注记:检验遗憾

Note—Testing Regret

Management Science · 1985
被引 6
人大 A+FT50UTD24ABS 4*

中文导读

评论Bell(1983)关于决策遗憾的论文,指出其虽为遗憾理论奠定基础,但未提出最合适的检验来验证遗憾的有效性。

Abstract

Bell's recent paper (Bell, D. E. 1983. Risk premiums for decision regret. Management Sci. 29 1156–1166.) in this journal provides useful foundations for the regret approach to decision theory. This work is all the more important because regret, that is, the pain of having chosen incorrectly, is one of the few radical departures from the conceptual framework of the ubiquitous expected utility model and its variants. Despite providing many of the parametric accoutrements deemed necessary for the acceptance of a model he has not, I believe, proposed a test which is the most appropriate to establish the validity of regret.

决策后悔后悔理论风险溢价预期效用模型