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Title: | 序數邊際效用理論:對於不確定性的分析 Analysis of Uncertainty in the Ordinal Marginal Utility Theory |
Authors: | 賴璽 Lai, Xi |
Contributors: | 林忠正 Lin, Chung-Cheng 賴璽 Lai, Xi |
Keywords: | 序數邊際效用分析法 不確定性 展望理論 The Ordinal Marginal Utility Theory Uncertainty Prospect Theory |
Date: | 2019 |
Issue Date: | 2019-08-07 16:51:41 (UTC+8) |
Abstract: | 本文採用林忠正(2015e)提出的序數邊際效用分析法,探討人們面對不確定性的決策,並將分析結果與期望值理論、預期效用理論及展望理論等進行比較。結果顯示,序數邊際效用理論能通過Kahneman《快思慢想》(Thinking, Fast and Slow)一書中三個不確定性問題(尋求或規避風險、參考點的不同及損失厭惡)的檢驗。從針對不確定性問題所建立的新理論模型及三個問題的分析結果,可得出以下結論:(a)序數邊際效用理論能擁有更多的經濟意涵;(b)對於不確定性的各種可能決策,序數邊際效用理論都能加以解釋,而非預測單一結果。發現序數邊際效用理論有潛力能成為分析不確定性的一套可行方法,本研究結果可作為進一步應用序數邊際效用理論探討不確定性的指南。 This paper used the ordinal marginal utility theory brought up by Chung-Cheng Lin (2015e) to discuss the decision-making in the face of uncertainty, and compares the analysis results with expected value theory, expected utility theory and prospect theory. The results show that the ordinal marginal utility theory can pass the test of three uncertainty problems (seeking or avoiding risks, differences in reference points, and loss aversion) in “Thinking, Fast and Slow” by Kahneman . From the new theoretical model established for the uncertainty problem and the analysis results of the three questions, the following conclusions can be drawn: (a) the ordinal marginal utility theory has more economic implications, and (b) for uncertainty the various possible decisions, the ordinal marginal utility theory can explain, rather than predict a single result. The discovery of the ordinal marginal utility theory may be a feasible method for analyzing uncertainty. The results of this study can be used as a guide to the application of ordinal marginal utility theory to explore uncertainty. |
Reference: | 林忠正,(2015a),〈序數與基數總效用理論簡史I:為何陷入兩難困境的效用理論必須重建?〉,邁向需求理論的再次重建之路:跨界得與失的序數邊際效用分析法(1),台灣經濟學會研討論文。 林忠正,(2015b),〈序數與基數總效用理論簡史II:為何陷入兩難困境的效用理論必須重建?〉,邁向需求理論的再次重建之路:跨界得與失的序數邊際效用分析法(2),台灣經濟學會研討論文。 林忠正,(2015c),〈邊際效用遞減法則在序數與基數總效用理論中的角色:難覓合適棲身之地的邊際效用遞減法則〉,邁向需求理論的再次重建之路:跨界得與失的序數邊際效用分析法(3),台灣經濟學會研討論文。 林忠正,(2015d),〈為何Marshall需求理論必須被擺進經濟學歷史博物館?(II):Marshall的「邊際需求價格」模型與古典效用可衡量概念的意義〉,邁向需求理論的再次重建之路:跨界得與失的序數邊際效用分析法(5),台灣經濟學會研討論文。 林忠正,(2015e),〈跨界的「得」與「失」的序數邊際效用分析法:完成序數效用革命理論的誕生(修正稿)〉,邁向需求理論的再次重建之路:跨界得與失的序數邊際效用分析法(7b),台灣經濟學會研討論文。 林忠正,(2017a),〈季節性商品的需求理論I:極大化總效用模型的無能之處〉,邁向需求理論的再次重建之路:跨界得與失的序數邊際效用分析法(57),台灣經濟學會研討論文。 林忠正,(2017b),〈季節性商品的需求理論II:序數邊際效用分析法的季節性商品基本模型〉,邁向需求理論的再次重建之路:跨界得與失的序數邊際效用分析法(58b),台灣經濟學會研討論文。 林忠正,(2018a),〈如何得到古典效用函數:隨身攜帶著一把標準效用單位的尺到處丈量〉,邁向需求理論的再次重建之路,跨界得與失的序數邊際效用分析法(109),台灣經濟學會研討論文。 林忠正,(2018b),〈什麼是序數總效用理論?一隻新怪獸:「正向單調轉換」究竟隱含什麼效用可測量性的意義〉,邁向需求理論的再次重建之路,跨界得與失的序數邊際效用分析法(110),台灣經濟學會研討論文。 林忠正,(2018c),〈什麼是基數總效用理論?另一隻新怪獸:「正向線性轉換」究竟隱含什麼效用可測量性的意義〉,邁向需求理論的再次重建之路,跨界得與失的序數邊際效用分析法(111),台灣經濟學會研討論文。 林忠正,(2019),極大化總效用理論的世界觀—一種國王新衣的理論,未出版,台北市。 楊秉訓,(2013),《不確定與訊息經濟學》,台北:翰蘆。 蔡禮鴻,(2009),「框架理性:以展望理論檢驗預期效用理論的普遍性」,碩士論文,國立成功大學都市計畫學系。 關永強、張東剛,(2014),〈英國經濟學的演變與經濟史學的形成(1870-1940)〉,中國社會科學,4,45-65。 Allen, R.G.D., 1935. “A Note on the Determinateness of the Utility Function,” Review of Economic Studies, 2, pp. 155-158. Bernardelli, H., 1952. “A Rehabilitation of the Classical Theory of Marginal Utility,” Economica, 19:75, pp. 254-268. Bernoulli, D. (1738/1954). “Exposition of a New Theory on the Measurement of Risk,” Econometrica, 22(1): 23-36. Edgeworth, F.Y. (1881) Mathematical Psychics: An Essay on the Application of Mathematics to the Moral Sciences, London: Kegan Paul. Hicks, J.R. (1939) Value and Capital: An Inquiry into Some Fundamental Principles of Economic Theory, Oxford: Clarendon Press. Hicks, J.R. and R.G.D. Allen (1934) “A Reconsideration of the Theory of Value,” Economica, NS, 1:52-76, 196-219. Johnson, W.E. (1913) “The Pure Theory of Utility Curves,” The Economic Journal, pp. 483-513. Kahneman, D. and A. Tversky (1979). “Prospect Theory - Analysis of Decision Under Risk,” Econometrica, 47(2): 263-291. Kahneman, D. and A. Tversky (1984). “Choices, Values, and Frames,” American Psychologist 39(4): 341-350. Kahneman, D. (2011). Thinking, Fast and Slow, New York: Farrar, Straus and Giroux. 洪蘭譯,2013,《快思慢想》,台北:天下文化。 Lin, C.C. and S.S. Peng (forthcoming), “The Role of Diminishing Marginal Utility in the Ordinal and Cardinal Utility Theories,” Australian Economic Papers. Machina, M. J. (1987). “Under Uncertainty: Problems Solved and Unsolved,” The Journal of Economic Perspectives, 1(1): 121-154. Marshall, A. (1920). Principles of Economics: An Introductory Volume, London; New York: Macmillan for the Royal Economic Society. Pareto, V. ([1909] 1971). Manual of Political Economy, New York: Kelley. Samuelson, P.A. (1938). “The Numerical Representation of Ordered Classifications and the Concept of Utility,” Review of Economic Studies, 6, pp. 65-70. Savage, L. J. (1954). The Foundations of Statistics. New York, Wiley. Slutsky, E. (1915/1952), “Sulla Teoria del Bilancio del Consumatore,” Giornale degli economisti e rivista di statistica, vol. 51, 1-26; translated by O. Ragusa as “On the Theory of the Budget of the Consumer” in G. J. Stigler and K. E. Boulding, eds., Readings in Price Theory, Homewood, Ill.: Irwin (1952), 27-56. Von Neumann, J. and O. Morgenstern (1944). Theory of Games and Economic Behavior, Princeton, N.J., Princeton University Press. |
Description: | 碩士 國立政治大學 財政學系 106255030 |
Source URI: | http://thesis.lib.nccu.edu.tw/record/#G0106255030 |
Data Type: | thesis |
DOI: | 10.6814/NCCU201900637 |
Appears in Collections: | [財政學系] 學位論文
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