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1 Varian2000pp.22 1-5 -
2 3 2 Varian2000pp. 3 Varian2000pp. - 6 -
( x, x 1 2 ) f ( y, y ) 1 2 ( y, y ) f ( x, x ) 1 2 1 2 X Y 1 4 X Y ) ( x, x f ( y, y ) 1 2 1 2 ( y, y 1 2 ) f ( x, x ) 1 2 ( x, x 1 2 ) f ( y, y ) 1 2 ( y, y ) f ( x, x ) 1 2 1 2 ( 1 2 ) 1 2 ( 1 2 ) 1 2 1 2 1 2 ( 1 2 ) 1 2 4 Varian2000pp.38-7 -
5 6 X Y Z Y Z X Varian2000 utility function ) ( x, x ) 1 2 ( y, y 1 2 ( x, x 1 2 ) ( y, y ) 1 2 7 d ( x x ) x c x u, = 1 2 1 2,d 5 Varian2000pp.39 6 Varian2000pp.39 7 ( x, x 1 2 ) f ( y, y ) 1 2 u( x, x ) 1 2 u( y, y ) 1 2-8 -
ordinal utility (cardinal utility) f f 8 A B A B 9 10 8 Varian2000pp.59 9 Varian2000pp.60 10 Varian2000pp.196-9 -
Varian 2000 11 11 Varian2000pp 196 Varian2000 25000 35000 K K γ KK γ. 1 γ γ γ γ = = K K K C C b g - 10 -
12 2 u ( c c ) 1, 2, 1, 2 1 c1 c 2 13 2 1 12 Varian2000pp.198 13 3 u ( c1, c2, 1, 2 ) = 1c1 + 2 c2-11 -
,, c 1 2 3 c1 c2 3,, U ( c c c ) = u( c ) + u ( c ) + u ( ) 1, 2, 3 1 1 2 2 3 c3 expected value u 1 ( c c, ) = c + c 1, 2, 1 1 1 u ( c c ) = v ( c ) + v ( ) 1, 2, 1, 2 1 1 2 c2 v 1 v c 2 + ( c,c 1v( c1 ) 2 v( c2 ) 1 2 ) v( c) c v( c) In c 2 ( c ) ( ) - 12 -
MRS 12 U = U ( c1, c2, c3 ) ( c, c, c ) 1 2 3 c 1 1 u = c u 2 2 ( c1 ) c1 ( c2 ) c2 MRS 2-13 -
14 3 14 Sen1986 internal consistency self-interest pursuit 1992-14 -
Simon(1965) 15 15 Simon(1965) pp.102-15 -
16 16 Sen1989pp.128-16 -
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N. McCloskey 1978 Herbert A. Simon Daniel KhanemanAmos Tversky Daniel Khaneman 2002 17 17 Amos Tversky - 18 -
Simon Simon Simon Simon1984 SEU Simon Simon - 19 -
18 Simon 19 Simon 1967 20 KhanemanTversky KhanemanTversky 18 Simon1984pp.1516 19 Simon1984pp.200 20 1995pp.29-20 -
Simon 21 Simon1967 Simon1967 21 Simon1967pp.103-21 -
Simon Simon 22 Simon Simon 22 Simon1967pp.105-22 -
Simon 23 T ( x) = y 23 Simon1967pp.30-23 -
y ( x1, x2, x3, L, xn) = y T y y : y y y Simon 3 Simon - 24 -
Simon search satisfying George Stigler George Stigler George Stigler Simon 24George Stigler 1965 Simon Simon 25 26 Simon George Stigler Simon 24 Simon1987pp.281 25 Simon1987pp.281 26 Simon1987pp.281-25 -
Simon George Stigler Simon Simon 27 Simon 28 Simon 27 Simon1987pp.281 28 Simon1987pp.281-26 -
4 Simon 29 29 Simon1989pp.30-27 -
Simon Simon Simon Simon Simon Simon 1935 Simon Simon 1934 1935 30 Simon 30-28 -
31 32 Simon 33 Simon 1920 30 Simon 31 Simon1991pp.86 32 Simon1976pp.86 33 Simon1999pp.274-29 -
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34 34 1995pp. - 32 -
6 1911 1880 1910 1912 1914-33 -
1914 1923 1923 35 35 1925-34 -
Simon 36 Simon Simon 37 1926 36 Simon1999pp.274 37 1995pp.19-35 -
38 Simon Simon Simon 1940 39 1 Simon 1970 40 Simon 38 39 1995pp.42 40-36 -
1970 41 Simon Simon Simon Simon 1950 60 Simon 50 Simon 41 1995pp.414-37 -
50 Simon Simon 42 1950 K.J. G. L.W. D. 43 1950 K.J. L. F.H. 44 1950 Simon Simon Simon 1950 1950 1970 90 42 2001pp.150 43 2001pp.150 44 2001pp.150-38 -
1970 45 HallHitch 10 45 1995pp.427-39 -
Simon Simon Simon Simon 1978 Simon Simon Simon Simon - 40 -
Simon 46 Khaneman Tversky KhanemanTversky 1763 200 47 KhanemanTversky KhanemanTversky 46 2 AB Pr { B A} Pr = { A I B} Pr{ A} = Pr Pr { B} Pr{ A B} { B} Pr{ A B} + Pr{ B} Pr{ A B} B r A Bi Pr { Bi A} { AI Bi} Pr{ A} Pr = = r Pr{ Bi} Pr{ A Bi} Pr{ Bj} Pr{ A Bj} j= 1 PrBi A 47 1995pp.442-41 -
De BondtThaler Simon n 48 n n 1 100 n 80 3.57 30 1 100 7 49 48 1997pp.78 49 1997pp.79-42 -
Simon 50 Simon Simon Simon 50-43 -
KhanemanTversky KhanemanTversky Simon Allais Allais Ellsberg Ellsberg KhanemanTversky KhanemanTversky Khaneman Tversky n = i V ( pi) v( xi) ) i (pi v( xi) x ) (pi v xi 50 ( ) - 44 -
50 50 45 50 2 1.0 01.0-45 -
3 KhanemanTversky - 46 -
,0.5,0.5 A D A Y X D X Y C AD B AD A D 4 AD A Y A B C D D - 47 -
KhanemanTversky n, p p p, p, A4000,0.8B 3000 20 80n95 C4000,0.2D 3000,0.25 65 35n95 E 4000,0.8 F 3000 92 n95 25% G4000,0.8H 3000 22 78% n141 AB B CD C C D A,0.25B,0.25 B A p B,p - 48 -
A,p A C 0.8 0.2 B D 1.0 0.25 1 51 4 KhanemanTversky AB EF GH 25% 0.25 G C H D 51 1997pp.165-49 -
Allais Ellsberg U ( ai ) = ju ( cij ) V ( j ) KhanemanTversky KhanemanTversky 52 KhanemanTversky KhanemanTversky 52 1997pp.163-50 -
Khaneman 2002-51 -
De BondtThaler De BondtThaler KhanemanTversky De BondtThaler 1926 1982 12 35 35 16-52 -
19.6 24.6 1 De BondtThaler De BondtThaler - 53 -
De BondtThaler 1996 1983 24.6 3 400 900 29.9 De BondtThaler De BondtThaler De BondtThaler 53 53 1994pp.195 CAPM R = R R R e it ft ( mt ft ) it Rit t I - 54 -
CAPM De BondtThaler De BondtThaler 36 16.6 9.4 8.5 R mt R ft t t e it t - 55 -
1990-56 -
54 54 1994pp.194-57 -
Sen Simon Sen Sen 55 56 Sen 55 Sen1989pp.133 56 Sen1989pp.133-58 -
Sen Sen 57 Sen Sen 57 Sen1989pp.147-59 -
Sen 40 60 10 5 4 10 10-60 -
50 50 5 1 2.5 MarwellAmes 80 32 20 50 50-61 -
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9 Simon - 65 -
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2001 Hursh Economic concepts for the analysis of behavior Journal of the experimental Analysis of Behavior 1980 1980 Hursh 1997 Journal of Applied Behavior Analysis Kagel & Winker(1972) Kagel & Winker 58 2001 1997 58-67 -
1970 1980 2001 1997 1970 1970 1970 KhanemanTversky 1970-68 -
19 weber-fechner,19971920 30 1960 1960 1970 1960 1948 Chamberlin - 69 -
Vernon Smith Chamberlin Vernon Smith 1960 1963 1964 1965 Richard Cyert, Lester Lave 1969 The Review of Economic Studies Vernon Smith 1980-70 -
1986 1980 Smith - 71 -
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De BondtThaler KhanemanTversky 1990 1993 2001 1988 30 30 30 30 30 1993 1996 1993 1993 1995 3 1996 1996 1998 1993 1996 1998-73 -
1996 1999 2001 10 1993 1995-74 -
5 1993 1993 10 1993 1994 7 12 1995 1994 27 99 93 100 11 2 96 40-75 -
11 1996 1998-76 -
6 1993 1996 1996 1996-77 -
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URL Amartya Sen1982 ChoiceWelfare and MeasurementBasil Blackwell 1989 BarryCastroKennethWeingarten 1970Toward Experimental EconomicsThe Journal of Political Economy Volume 78 Issue Mar.-Junpp598607 EugeneFFama1991 Efficient Capital MarketsThe Journal of Finance 12 Eugene F. Fama 1992 pp3583 DanielBell1982THE SOCIAL SCIENCES SINCE THE SECOND WORLD WARTransactionInc 1984 TBS Daniel FriedmanShyam Sunder1994Experimental Methods A primer for economistscambridge University Press 1999 DeirdreNMcCloskey1996 The Vices of Economists: The Virtues of the BourgeoisieUniv of Chicago Press N. 2002 JonElster1989 THE NUTS AND BOLTS FOR SOCIAL SCIENCES Cambridge University Press 1997 Hal R Varian1999Intermediate MicroeconomicsA Modern Approach, 5 th editionwwnorton & Company662 pages 2000 HerbertASimon(1999)The Sciences of the ArtificialThe MIT Press CambridgeMassachusettsUSA A 1999-82 -
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