前景理论下的损失规避研究综述  

To Review on Reserch of Loss Aversion under Prospect Theory

作　　者：刘明[1] 刘新旺[1] 

机构地区：[1]东南大学经济管理学院,南京211189

出　　处：《价值工程》2008年第10期143-146,共4页Value Engineering

摘　　要：首先介绍关于前景理论研究的发展概况,包括原始前景理论(OPT)、累积前景理论(CPT)和第三代前景理论(PT3)等,给出各模型表达形式并进行比较分析。提出了一个全新的前景理论描述模型,对其性质作了初步讨论。其次,重点阐述了损失规避在前景理论框架下的定义及其模型表达,提出了在PT3框架下损失规避的定义和度量。最后,进行了总结和展望。The development of the Prospect Theory is represented, including original version of prospect theory （short for OPT）, cumulative prospect theory （short for CPT）and third-generation prospect theory （short for PT3）. Models and comparative analysis of those theories are also expressed. A new descriptive model of prospect theory is proposed, and its properties are introduced briefly. The definitions and models of loss aversion under prospect theory are presented. Finally,the definition and measurement of loss aversion under PT3 is discussed. Finally ,conclusion and future research directions are proposed.

关 键 词：前景理论 损失规避 OPT CPT PT3 

分 类 号：G303[文化科学] O22[理学—运筹学与控制论]