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研究生:吳慧貞
研究生(外文):Huey-Chen Wu
論文名稱:冪次型折扣效用模型之研究
指導教授:黃宇翔黃宇翔引用關係
指導教授(外文):Yeu-Shiang Huang
學位類別:碩士
校院名稱:國立成功大學
系所名稱:工業管理科學系碩博士班
學門:商業及管理學門
學類:其他商業及管理學類
論文種類:學術論文
論文出版年:2002
畢業學年度:90
語文別:中文
論文頁數:59
中文關鍵詞:時間偏好折扣因子無耐性
相關次數:
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  • 下載下載:54
  • 收藏至我的研究室書目清單書目收藏:1
折扣效用(Discounted Utility)模型乃是考慮到時間因子對人類決策行為產生之影響,並基於一些嚴謹的邏輯推理公理(Axioms)所發展出來的模型。其說明了在包含時間因素之考量下,只要遵守理性假設之公理,便可由此模型推導出人類的跨期決策行為。目前對於折扣效用模型之研究,是以指數(Exponential)型態,或雙曲線(Hyperbolic)型態為主,此兩種基礎模型似乎未能充分解釋人類之跨期決策,而對於一些異常現象的存在,即使後續之研究做了一些修正,仍有未盡完善之處。本研究擬導入冪次型(Power Law)函數作為折扣函數之另一選擇,蓋與指數型函數相比,冪次型函數較無下降曲率過大之缺點,而與雙曲線型函數相比,冪次型函數則較具有彈性。本研究以理論推導方式,驗證冪次型折扣效用模型之存在,再以實証研究方式,對以上三種模型做比較。
第一章 緒言
第一節、 研究背景……………………………………………...1
第二節、 研究動機……………………………………………...2
第三節、 研究目的……………………………………………...3
第四節、 論文結構……………………………………………...4

第二章 文獻探討
第一節、 期望效用理論………………………………………..5
一、 基本概念…………………………………………………………….5
二、 矛盾現象…………………………………………………………….7
第二節、 折扣效用模型………………………………………..9
一、 基本概念…………………………………………………………….8
二、 異常現象……………………………………………………………18
三、 修正模型……………………………………………………………21
第三節、 冪次型函數……………………………………….…23
第四節、 期望效用理論和折扣效用模型…………………….25

第三章 研究方法
第一節、 問題描述…………………………………………….28
第二節、 研究架構…………………………………………….30
第三節、 冪次型折扣效用模型……………………………….32
一、 冪次型折扣函數的推導…………………………………………....32
二、 冪次型折扣效用模型與偏好反轉…………………………………38
第四節、 討論………………………………………………….39
第四章 實證研究
第一節、 研究對象與問卷設計……………………………….40
第二節、 實驗程序…………………………………………….41
第三節、 資料分析…………………………………………….43
一、 模型解釋能力………………………………………………………43
二、 多重比較……………………………………………………………44

第四節、 討論………………………………………………….46

第五章 結論與建議………………………………………...48

參考文獻………………………….………………………………….50

附件 問卷內容………………………………………….….54

表目錄
表2.1、 期望效用理論和折扣效用模型的公理………………………………...26
表2.2、 期望效用和折扣效用異常現象的比較………………………………...27
表4.1、 未含負報酬的彩券下,受試者在三個模型下之折扣率以及判定係數值………………………………………………………………………...43
表4.2、 含負報酬的彩券下,受試者在三個模型下之折扣率以及判定係數值………………………………………………………………………...43
表4.3、 未含負報酬彩券下之檢定結果………………………………………...45
表4.4、 含負報酬彩券下之檢定結果.. ………………………………………...45

圖目錄
圖 2.1、 配合型和選擇型問題……………………………………………………13
圖 2.2、 偏好反轉現象……………………………………………………………15
圖 2.3、 雙曲線折扣方式和指數折扣方式之比較………………………………16
圖 2.4、 不同折扣率下之指數、雙曲線折扣效用模型…………………………17
圖 2.5、 不同大小報酬等待時間之線性關係……………………………………18
圖3.1、 研究架構圖……………………………………………….. ……………..31
圖4.1、 實驗程序圖………………………………………………………………41
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