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论坛 休闲区 十二区 休闲灌水 IDEAS/RePEc 排名
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2005-11-23
英文文献:Examining the Functional Specification of Two-Parameter Model under Location and Scale Parameter Condition-考察了位置参数和尺度参数条件下双参数模型的功能说明
英文文献作者:Nakashima, Takahiro
英文文献摘要:
The functional specification of mean-standard deviation approach is examined under location and scale parameter condition. Firstly, the full set of restrictions imposed on the mean-standard deviation function under the location and scale parameter condition are made clear. Secondly, the examination based on the restrictions mentioned in the previous sentence derives the new properties of the mean-standard deviation function on the applicability of additive separability and the curvature of expansion path which links the points that give the same slope of indifference curve. It reveals that attention has not been sufficiently paid to the restrictions in interpreting the linear mean-standard deviation model and the nonlinear mean-standard deviation model that have been used in previous research. Thirdly, the interpretation of the nonlinear mean-standard deviation model is reconsidered in detail and then an alternative nonlinear mean-standard deviation model is proposed. The implication of the two nonlinear mean-standard deviation models to the empirical approach called "joint analysis of risk preference structure and technology" is discussed.

在位置和尺度参数条件下,研究了均值标准差方法的功能说明。首先,明确了位置和尺度参数条件下对均值-标准差函数的一整套限制。其次,通过对前一句话的限制条件的考察,得出了均值-标准差函数在可加可分性的适用性上的新性质,以及无差异曲线斜率相同的点之间的展开路径的曲率。说明以往研究中对线性均值-标准差模型和非线性均值-标准差模型的解释限制还没有得到足够的重视。再次,对非线性均值-标准差模型的解释进行了重新思考,提出了一种新的非线性均值-标准差模型。讨论了这两种非线性均值-标准差模型对“风险偏好结构与技术联合分析”经验方法的启示。
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