本文目的在於研究投資者風險屬性與資產配置之間的相關性，主要是運用戰略性資產配置觀念，讓投資者進行定期定額長期投資，使投資者不只是考慮短期績效之報酬率，而是長期投資之後，其目標金額被滿足的可能性；另外本文運用蒙地卡羅法模擬資產報酬率之變化，讓投資者可以主觀選擇自己可以接受之資產盈餘或虧損之範圍，藉此加強財富規劃步驟中，風險屬性與資產配置之間的關連性。
本研究透過相對風險趨避係數與資產配置的關係，將投資者風險態度作更詳細的劃分，並且運用簡單回歸了解問卷題目與風險屬性的關係，進而修改問卷內容以提高其可信度。因此投資者將可以透過此份問卷了解自己的風險屬性，而且不只是分為積極、穩健、保守三類，是依據股債比例8：2、7：3…以及2：8等分為七類，使財務規劃步驟更為縝密，以追求更高的投資績效。

The purpose of this paper is to strengthen the relationship beteween the risk perference and asset allocation. Under the rule of strategy asset allocation, the investors could consider their investment in the long term but in the short term. They should know how to achieve the target when they begin to invest. This paper use Monte Carlo Simulation to predict the variety of asset which the investor could choose in order to strengthen the relationship.

In this paper, we will separate the risk attitude of investors into seven parts instead of three parts. Traditionally, there are three risk attitudes. The first is aggressive, the second is balance and the last is conservation. Now using the approach of survey, we can know the risk attitude of the investor precisely. There are seven parts, like 8:2, 7:3……2:8, and we can improve the efficiency of procedure of investment in order to reduce the risk and pursuit higher return.

第一章 緒論 9
第一節 研究動機 9
第二節 研究目的 11
第三節 研究架構與方法 11
第二章 文獻回顧 13
第一節 戰略性資產配置介紹 13
第二節 蒙地卡羅模擬法 15
第三節 小結 17
第三章 模型架構 18
第一節 戰略性資產配置模型介紹 18
第二節 問卷設計 26
第四章 研究結果 35
第一節 問卷分析 35
第二節 戰略性資產配置模型分析 39
第五章 結論 44
第一節 研究結論 44
第二節 後續研究建議 45
附錄 A 46
附錄 B 52
中文文獻參考 53
英文參考文獻 53

中文文獻參考
1. 羅文輝（1994）。精確新聞報導。台北：正中。
2. 蘇蘅（1993）。傳播研究調查法，再版。台北：三民。


英文參考文獻
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