前景理论中的可加效用

Additive Utility in Prospect Theory

Management Science · 2009
被引 145
人大 A+FT50UTD24ABS 4*

中文导读

研究前景理论中多属性效用的两种评价方式:整体评价(结果整体判断得失)与属性特定评价(每个属性有参考点),并为后者提供偏好基础。

Abstract

Prospect theory is currently the main descriptive theory of decision under uncertainty. It generalizes expected utility by introducing nonlinear decision weighting and loss aversion. A difficulty in the study of multiattribute utility under prospect theory is to determine when an attribute yields a gain or a loss. One possibility, adopted in the theoretical literature on multiattribute utility under prospect theory, is to assume that a decision maker determines whether the complete outcome is a gain or a loss. In this holistic evaluation, decision weighting and loss aversion are general and attribute-independent. Another possibility, more common in the empirical literature, is to assume that a decision maker has a reference point for each attribute. We give preference foundations for this attribute-specific evaluation where decision weighting and loss aversion are depending on the attributes.

前景理论多属性效用属性特定评价决策权重损失厌恶