ترسیم پارامترهای نظریه‌ چشم انداز تجمعی در نمونه‌ای ایرانی

نوع مقاله : مقاله پژوهشی

نویسنده

استادیار دانشکده علوم اجتماعی و اقتصاد دانشگاه الزهرا

چکیده

 
در میان نظریه‌های تصمیم‌گیری تحت ریسک و نا اطمینانی، نظریه چشم‌انداز تجمعی  به دلیل قدرت توضیح و پیش‌بینی بهتر، مورد اقبال بسیاری از محققان قرار گرفته است که در بیش از 50 هزار ارجاع آن نمایان است. بسیاری از پژوهشگران، در مطالعات کاربردی و به صورت ویژه در سناریوسازی‌ها و توضیح بسیاری از پدیده‌ها، از پارامترهای اولیه برآوردی توسط کانمن و تورسکی (1979) استفاده می‌کنند. با توجه به تأثیر محیط و فرهنگ بر رفتار تحت­ریسک و متعاقباً پارامترهای نظریه چشم‌انداز، مقاله حاضر، به ترسیم و تخمین توابع وزنی احتمال و مطلوبیت در دو دامنه برد (سود) و باخت (زیان) می‌پردازد و می‌کوشد تا با تخمین کلیه پارامترهای نظریه چشم‌انداز تجمعی، تصویری یکپارچه از نگرش افراد نسبت به ریسک در نمونه‌ای ایرانی ارائه دهد. علاوه بر این، برتری این نظریه در مقابل نظریه مطلوبیت مورد انتظار، در معرض آزمون غیرمستقیم قرارگرفته است. بسیاری از پیش‌بینی‌های نظریه چشم‌انداز تجمعی مانند رفتار چهارگانه تحت­ریسک و تقعر تابع ارزش در دامنه برد و تحدب آن در دامنه باخت، تأیید می‌شوند. یافته‌های این آزمایش، نشانگر برتری نظریه چشم‌انداز تجمعی نسبت به نظریه مطلوبیت مورد انتظار بوده، و شواهد نشان می‌دهد که درک افراد از احتمالات، خطی نیست و میزان ریسک­گریزی وابسته به احتمالات است. به‌صورت مشخص، اکثر آزمودنی‌ها مطابق با الگوی کاهش میزان ریسک­گریزی با افزایش احتمال باخت، و افزایش میزان ریسک­گریزی، با افزایش احتمال برد، رفتار کرده‌اند. این یافته‌ها، با رفتار چهارگانه تحت­ریسک مطابق هستند و نشان از عدم تفاوت فاحش نمونه موردبررسی با مطالعات پیشین دارد.

کلیدواژه‌ها

عنوان مقاله [English]

Eliciting Parameters of Cumulative Prospect Theory in an Iranian Sample

نویسنده [English]

  • Narges Hajimoladarvish
Assistant Professor, Faculty of Social Sciences & Economics, Alzahra University, Tehran, Iran
چکیده [English]

 Among decision theories under risk and uncertainty, cumulative prospect theory has become very popular because of its explanatory and predictive power, which is evident in more than 50,000 citations. In applied studies or for scenario making and explaining many phenomena, most researchers use the initial parameters estimated by Kahnemann and Torsky (1979). Given the impact of environment and culture on risky behavior and parameters ofprospect theory, the present paper elicits the utility and probability weighting functions in both gain and loss domains and estimates parameters of their functional forms. By estimating all parameters of cumulative prospect theory, this paper tries to provide an integrated picture of people's attitude towards risk from an Iranian sample. In addition, the superiority of this theory over expected utility is indirectly tested.
Findings confirm many predictions of cumulative prospect theory such as the fourfold pattern of risk attitude and concavity of value function over gains and its convexity over losses. The findings of this experiment show the superiority of cumulative prospect theory over expected utility theory.
The findings show that people's perceptions of probabilities are not linear and their degree of risk aversion depends on probabilities. More specifically, most subjects behaved according to the pattern of reducing risk aversion by increasing the probability of loss and increasing risk aversion by increasing the probability of gain. These findings are consistent with the fourfold pattern of risk attitude and indicate that the behavior of the sample is not different from previous samples. 

کلیدواژه‌ها [English]

  • Decision Making under Risk and Uncertainty
  • Cumulative Prospect Theory
  • Utility Function Elicitation
  • Probability Weighting Functions
  • Risk Taking

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