决策风险管理建模及应用研究——以资本管理决策为例

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1、天津大学博士学位论文决策风险管理建模及应用研究——以资本管理决策为例姓名：冯林安申请学位级别：博士专业：技术经济及管理指导教师：赵国杰20061201ABSTRACTThispaper,firstly，inlightoftheanalysisontheflawsandshortcomingsofthetraditionaldecision-makingtheory,putsforwordthatriskalwaysfollowsdecision-makingandisthenatureofthedecision—

2、making，byadifferentwayofthinking．Basedontheabove．thepaperanalyzesthestructureofdecision—makingandbringsforthdecision-makingmoduleconcept．Then，itcarriesontheexplorationinregardtothenatureofdecision-makingriskanglingrisktheory,thecompositionandformationmechanis

3、msofdecision—making，whichproducesthenewstudywaytoinspectdecision．makingriskfromdecision—makingunitrisk．Finally,thepaperbuildstheframeworkofdecision-makingriskmanagementwithlossaSmainmeasureoftheriskofdecision-makingandconstructsriskmeasurementmodelDelta-EVT,a

4、sanexampleofappliedresea．rchoncapitalmanagementdecision—making．Itattemptstofindaway,bridgingdecisiontheorytorisktheory,toshortdifficulttomeasureriskofdecision—making．Themaininnovationinthispaper：First，thepaperopensupanewwayofthinkingtostudyriskofdecision-maki

5、ng．It,ontherelationshipbetweendecision-makingandvalues，asshowninFigure1—5，differentfromthepastfromtechnologyandperformancemeasurementofdecision—makingtodecision-makingvalue，．improvesdecision-makingvaluethroughmeasurementandcontroloftheriskofdecision—making，re

6、ductionofrisk．Second，thereisatrialexpansionofdecision—makingtheory．Withtheintegrationbetweendecisiontheoryandthetheoryofrisk，welookriskasanintegralelementofthedecision-makingtoinvestigate，inviewofanalysisofthestructureofdecision．making，andputtheconceptofdecis

7、ion-makingunit(DMU)．Westillanalyzethenaturecharacteristicofdecision-making--一-hierarchycompound，recharacterizethenatureofriskonthebasisofthepreviouslytheory,makelossasthemostessentialcharacteristicofrisktobecomethemainindicatorofriskmeasurement．This，weestabli

8、shbasicframeworkformanagementriskofdecision-making．Third，basedonaseriesofobjectivethedefinitionsandtheassumptionsassociatedwithdecision—makingperformance，weestablishtheframeworkformeasure