Kształt krzywych obojętności w trójkącie Marschaka-Machiny

• Autorzy: Krzysztof Kontek

Warianty tytułu

The Shape of Indifference Curves Inside the Marschak-Machina Triangle

• Języki publikacji: PL

Abstrakty

Artykuł prezentuje wyniki badania nad krzywymi obojętności w trójkącie Marschaka-Machiny. Przedstawiono w nim nową metodę wyznaczania takich krzywych za pomocą ekwiwalentów pewności loterii. Najbardziej istotną obserwacją wynikającą z danych eksperymentalnych jest obecność skoków krzywych obojętności w pobliżu przyprostokątnych trójkąta. Skoki takie nie występują jednak w okolicy przeciwprostokątnej. Wynik taki świadczy, że zmiana zakresu wypłat loterii powoduje skok w jej wycenie. Ten psychologiczny efekt powinien być uwzględniony w teoriach podejmowania decyzji w warunkach ryzyka.(abstrakt oryginalny)

EN

This paper presents results of a study which shed new light on the shape of indifference curves in the Marschak-Machina triangle. The most important observation concerns (possibly discontinuous) jumps in indifference curves at the triangle legs towards the triangle origin. Such jumps, however, do not appear at the triangle hypotenuse. This points out to discontinuity in the lottery valuation when the range of the lottery outcomes changes. Focusing attention to the range of lottery outcomes appears thus one of the most important factors driving decisions under risk. The study has been made using a novel method of estimating indifference curves, which is based on linear interpolation of certainty equivalent values between adjacent points representing the lotteries under consideration(original abstract)

Słowa kluczowe

PL

Modele podejmowania decyzji; Ryzyko; Wyniki badań

EN

Decision-making models; Risk; Research results

• Czasopismo: Studia Ekonomiczne / Uniwersytet Ekonomiczny w Katowicach
• Rocznik: 2016
• Numer: nr 301
• Strony: 137--150

Twórcy

autor

Krzysztof Kontek

• Szkoła Główna Handlowa w Warszawie

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