摘要
追溯了效用理论的历史及其在风险型决策中应用的进程 ,并从实验研究出发 ,阐述了效用理论在投资决策实际应用中存在的一些局限 .结论认为 ,期望效用理论在风险型投资决策中的应用还有待于进一步完善 .
The application of utility th eory to risky investment decision has a good start to associate risk with utility.First,this paper traces back to the history of utility theory and the process of its application to risky decision.Then based on several ex perimental studies,this paper uncoves some fatal limits of expect ed utility theory.At last,it reaches the conclusion that there are still some as pects to need improve in the application of expected utility theory to risky investment decision.
出处
《天津纺织工学院学报》
北大核心
2000年第6期26-29,共4页
Journal of the Tianjin Institute of Textile Science and Technology
基金
河北省教委自然科学基金!(980 30 87)
河北省教委博士基金资助项目!(985330 0 1 )
关键词
期望效用
风险决策
效用理论
投资决策
expected utility
risky decisi on
utility theory
investment decision
