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博碩士論文 etd-0709112-104146 詳細資訊
Title page for etd-0709112-104146
論文名稱
Title
風險態度與模糊態度之間的關係
The Relation of the Attitudes towards Risk and Ambiguity
系所名稱
Department
畢業學年期
Year, semester
語文別
Language
學位類別
Degree
頁數
Number of pages
67
研究生
Author
指導教授
Advisor
召集委員
Convenor
口試委員
Advisory Committee
口試日期
Date of Exam
2012-06-26
繳交日期
Date of Submission
2012-07-09
關鍵字
Keywords
趨避、中立、模糊、喜好、風險
neutral, aversion, ambiguity, seeking, risk
統計
Statistics
本論文已被瀏覽 6022 次,被下載 653
The thesis/dissertation has been browsed 6022 times, has been downloaded 653 times.
中文摘要
本研究採用兩種遊戲觀察測試者的風險態度和模糊態度,GAME 1:每一大題都利用多重單選題及填充題測試受試者,GAME 2:用競標方式測試受試者。
當決策涉及到獲利下的風險問題和損失下的風險問題,決策者持有不同的態度;相同地,決策者在獲利下的模糊問題和損失下的模糊問題也有不一樣的態度。但值得注意的是,兩個遊戲呈現的結果沒有很明顯的相關。
GAME 1之多重單選題的風險遊戲部分和模糊遊戲部分,決策者遇到獲利的情況時表現出趨避的心態、遇到損失的情況時表現出喜好的心態;GAME 1之填充題的風險遊戲部分和模糊遊戲部分,決策者看到獲利的情況時表現出中立的心態、看到損失的情況時表現出喜好的心態。
本實驗的GAME 2使用直接分析資料和利用風險指標與模糊指標分析資料。直接使用受試者填寫的標金分析GAME 2,主要呈現出三個結論:(1)獲利狀況下,受試者面臨高機率的獲利條件時呈現出風險趨避、模糊趨避,面臨低機率的條件時呈現出風險喜好、模糊喜好;損失狀況下,受試者面臨高機率時的損失條件時表現出風險喜好、模糊喜好,面臨低機率的條件時表現出風險趨避、模糊趨避。(2)獲利時風險和模糊的相關係數顯著大於損失時風險和模糊的相關係數。(3)在獲利遊戲中,受試者在模糊程度大的遊戲中所呈現的趨避態度顯著大於模糊程度小的遊戲;在損失遊戲中,受試者在模糊程度大的遊戲中所呈現的趨避態度無顯著大於模糊程度小的遊戲。
再引進風險指標和模糊指標分析GAME 2,上述前兩個結論是相同的,但是發現第三個結論和上述是不同的:獲利遊戲中,受試者在模糊程度大的遊戲所呈現的趨避程度顯著大於模糊程度小的遊戲;而在損失遊戲中,受試者在模糊程度越小的遊戲所呈現的趨避程度顯著越大於模糊成大的遊戲。
Abstract
Two different types of games are used to measure subjects’ attitudes towards risk and ambiguity in this paper. In GAME 1, subjects are provided with a series of binary choices and a fill-in question for every set of tasks. In GAME 2, subjects are asked to play an auction game. Gains and losses stimulate subjects’ different attitudes toward risk. It also happens when we measure subjects’ attitude toward ambiguity. However, the results of Game 1 and Game 2 lack strong correlation with each other.
While answering the series of binary choices in Game 1, subjects are risk averse/ambiguity averse over gains, and risk seeking/ambiguity seeking over losses. While answering the fill-in question in Game 1, subjects are risk neutral/ambiguity neutral over gains, and risk seeking/ambiguity seeking over losses.
In GAME 2, we measure the attitude toward risk or attitude by the deviation from the case of neutrality or by risk indexes/ambiguity indexes. Analyzing the deviation, we conclude: (1) In the gains domain with high average probabilities to win, subjects are risk averse/ambiguity averse, but in the case of low average probabilities to win, subjects are risk seeking/ambiguity seeking. On the other hand, in the losses domain with high average probabilities to loss, subjects are risk seeking/ambiguity seeking, but when with low average probabilities to loss, subjects are risk aversion/ambiguity aversion. (2) The correlation between the attitudes toward risk and ambiguity gains is significantly greater than that over losses. (3) In the gains domain, the level of ambiguity aversion of subjects significantly increases with the ambiguous ranges of games. However, in the losses domain, the relation between those two is weak or non-significant.
Analyzing the data with the risk indexes and the ambiguity indexes, we have two conclusions identical to the above. However, in the gains domain, the level of ambiguity aversion of subjects significantly increases with the ambiguity range of the games while we have the opposite result in the losses domain.
目次 Table of Contents
1 緒論 1
1.1 研究動機與目的 1
1.2 研究架構 3
2 文獻回顧 5
3 研究方法 10
3.1 問卷架構與流程 10
3.2 風險實驗 12
3.3 模糊實驗 13
3.4 參與者 15
4 實驗結果 17
4.1 GAME 1的檢定分析 17
4.2 GAME 2的檢定分析 18
4.3 GAME 2之風險指標和模糊指標 25
4.4 GAME 2的回歸分析 27
4.5 GAME 1和GAME 2的關係 30
5 結論與建議 40
5.1 研究結論 40
5.2 未來研究建議 41
參考文獻 43
附錄:正式問卷 45

參考文獻 References
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