Rachel
2019-11-09 13:38老師，請問這里的probabilities are replaced by decision weight怎么理解？有什么關(guān)系？
所屬：CFA Level III > Behavioral Finance 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個(gè)回答
Peter F助教
2019-11-11 09:45
該回答已被題主采納
同學(xué)，你好：probabilities are replaced by decision weight，被替代的原因是 the decision weights need not coincide with probabilities，所以要用 decision weights 來替代，更好的理解就是 經(jīng)驗(yàn)實(shí)驗(yàn) Experimental evidence shows that most people reject a gamble with even chances 等概率 to win and lose, unless the amount of the possible win 可能獲勝的金額 is at least twice the amount of the possible loss 可能輸?shù)慕痤~，為了引出 In prospect theory, the shape of a decision maker’s value function is assumed to differ between the domain of gains and the domain of losses，這個(gè)圖形特點(diǎn)，即左右不對稱。
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