不确定经济学对风险偏好的认识

Risk Preference in Economics of Uncertainty

西方经济学的经典理论主要分析了确定条件下市场配置资源的效率。但是,经济环境的一般特征具有不确定性,对不确定性的分析直接关系到经济学对经济现象本质的认识。此时,不确定性条件下的选择理论奠定了经济学分析方法的更为一般的个体行为基础。对风险偏好以及概率的分析是不确定性条件下选择理论的两个基本问题。本文试图说明风险偏好理论形成和发展的基本脉络,从风险偏好的角度说明不确定条件下选择理论的现代发展对期望效用理论的挑战。

Classical theory of western economics mainly analyzes the allocation efficiency under certainty. The general feature of economic environment, however, is uncertainty. Analysis of uncertainty is related to the understanding of essence of economic phenomena. Choice theory under uncertainty is the behavioral foundation of economic analysis. Two fundamental problems of choice theory under uncertainty are risk preference and probability. This paper shows the development of risk preference theory, and describes the challenge which is raised by modern development of choice theory under uncertainty to expected utility theory in the view of risk preference theory.