期刊文献+

关于前景理论的理论综述 被引量:4

Theory Review on the Prospect Theory
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摘要 卡尼曼(Kahneman)与特沃斯基(Tversky)对行为经济学进行了广泛而系统的研究后所提出的前景理论,冲击了预期效用理论,从动态的角度和行为者的风险偏好行为做了具体深入的研究,并强调微观层次上的决策者和环境之间的互动,较好的解释了认知偏见如何影响决策者对信息的处理,进而影响其决策的行为。 The Prospect Theory, which Kahneman and Tversky proposed after conducting an extensive and systematic study on behavioral economics, has impact on the Expected Utility Theory. With an in-depth research on the dynamic point of view and the risk preference behavior, the Prospect Theory stresses that the micro-level interaction between decision makers and the environment, which gives a good explanation about how the cognitive biases influence decision makers on information process-ing, thereby affecting their decision-making behavior.
作者 石莉萍
出处 《财务与金融》 2014年第3期76-81,共6页 Accounting and Finance
基金 湖南省社科基金项目(项目编号:2010YBB072) 湖南省软科学研究计划项目(项目编号:2012ZK3041)的阶段性研究成果
关键词 风险偏好 前景理论 认知偏见 Risk Preference Prospect Theory Cognitive Bias
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参考文献8

  • 1Kahneman,D. and Tversky,A. Prospect Theory:An Analysis of Decision Under Risk [J]. Econometric, 1979,47(2) :263-291.
  • 2Tversky A,Kahneman D. Advances in Prospect Theory: Cumulative representation of uncertainty. Journal of Risk and Uncertainty. 1992,5:297-323.
  • 3Abdellaoui M. Parameter-free elicitation of utility and probability weighting functions. Management Science. 2000,46( 11 ) : 1497-1512.
  • 4Prelec D. Compound invariant weighting functions in prospect theory. In: Choices,values,and frames. Cam- bridge : Cambridge University Press; 2005. p. 67-92.
  • 5Tversky,A. and Fox, CR. Weighting Risk and Uncer- tainty. Psychological Review, 1995,102(2 ) : 269-283.
  • 6Fox,CR and Tversky, A. A belief-based Account of De- cision under Uncertainty. Management Science,1998,44 ( 7 ) : 879-895.
  • 7曾建敏.实验检验累积前景理论[J].暨南大学学报(自然科学与医学版),2007,28(1):44-47. 被引量:58
  • 8Yuenan Wang,Amalia Di Iorio. The Cross-sectional Re- lationship between Stock Returns and Domestic and Global Factors in the Chinese A-share Market. Review of Quantitative Finance and Accounting, 2007,29: 181-203.

二级参考文献8

  • 1SHAFIR E. Decision Making[ M]//WILSON R A, KEIL F C. The MIT Encyclopedia of the Cognitive Sciences.Massachusetts : The MIT Press, 2001:220 - 223.
  • 2FRIEDMAN M, SAVAGE L J. The utility analysis of choices involving risks [ J ]. Journal of Political Economy, 1948, (56) :279 - 304.
  • 3ARROW K J. Essays in the theory of risk-bearing [ M ].Chicago: Markham, 1971.
  • 4KAHNEMAN D, TVERSKY A. Prospect theory: An analysis of decisions under risk [ J]. Econometrica,1979, (47) :263 - 291.
  • 5TVERSKY A, KAHNEMAN D. Advances in Prospect theory: Cumulative Representation of Uncertainty [ J ].Journal of Risk and Uncertainty, 1992,(5) :297 -323.
  • 6TVERSKY A, KAHNEMAN D. Advances in Prospect theory: Cumulative Representation of Uncertainty [ M ]//KAHNEMAN D, TVERSKY A. Choices, Values, and Frames. Cambridge : Cambridge University Press, 2000 :44 - 65.
  • 7TVERSKY A, FOX C R. Weighing Risk and Uncertainty[ J ]. Psychological Review, 1995,102 (2) :269 - 283.
  • 8FOX C R, TVERSKY A. A Belief-Based account of decision under uncertainty [ J ]. Management Science, 1998,44(7) :879 -895.

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