| 对期望理论的两个重要推进——损失厌恶系数λ及参考点研究 |
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| 引用本文： | 邹燕,郭菊娥.对期望理论的两个重要推进——损失厌恶系数λ及参考点研究[J].运筹与管理,2007,16(5):87-89. |
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| 作者姓名： | 邹燕 郭菊娥 |
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| 作者单位： | 西安交通大学,管理学院,陕西,西安,710049 |
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| 摘 要： | 行为金融学是近20年来最为重要的新兴金融理论,期望理论更是其中的亮点,其运用领域之广超乎人们的想象,所以对它的完善改进具有非常重要的意义。本文对期望理论中的损失厌恶系数和参考点问题进行了深入研究,并且得出了创新性的结果:损失厌恶系数不是常数而是动态变量;得出了内生且纳入更多投资者行为特征的参考点。这些结果是对期望理论的重要改善和推进,对其在大量金融领域和涉及到财富偏好的问题的解决中都大有裨益。
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| 关 键 词： | 行为金融学 期望理论 数学建模 损失厌恶系数 参考点 |
| 文章编号： | 1007-3221（2007）05-0087-03 |
| 修稿时间： | 2007-06-07 |
Two Important Improvements of Prospect Theory——Study of the Loss Aversion Coefficient and the Reference Point |
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| ZOU Yan,Guo Ju-e.Two Important Improvements of Prospect Theory——Study of the Loss Aversion Coefficient and the Reference Point[J].Operations Research and Management Science,2007,16(5):87-89. |
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| Authors: | ZOU Yan Guo Ju-e |
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| Abstract: | The behavioral finance has been the most important rising financial theory and the prospect theory is its focus,which applies widely. So,it is very significant to perfect and improve the theory.In the paper,a deeper study of the two issues of the loss aversion coefficient and the reference point is made.Therefore,we educe some innovative results,which improve the prospect theory and help a lot for their application in many financial issues and the problems with the fortune preference,such as asset prices,risk decisionmaking. |
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| Keywords: | behavioral finance prospcet theory mathematic modeling loss aversion coefficient reference point |
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