损失函数的数理特性研究--兼论行为和心理因素对损失函数的影响  

Research on Mathematical Characteristics of Loss Function:Effects of Behavior and Mentality on Loss Function

作　　者：黄荣哲[1] 何问陶[1] 农丽娜[2] 

机构地区：[1]暨南大学金融学系,510632 [2]中国人民银行南京中心支行,530021

出　　处：《南开经济研究》2008年第6期90-110,共21页Nankai Economic Studies

摘　　要：传统二次损失函数常常被假定为是对称的、上凹的、无界的和强可加的。然而,越来越多的研究表明,这些特征与生产实践不相符合,尤其是行为和心理因素对损失函数的数理特性影响相当大。为此,本文将从行为经济学的角度,来研究新的损失函数表达式。The traditional quadratic loss function is often regarded as a function which is symmetric, concave, unbounded and strongly additive. However, more and more researches have show that these characteristics do not agree with the production practice. Behavior and mentality cast largish influence on mathematical characteristics of loss function. So we can get a new expression after we study loss function from behavioral economics.

关 键 词：损失函数 展望理论 价值函数 心理账户 

分 类 号：F272[经济管理—企业管理] F224[经济管理—国民经济]