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篇名 利用Web-based 開發展望隨機優勢之應用軟體
卷期 5:1
並列篇名 To Use Web-based for Developing Application Software of Stochastic Dominance
作者 陳政德謝金山
頁次 099-108
關鍵字 Web-based隨機優勢準則展望理論展望隨機優勢stochastic dominance criterionprospect theoryprospect stochastic dominance
出刊日期 201603
DOI 10.6285/MIC.5(1).09

中文摘要

本研究將以Web-based開發展望隨機優勢軟體,展望隨機優勢準則(Prospect Stochastic Dominance Criteria)用於投資組合之選擇決策。行為財務中Tversky and Kahneman (1992)提出之累積展望理論(cumulative prospect theory; CPT)結合隨機優勢 法則形成更能有效率地評估選擇投資方案,可協助投資者找出較佳的效率集合。由 於展望隨機優勢準則計算較複雜且耗時,過去隨機優勢準則的處理大多以試算表 (Excel)半人工計算,計算處理上仍然耗時且不便,致使隨機優勢準則之應用受限。 透過本研究開發Web-based展望隨機優勢軟體,將可提供一套簡單且容易操作的軟體 給投資人或管理決策者,協助其找出效率集合。

英文摘要

This study use Web-based development prospects stochastic dominance’s software, prospects stochastic dominance criterion for selecting investment portfolio decisions. The behavior of financial Tversky and Kahneman (1992), proposed the cumulative prospect theory (cumulative prospect theory; CPT) and Random advantage rule formed more efficiently evaluate the choice of investment solutions can help investors identify better the efficiency of collection. Since the prospect of random superiority complex and time-consuming calculation of the guidelines, the guidelines deal with stochastic dominance in the past mostly with (Excel) semi-manual calculation, the calculation process is still time-consuming and inconvenient, resulting in limited application of stochastic dominance criterion. Through this research and development of Web-based software stochastic dominance, it will provide a simple easy to operate software for investment or management decision-makers, to assist find out the efficiency of collection.

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