理性边界的形成与突破:以圣彼得堡悖论演进为视角
发布时间：2019-01-05 06:56
【摘要】：根据期望值理论,理性的决策者应当以财富的多少衡量收益,以概率衡量结果出现的可能性,采用期望值最大化原则作为决策依据。然而,圣彼得堡悖论的出现却突破了期望值理论确立的理性边界,根本原因在于,期望值理论将影响决策的主、客观因素完全割裂,忽视了决策行动的主体性特质。财富、概率等客观因素并不能直接作用于决策行动,而必须依靠一种主体性转化,即转化为决策者对这些因素的认知结果。因此,要消解圣彼得堡悖论,进而确立合理的理性边界,就必须准确把握和刻画这种转化的机理。期望效用理论主张用"效用"来衡量收益,在客观财富与主观认知之间架起一座桥梁,在理性边界的认识上实现重大飞跃。前景理论继承了期望效用理论的研究路径,采用价值函数与决策权重,为主体性转化提供了丰富和细致的内容,在更深层次上推进了决策理论对理性边界的探索。
[Abstract]:According to the theory of expected value, rational decision makers should take the amount of wealth to measure the return, the probability to measure the possibility of the result, and the principle of maximization of expected value as the basis of decision-making. However, the appearance of St. Petersburg paradox breaks through the rational boundary established by the expected value theory. The fundamental reason is that the expected value theory will affect the subject of decision making, the objective factors are completely separated, and the subjectivity of decision action is ignored. The objective factors such as wealth, probability and so on can not directly affect the decision making action, but must rely on a kind of subjective transformation, that is, the cognitive result of the decision maker to these factors. Therefore, in order to resolve the St. Petersburg paradox and establish reasonable rational boundaries, we must accurately grasp and characterize the mechanism of this transformation. The theory of expected utility advocates to use "utility" to measure income, to build a bridge between objective wealth and subjective cognition, and to realize a great leap in the understanding of rational boundary. Foreground theory inherits the research path of expected utility theory and adopts value function and decision weight to provide rich and meticulous content for the transformation of subjectivity. It promotes the exploration of rational boundary in decision theory on a deeper level.
【作者单位】： 广东外语外贸大学商学院;西南财经大学人文学院;
【基金】：国家社科基金项目“关于主观资产组合模型的行为金融理论建构与方法研究”(11BJY013)
【分类号】：C934
本文编号：2401442
[Abstract]:According to the theory of expected value, rational decision makers should take the amount of wealth to measure the return, the probability to measure the possibility of the result, and the principle of maximization of expected value as the basis of decision-making. However, the appearance of St. Petersburg paradox breaks through the rational boundary established by the expected value theory. The fundamental reason is that the expected value theory will affect the subject of decision making, the objective factors are completely separated, and the subjectivity of decision action is ignored. The objective factors such as wealth, probability and so on can not directly affect the decision making action, but must rely on a kind of subjective transformation, that is, the cognitive result of the decision maker to these factors. Therefore, in order to resolve the St. Petersburg paradox and establish reasonable rational boundaries, we must accurately grasp and characterize the mechanism of this transformation. The theory of expected utility advocates to use "utility" to measure income, to build a bridge between objective wealth and subjective cognition, and to realize a great leap in the understanding of rational boundary. Foreground theory inherits the research path of expected utility theory and adopts value function and decision weight to provide rich and meticulous content for the transformation of subjectivity. It promotes the exploration of rational boundary in decision theory on a deeper level.
【作者单位】： 广东外语外贸大学商学院;西南财经大学人文学院;
【基金】：国家社科基金项目“关于主观资产组合模型的行为金融理论建构与方法研究”(11BJY013)
【分类号】：C934
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1 崔书英,马谦杰;圣彼得堡悖论的消解与决策学意义反思[J];西南师范大学学报(人文社会科学版);2004年05期
，本文编号：2401442
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