風險決策與偏好函數之估計-實驗研究

• Main Authors: Shr Ming-Chen, 施民乾
• Other Authors: Fan Chinn-Ping
• Format: Others
• Language: zh-TW
• Published: 2004
• Online Access: http://ndltd.ncl.edu.tw/handle/37208555311552287816

碩士 === 東吳大學 === 經濟學系 === 92 === Expected utility theory with huge power on risky choices is lasting for a long time. But there are lots of challengers to emerge in an endless stream, one of them is prospect theory. We often discuss the shapes of preference functionals that entire subjects appear when facing choice decisions or pricing decision in statistics method. In the recent studies, some scholars start to discuss them in econometric method. And this study based on experimental data tries to discuss the difference among several theories under risk in choice and pricing decisions and compare the characteristic difference between single subjects and entire subjects. Finally, we can make conclusions that the theory with the best explanation and prediction power under choice decisions is prospect theory and the one with best explanation power under pricing decision is expected utility theory. Besides the former conclusions, we can also find that functions with different designs would lead to different significant risky attitudes.