An Economic Analysis of Utility Smoothing

效用平滑的经济分析

• 批准号: 20530146
• 负责人: WAKAI Katsutoshi
• 金额: $ 2.75万
• 依托单位: Kyoto University
• 依托单位国家: 日本
• 项目类别: Grant-in-Aid for Scientific Research (C)
• 财政年份: 2008
• 资助国家: 日本
• 起止时间: 2008 至 2010
• 项目状态: 已结题
• 来源: https://kaken.nii.ac.jp/grant/KAKENHI-PROJECT-20530146/
• 关键词: 経済理論; 意思決定論; ミクロ経済学; 行動経済学; 金融経済学

I have extended theoretical research on a "preference for spread", that is, a tendency that a decision maker prefers spreading good and bad consumption over time. First, I have demonstrated that if the decision maker's preferences satisfy a "strong" notion of the preference for spread, to lower the volatility of a consumption sequence, the decision maker may prefer reducing a consumption level of a certain time period. Second, I have shown via a consumption-saving problem that if the decision maker's preferences satisfy a "strong" notion of the preference for spread, even when interest rates fluctuate greatly over time, the optimal consumption sequence has a low level of volatility of consumption. Third, for an evaluation of consumption sequences that involve risk, I have introduced a framework in which the decision maker whose preference satisfy the preference for spread shows an aversion to decreasing consumption sequences far greater than appreciation of increasing consumption sequences.

我已经扩展了关于“偏好扩散”的理论研究，即决策者倾向于随着时间的推移传播好的和坏的消费。首先，我已经证明，如果决策者的偏好满足一个“强”的概念的偏好蔓延，以降低波动性的消费序列，决策者可能会喜欢减少消费水平的某个时间段。第二，我已经通过消费储蓄问题表明，如果决策者的偏好满足“强”的偏好利差的概念，即使利率波动很大，随着时间的推移，最优消费序列有一个低水平的消费波动。第三，对于涉及风险的消费序列的评估，我引入了一个框架，在这个框架中，偏好满足价差偏好的决策者对减少消费序列的厌恶远远大于对增加消费序列的欣赏。

项目成果

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A Model of Stochastic Utility Smoothing

随机效用平滑模型

• 发表时间: 2011
• 作者: 中戸祐夫;中戸祐夫;中戸祐夫;中戸祐夫;若井克俊;〓〓〓 〓〓〓;若井克俊;Sachio Nakato;若井克俊
• 通讯作者: 若井克俊

Modeling Non-Monotone Preference : In the Case of Utility Smoothing

非单调偏好建模：在效用平滑的情况下

• 发表时间: 2009
• 作者: 中戸祐夫;中戸祐夫;中戸祐夫;中戸祐夫;若井克俊;〓〓〓 〓〓〓;若井克俊;Sachio Nakato;若井克俊;〓〓〓〓〓〓;若井克俊;Sachio Nakato;若井克俊;中戸祐夫;若井克俊;中戸祐夫;若井克俊;中戸祐夫;若井克俊;若井克俊;中戸祐夫;若井克俊;Sachio Nakato;Sachio Nakato;若井克俊;中戸祐夫;若井克俊
• 通讯作者: 若井克俊

Modeling Non-Monotone Preference : The Case of Utility Smoothing

非单调偏好建模：效用平滑的案例

• 发表时间: 2009
• 作者: 中戸祐夫;中戸祐夫;中戸祐夫;中戸祐夫;若井克俊;〓〓〓 〓〓〓;若井克俊;Sachio Nakato;若井克俊;〓〓〓〓〓〓;若井克俊;Sachio Nakato;若井克俊;中戸祐夫;若井克俊
• 通讯作者: 若井克俊

Two Extensions of Utility Smoothing

效用平滑的两个扩展

• 发表时间: 2009
• 作者: 中戸祐夫;中戸祐夫;中戸祐夫;中戸祐夫;若井克俊;〓〓〓 〓〓〓;若井克俊;Sachio Nakato;若井克俊;〓〓〓〓〓〓;若井克俊;Sachio Nakato;若井克俊;中戸祐夫;若井克俊;中戸祐夫;若井克俊;中戸祐夫;若井克俊;若井克俊;中戸祐夫;若井克俊;Sachio Nakato;Sachio Nakato;若井克俊;中戸祐夫;若井克俊;徐勝・中戸祐夫;若井克俊;若井克俊
• 通讯作者: 若井克俊