張同學(xué)
2019-12-30 06:47expected utility theory和utility theory不是一會(huì)事情對(duì)吧？能不能幫忙解釋下第一題的幾個(gè)選項(xiàng)，謝謝老師
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
2019-12-31 16:14
該回答已被題主采納
同學(xué)，你好：不一樣，the individual’s subjective expected utility is Σu(xi)P(xi)。Statement 1, beliefs are being updated 是基于 heuristics 啟發(fā)式的，而不是 Bayes’ formula. Statement 2 一致與 prospect theory（權(quán)重分配不同）; the client is overweighting the probability of a high financial impact outcome (gains on options) and underweighting the probability of a loss (the option premium cost).Statement 3 一致在于前提都是 risk-averse 的（風(fēng)險(xiǎn)厭惡）。
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追問
heuristics是啥意思？能舉例說明下么？
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追答
同學(xué)，你好：Heuristics are mental shortcuts based on experience and knowledge that simplify decision making. They are sometimes called “rules of thumb.”其實(shí)就是基于經(jīng)驗(yàn)法則去做判斷（直覺）。
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