| 研究生: |
劉邦容 Liu, Pang-Jung |
|---|---|
| 論文名稱: |
人在不同風險型態下選擇之研究-以視覺實驗為例 Decision under different type of risk in the visual task |
| 指導教授: |
翁明宏
Weng, Ming-Hung 龔俊嘉 Kung, Chun-Chia |
| 學位類別: |
碩士 Master |
| 系所名稱: |
社會科學院 - 經濟學系 Department of Economics |
| 論文出版年: | 2012 |
| 畢業學年度: | 100 |
| 語文別: | 中文 |
| 論文頁數: | 73 |
| 中文關鍵詞: | 視覺實驗 、機率權重 、風險 |
| 外文關鍵詞: | visual task, probability weighting function, risk |
| 相關次數: | 點閱:93 下載:7 |
| 分享至: |
| 查詢本校圖書館目錄 查詢臺灣博碩士論文知識加值系統 勘誤回報 |
本研究旨在以視覺實驗模擬現實生活中機率資訊未能明確揭示下之風險情境,並進而探討面對此不確定情境下經濟決策者之風險態度。實驗中受試者將被要求從兩兩一組之等同於單一經濟樂透或複合樂透的風險選項裡選擇自己偏好的組合。實驗結果顯示:(一)面對具相同機率分配之單一與複合樂透,決策者偏向趨避複合樂透之選項,(二)此趨避態勢隨樂透得獎機率提高而更形顯著,(三)決策者賦予單一樂透與複合樂透不同的機率評價模式,且(四)面對複合樂透之機率評價模式具有相對較大之變異性。
This research uses visual task experiments to mimic the realistic environment where risky decisions are made without explicit information regarding probabilities of happening events, and to investigate how individuals make economic decisions when facing such uncertainty. During the experiment subjects choose between pairs of economic alternatives which are mathematically equivalent to single or compound lotteries. The results suggest: (1) decision makers are averse to compound lotteries when choosing between single and compound lotteries of mathematically equivalent probability distributions; (2) there's a stronger aversion to compound lotteries when facing a higher overall probability to gain the monetary reward; (3) individuals use different probability weighting functions to evaluate probabilities in compound and single lotteries; and (4) there's a greater variation of probability weighting functions evaluating compound lotteries.
Abdellaoui, M. (2000). Parameter-Free Elicitation of Utility and Probability Weighting Functions. Management Science, 46(11), 1497-1512.
Abdellaoui, M., Bleichrodt, H., & Paraschiv, C. (2007). Loss Aversion under Prospect Theory: A Parameter-Free Measurement. Management Science, 53(10), 1659-1674.
Bault, N., Joffily, M., Rustichini, A., & Coricelli, G. (2011). Medial prefrontal cortex and striatum mediate the influence of social comparison on the decision process. Proceedings of the National Academy of Sciences, 108(38), 16044-16049. doi: 10.1073/pnas.1100892108
Bell, D. E., & Fishburn, P. C. (2003). Probability weights in rank-dependent utility with binary even-chance independence. Journal of Mathematical Psychology, 47(3), 244-258. doi: 10.1016/s0022-2496(02)00023-8
Bleichrodt, H., & Pinto, J. L. (2000). A Parameter-Free Elicitation of the Probability Weighting Function in Medical Decision Analysis. Management Science, 46(11), 1485-1496.
Budescu, D., Abbas, A., & Wu, L. (2011). Does probability weighting matter in probability elicitation? Journal of Mathematical Psychology, 55(4), 320-327. doi: 10.1016/j.jmp.2011.04.002
Davies, G. B., & Satchell, S. E. (2007). The behavioural components of risk aversion. Journal of Mathematical Psychology, 51(1), 1-13. doi: 10.1016/j.jmp.2006.10.003
Fehr-Duda, H., Epper, T., Bruhin, A., & Schubert, R. (2011). Risk and rationality: The effects of mood and decision rules on probability weighting. Journal of Economic Behavior & Organization, 78(1–2), 14-24. doi: 10.1016/j.jebo.2010.12.004
Hensher, D. A., Greene, W. H., & Li, Z. (2011). Embedding risk attitude and decision weights in non-linear logit to accommodate time variability in the value of expected travel time savings. Transportation Research Part B: Methodological, 45(7), 954-972. doi: 10.1016/j.trb.2011.05.023
Herbert, W. (2003). Normal-randomness expected utility, time preference and emotional distortions. Journal of Economic Behavior & Organization, 52(2), 253-266. doi: 10.1016/s0167-2681(03)00005-2
Hsu, M., Krajbich, I., Zhao, C., & Camerer, C. F. (2009). Neural Response to Reward Anticipation under Risk Is Nonlinear in Probabilities. The Journal of Neuroscience, 29(7), 2231-2237. doi: 10.1523/jneurosci.5296-08.2009
Kahneman, D., & Tversky, A. (1979). Prospect Theory: An Analysis of Decision under Risk. Econometrica, 47(2), 263-291.
Kilka, M., & Weber, M. (2001). What Determines the Shape of the Probability Weighting Function under Uncertainty? Management Science, 47(12), 1712-1726.
Kliger, D., & Levy, O. (2008). Mood impacts on probability weighting functions: “Large-gamble” evidence. Journal of Socio-Economics, 37(4), 1397-1411. doi: 10.1016/j.socec.2007.08.010
Lessard, S., & Lahaie, P. (2009). Fixation probability with multiple alleles and projected average allelic effect on selection. Theoretical Population Biology, 75(4), 266-277. doi: 10.1016/j.tpb.2009.01.009
Mishra, S., Lalumière, M. L., & Williams, R. J. (2010). Gambling as a form of risk-taking: Individual differences in personality, risk-accepting attitudes, and behavioral preferences for risk. Personality and Individual Differences, 49(6), 616-621. doi: 10.1016/j.paid.2010.05.032
Newsome, W., & Pare, E. (1988). A selective impairment of motion perception following lesions of the middle temporal visual area (MT). The Journal of Neuroscience, 8(6), 2201-2211.
Olivier, L. H. (2009). Behavior in the loss domain: An experiment using the probability trade-off consistency condition. Journal of Economic Psychology, 30(4), 540-551. doi: 10.1016/j.joep.2009.03.007
Paul J.H, S. (1991). Choices involving uncertain probabilities: Tests of generalized utility models. Journal of Economic Behavior & Organization, 16(3), 295-317. doi: 10.1016/0167-2681(91)90016-q
Prelec, D. (1998). The Probability Weighting Function. Econometrica, 66(3), 497-527.
Razo, M., & Gao, S. A rank-dependent expected utility model for strategic route choice with stated preference data. Transportation Research Part C: Emerging Technologies(0). doi: 10.1016/j.trc.2011.08.009
Tversky, A., & Kahneman, D. (1992). Advances in prospect theory: Cumulative representation of uncertainty. Journal of Risk and Uncertainty, 5(4), 297-323. doi: 10.1007/bf00122574
Wu, G., & Gonzalez, R. (1996). Curvature of the Probability Weighting Function. Management Science, 42(12), 1676-1690.
Wu, G., & Gonzalez, R. (1999). Nonlinear Decision Weights in Choice under Uncertainty. Management Science, 45(1), 74-85.
Wu, S.-W., Delgado, M. R., & Maloney, L. T. (2009). Economic decision-making compared with an equivalent motor task. Proceedings of the National Academy of Sciences, 106(15), 6088-6093. doi: 10.1073/pnas.0900102106