不确定条件下个体投资者决策理论研究
Research on Theory of Individual Decision-making in the Face of Uncertainty
传统决策理论，包括期望效用理论、主观期望效用理论、前景理论等，在风险和不确定性因素、非经济性因素的处理上存在很多问题，而且忽略了比较基准在投资决策中的重要作用，因此经常出现理论与现实背离的情况。"相对期望效用函数"--一个改进的新的效用函数，通过将影响决策的全部因素考虑在内并将比较基准纳入函数自变量，成功解决了传统理论所存在的这些问题，具有一定的理论和实践意义。
he existing decision-making theories, including expected utility, subjective expected utility and prospected theory, have their shortcomings on dealing with the risks and non-economic factors and on the other hand neglect the importance of the reference project. So the theories cannot explain the reality often. The "Relative Expected Utility Function" is an improved utility function, which can solve the problems of the existing decision-making theories, by taking all the influencing factors into account and introducing the data of the reference project into the function.
李海涛、王非非
财政、金融
决策理论比较基准期望效用理论前景理论相对期望效用函数
ecision TheoryReference ProjectExpected Utility TheoryProspected TheoryRelative Expected Utility Function
李海涛,王非非.不确定条件下个体投资者决策理论研究[EB/OL].(2013-10-18)[2025-08-18].http://www.paper.edu.cn/releasepaper/content/201310-229.点此复制
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