臺灣博碩士論文加值系統

雖然，傳統期望效用理論是無法完整描述人類決策行為，且在扮演處方性模式角色時，也無法提供決策者一清楚的操作定義，以成為有效且完整的風險投資決策評估工具，但仍是最被廣泛接受的規範性決策模式。不論是從敘述性或處方性模式的角度來看，本文都認為在扮演一個有效的個人投資決策模式的評估工具方面，應加以修正。本文由文獻探討與實證研究兩部分，以傳統期望效用理論為基礎，提出幾個進行風險決策方面的新觀念，並將這些觀念轉化成模式變數，結合傳統期望效用理論中著名的「等比例風險規避函數」，而形成一基數型態的修正性效用函數。在一風險決策情境中，只要決策者掌握自己的決策變數，如總財富、資本限額、融資額度與風險規避程度等，便可以得到決策者面臨特定決策的效用函數，進行評估各種風險性方案。同時，使用本文所提出的模式，也可用來解釋許多的矛盾現象，而擴大傳統期望效用理論的解釋性。

The traditional expected utility theory has been the most widely accepted normative decision making model even though it cannot serve as a comprehensive descriptive model, nor a prescriptive model for lacking of a clear operative definition for people to adopt at a risky decision making situation. Therefore, we believe that revisions should be made to the theory so that it can become a comprehensive and effective decision making model for the individuals. Through our literature review and empirical studies, several new concepts were proposed and even converted into the parameters of the constantly-proportional risk-averse utility function of the traditional expected utility theory to come up with a revised expected utility function in cardinal form. By understanding his own decision parameters e.g. the total wealth, the minimum life necessity value, the capital rationing, the credit line and risk adverse degree, a decision maker can derive his utility function at a certain decision making situation to evaluate all alternatives. Meanwhile, our proposed revised model also helps strengthen the interpretation power of the traditional expected utility theory for paradoxes.

封面
第一章　導論
１．１　研究動機與目的
１．２　研究方法與研究右構
１．３　研究範圍與趼究限制
１．４　符號表
第二章　文獻探討
２．１　期望效用理論演進
２．２　期望效用理論的公理與性質
２．２．１　獨立性
２．２．２　確實性
２．２．３　固定參考基準性
２．２．４　結果論
２．２．５　無差異性
２．２．６　其他性質
２．３　期望效用理論的缺失與回應
２．３．１　同結果效果與Allais矛盾現象
２．３．２　同比例效果
２．３．３　形式效果
２．３．４　對於貨幣效用與風險的看法
２．３．５　機率轉換與偏好
２．３．６　賭博行為與保險
２．４　兩個改進的方向
第三章　效用函數與決策
３．１　效用與人類決策行為
３．１．１　決策型態與方法
３．１．２　不適用一般期望效用理論的決策情境
３．１．３　基數效用的必要性
３．２　一般性效用函數
３．２．１　風險規避指標
３．２．２　風險規避遞減
３．２．３　恆比例風險規避效用函數
３．２．４　合理的風險規避效用函數
３．２．５　ｃ值的計算與取得
第四章　修正性效用函數
４．１　傳統期望效用理論於操作上的缺失
４．２　新的決策觀念
４．２．１　總財富觀點
４．２．２　正常操作點
４．２．３　最低生活所需值Ｖ０＋
４．３　數學模式推導
４．４　兩種假設下，對修正性效用函數的影響
第五章　整合性決策評估效用函數模式
５．１　財務因素的考量
５．２　重要觀點的討論
５．２．１　決策前後的狀態
５．２．２　自有資金
５．２．３　融資能力
５．２．４　效用值為零的討論
５．２．５　各種不同情境下效用函數的修正形式
５．３　不同決策情境下的效用函數模式
５．４　整合模式的應用與結論
５．４．１　應用範例
５．４．２　敏感度分析
第六章　矛盾現象與效果的回應
６．１　矛盾現象的概述
６．１．１　系統思考
６．１．２　矛盾現象的成因與對應
６．２　Allais矛盾現象的解釋
６．２．１　Allais矛盾現象問題架構
６．２．２　Allais矛盾現象的解釋架構
６．２．３　理論的錯誤或不完備
６．２．４　間題陳述與實驗情境
６．２．５　人類決策的能力
６．２．６　其他因素
６．３　對反襯效果的解釋與回應
６．３．１　價值函數與反襯效果
６．３．２　對反襯效果的模式回應
６．４　小結
第七章　結論與後續研究
７．１　模式變數與決策行為的討論
７．２　未來研究
附錄１實證研究（一）之題目與結果
附錄２實證研究（二）之題目與結果
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