liu Master none
2008 I-LIN CHANG Master Volatility Alpha Fund
2008 Chih-hsing Hung Ph.D A Revisit to the Dynamic Capital Structure Model by Considering the Optimal Bankruptcy Decision
2008 Tsung-Hsun Tsai Master A System Platform of Multi-Factor Model
2008 Ji-Hong Lai Master wealth management factor model
2008 陳威志 多因子風險模型下之增值指數基金績效與風險分析
2007 Hao-Chun Liao Master none
2007 Shi-Jung Lin Master The Composite Index of Offshore and International Fund Performance -- Factor Analysis Method
2007 Tzu-Ying Yu Master Multi-factor model construction: Taiwan Weighted Stock Index enhanced index fund application
2007 Wei-Cheng Wang Master Performance Analysis of Enhanced Index Funds – The Innovative "Multi-section Adjustment" Building Model
2007 Po-tai Chen Master Life Cycle Fund Designed For Taiwan Investors
2007 許閔翔 多因子模型於台股市場之擇股策略績效分析
2006 Ying-Feng Liu Master none
2006 嚴健倫 Master 以基金持股日資料評估經理人績效—國內投信公司之實證研究
2006 Ching-yi Lee Master The Composite Index of Fund Performance --Factor Analysis Method
2006 胡僑芸 Master 臺指選擇權VIX指數之編制與交易策略分析
2006 Pi-chien Chiang Master Bond Fund Performance Analysis
2006 yi-chin ku Master none
2006 Dai-Yuh Hong Master The Study of Nonlinear VaR Models
2005 Bo-Chia chang Master The Application of Characteristic-Based Analysis in Taiwan's Stock Mutual Fund Market
2005 Chiny-Yin Hsu Master Application of CART Decision Tree On the Evaluation of Mutual Fund
2005 Pei-fang Hsieh Master Liability Driven Investment And Dual Duration Matching
2004 Yu-jen Wang Master The Composed Index of Mutual Fund And The Active Monitor of Fund Performance
2003 Ya-Ting Lee Master Manager Allocation under Risk Budgeting-An Empirical Study of Equity Mutual Funds in Taiwan
2003 Sheng-Hsia Yang Master OBPI and CPPI
2003 Yun-He Tang Master Taiwan multi-factor model construction: Equity market neutral strategies application
2003 YUNG-NENG CHEN Master none
2002 Feng-Cheng Huang Master The arbitrage strategies for convertible bonds in Taiwan
2000 Yen-Ming Wang Master Style Analysis of Stock Mutual Fund in Taiwan
2000 Ching-Hui Chang Master The feasibility study of launching index funds in Taiwan
1999 I-Tze Hsing Master The asset allocation strategies for pension fund management under a defined contribution plan
1999 Hong-Der Hwang Master The Performance of Stock Selection Indicator of Taiwan Stock Market
Year Title Awarding Organization
Period Activity Description Role