个人风险偏好与时间偏好的实验研究

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1、西南交通大学硕士学位论文个人风险偏好与时间偏好的实验研究姓名：丁洁瑶申请学位级别：硕士专业：产业经济学指导教师：傅浩20071101西南交通天学硕士研究燕学位论文繁lt页AbstractInthepast幽cades．researchmethodologyofexperimentaleconomicshasbeenappliedintomanyaspectsofeconomicsresearch．Especially，manyscholarsandeconomistsdidexperimentsoni

2、ndividualriskandtimepreferences；anddevelopedmanyrelatedtheories．tnChina,experimentalresearchoneconomicsisstillollthestartingpoint．Itneedsmoreresearchoniudividualpreferenceinfuture．Firstly,thispaperstatesexperimentalstudyonindividualriskpreference：analys

3、esfactorsthatcanaffectindividualriskpreferencethroughlotter'／choiceexperiments；thencomparesandanalysesindividualriskpreferenceundermatchingandchoosingconditioninordertoconcludepreferencechangeswithdifferentexperimentalconditions；studieswhetherthereexist

4、sstatus—quoundereachexperimentalcondition。Secondly．researchesonindividualtimepreference：getsindividualtimeindifferencepointsundermatchingcondition；comparesthechangeswhenswitchingexperimentalconditions；testswhetherthereexistsstatus-quounderdifferentcondi

5、tion．Last，thispaperstudiesontherelationshipbetweenriskandtimepreferences．11把resultsshowthat：Firstofall，underrisk，riskyprobability，theamountofcertainincomeandriskyyieldsarethreefactorsthatparticipantstakeintoconsiderationwhenfacedwithe口tlalexpected．value

6、choices．Riskyprobabilityissubjects’mainconsideration．Consistentwiththehypothesisofscalecompatibility,areversalhappensfromchoice幻matching，Theresultsindicatethat，whenfacewithchoices，participantsaremoreinclinedtoconsiderthemainfacto卜—fiskyprobability；howev

7、er,whendealwithmatching，theytendtotakeallthreefactorsmentionedaboveintoconsiderationintheirdecisionmaking，Second，asdelayyieldsmerease，participantshavetheintentiontoincreasetheirpatiencetodelay,andthereiSalinearrelationshipbetweeninvestmentyieldsandthede

8、greeofpatience，lndividualtimepreferenceisnotconsistentandisaffectedbythepreferenceelicitingmethodsandexpectedvalue．Inchoice。relativeshortdelayisthemainconsiderationforpartici；'antswhichmeartstheyhaveapresentbias．Inmatching，howeve