| PSD准则与累积展望理论不一致的讨论 |
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| 引用本文： | 张秀丽,史本山.PSD准则与累积展望理论不一致的讨论[J].数学的实践与认识,2012,42(2):116-124. |
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| 作者姓名： | 张秀丽 史本山 |
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| 作者单位： | 1. 郑州大学商学院,河南郑州,450001
2. 西南交通大学经济管理学院,四川成都,610031 |
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| 摘 要： | Levy M和Levy H设计了一些实验,应用展望随机占优准则(PSD)给出方案的偏好序,实验结果拒绝了累积展望理论;而Wakker认为实验的数据恰恰支持了累积展望理论.试图讨论PSD准则拒绝累积展望理论的原因,PSD准则以概率的线性加权为基础,累积展望理论的重要假设是对概率进行了编译,二者存在着差异,据此,提出广义展望随机占优准则,认为在此准则下Levy M和Levy H的实验数据无法给出方案的偏好序,因此不能否认累积展望理论的正确性.
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| 关 键 词： | 行为决策 随机占优 累积展望理论 展望随机占优 |
The Exploration About the Discrepancy Between PSD and Cumulative Prospect Theory |
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| ZHANG Xiu-li
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SHI Ben-shan.The Exploration About the Discrepancy Between PSD and Cumulative Prospect Theory[J].Mathematics in Practice and Theory,2012,42(2):116-124. |
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| Authors: | ZHANG Xiu-li SHI Ben-shan |
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| Institution: | 1.School of Business,Zhengzhou University,Zhengzhou 450001,China) (2.School of Economics and Management,Southwest Jiaotong University,Chengdu 610031,China) |
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| Abstract: | Levy M and Levy H think that prospect stochastic dominance is inconsistent with cumulative prospect theory through experiments.But Wakker thinks the data of experiments are perfectly consistent with cumulative prospect theory.The paper tries to explore the reason for the discrepancy between PSD and cumulative prospect theory.The paper thinks the former is based on the linear weight of probabilities,but the latter is based on the coded probabilities. There is a discrepancy between them.The paper introduces extended stochastic dominance and thinks it isn’t proper to reject cumulative prospect theory according to the data of Levy.M and Levy.H’s experiments in terms of extended second stochastic dominance. |
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| Keywords: | behavior decision stochastic dominance cumulative prospect theory prospect stochastic dominance |
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