基于财富效用的产权协商交易定价的计算求解和参数分析  

Computational Solving and Parameters Analysis of Bargaining Pricing for Properties Based on the Wealth Utility

作　　者：杨忠直[1] 孙皓辰[2] 彭俊伟[1] 

机构地区：[1]上海交通大学安泰经济与管理学院,上海200052 [2]天津大学管理学院,天津300072

出　　处：《中国管理科学》2014年第2期129-134,共6页Chinese Journal of Management Science

基　　金：国家自然科学基金资助项目(70573070)

摘　　要：本文以案例研究的方式,根据人们对财富价值的偏好,通过构造产权交易中所获利润的财富效用函数,建产了权交易定价的协商模型,导出协商交易价格的加权边际效用零和方程。通过案例的数值计算研究了交易人的偏好,交易底价,协商势力和信息量等参数的不对称性对均衡价格的影响。进一步分析了产权买方财富拥有量变动对均衡价格的影响。本文研究结论可为产权协商交易定价的机制设计提供理论依据。By means of a case study, a wealth utility function of profit gained from the property bargaining is constructed in this paper based on the wealth preference of people. The models of bargaining for proper- ty pricing are constructed and the weighted marginal utility zero-sum equation of solving equilibrium price of bargaining are derived. By numerical computation of a case, the effects of individual＇s preferences, base prices, bargaining power and information on the property equilibrium price are analyzed. Furthermore, the influence of personal wealth amount change on the property equilibrium price or wealth effect is explored. The results obtained in this paper might provide the theoretic basis for the mechanism designs of bargain- ing for property pricing.

关 键 词：产权定价 协商交易 财富效用函数 财富效应 协商力 

分 类 号：F019.1[经济管理—政治经济学]