簡易檢索 / 詳目顯示

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.

    目錄 摘要 i 誌謝 v 目錄 vi 圖目錄 viii 表目錄 ix 第一章 緒論 1 第一節 研究動機與目的 1 第二節 文章架構 3 第二章 文獻回顧 4 第一節 決策理論 4 第二節 機率權重與展望理論 6 第三章 實驗程序 8 第一節 實驗目的 8 第二節 實驗流程 8 第三節 實驗報酬 10 第四章 參數估計與資料結構 11 第一節 金錢效用函數與機率權重函數 11 第二節 最大概似法與非線性函數求根法 12 第三節 資料結構與設計概念 15 第五章 結果分析 17 第一節 參與者資料分析 17 第二節 參與者參數分析 19 第三節 風險偏好探討 22 第四節 選擇不一致情況 25 第五節 模型配適度分析 27 第六章 研究總結 31 參考文獻 32 附錄1 33 附錄2 34 附錄3 35 附錄4 36 附錄5 37 附錄6 43 附錄7 46 附錄8 47 附錄9 48 附錄10 51

    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.

    下載圖示 校內:2015-01-01公開
    校外:2015-09-04公開
    QR CODE