| 研究生: |
彭崎軒 Peng, Chi-Hsuan |
|---|---|
| 論文名稱: |
機率資訊不明確下之風險決策 The decision making under uncertainty without explicit information of probability |
| 指導教授: |
翁明宏
Weng, Ming-Hung |
| 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: | 2014 |
| 畢業學年度: | 102 |
| 語文別: | 中文 |
| 論文頁數: | 53 |
| 中文關鍵詞: | 機率資訊 、機率權重函數 、風險 |
| 外文關鍵詞: | probability information, probability weight function, risk |
| 相關次數: | 點閱:114 下載:4 |
| 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 |
機率雖在風險決策中扮演關鍵角色,但決策者在現實情境中卻往往無法掌握明確資訊,故本研究試圖分析實驗參與者在機率資訊明確程度不同之情境中對經濟樂透偏好之差異,以探索其與風險態度之關連性。研究發現實驗參與者:(一)會因機率資訊之明確程度不同,而偏好不一樣的經濟樂透;(二)當樂透機率差異愈小,較易在不同機率明確程度下做出相異之選擇;(三)在機率資訊較不明確下,相對偏好較穩健之樂透。
Precise probability information is commonly absent at realistic decision making under uncertainty though it plays a critical role. This research investigates how experiment participants choose between economic lotteries under different precision levels of probability information to analyse its impact on decision making under uncertainty. The study found that participants: (1) prefer different lotteries under different precision levels of probability information; (2) are more likely to make inconsistent choices when the discrepancy between probabilities of economic lotteries are smaller; and (3) prefer safer choices when probability information is less precise.
ALLAIS, M. (1953): "Le Comportement De L'homme Rationnel Devant Le Risque: Critique Des Postulats Et Axiomes De L'école Américaine," Econometrica: Journal of the Econometric Society, 503-546.
DE MARTINO, B., D. KUMARAN, B. SEYMOUR, and R. J. DOLAN (2006): "Frames, Biases, and Rational Decision-Making in the Human Brain," Science, 313, 684-687.
ELLSBERG, D. (1961): "Risk, Ambiguity, and the Savage Axioms," The quarterly journal of economics, 643-669.
GONZALEZ, R., and G. WU (1999): "On the Shape of the Probability Weighting Function," Cognitive psychology, 38, 129-166.
HSU, M., I. KRAJBICH, C. ZHAO, and C. F. CAMERER (2009): "Neural Response to Reward Anticipation under Risk Is Nonlinear in Probabilities," The Journal of Neuroscience, 29, 2231-2237.
KAHNEMAN, D., and A. TVERSKY (1979): "Prospect Theory: An Analysis of Decision under Risk," Econometrica, 47, 263-291.
KARMARKAR, U. S. (1978): "Subjectively Weighted Utility: A Descriptive Extension of the Expected Utility Model," Organizational behavior and human performance, 21, 61-72.
PRELEC, D. (1998): "The Probability Weighting Function," Econometrica, 497-527.
VON NEUMANN, J., and O. MORGENSTERN (1944): "Theory of Games and Economic Behavior."
WU, S.-W., M. R. DELGADO, and L. T. MALONEY (2009): "Economic Decision-Making Compared with an Equivalent Motor Task," Proceedings of the National Academy of Sciences, 106, 6088-6093.
WU, S.-W., M. R. DELGADO, and L. T. MALONEY (2011): "The Neural CoRRelates of Subjective Utility of Monetary Outcome and Probability Weight in Economic and in Motor Decision under Risk," The Journal of Neuroscience, 31, 8822-8831.