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分享风险下的决策: accumulation 2015-4-6 18:29; 3.1 圣彼得堡悖论对风险偏好的现代讨论始于瑞士数学家贝努利（Daniel Bernoulli）。贝努利的表兄Nicolas 提出这么一种赌局：抛一个公平的硬币，如果是正面，则参与者获得1元钱，且赌博结束。如果是反面，参与者并不会输钱。然后再抛一次硬币。此时如果出正面，则参与者获得2 元，赌博结束。但如果第2 次还是出的反面，则再抛一次，此时出正面的话参与者赢4 元......如此持续到永远。第n 次抛硬币如果出现正面，参与者能够获得的奖励是2n1。而如果出现反面，参与者也不输钱，只是继续再抛一次硬币而已。可以算出，这一赌局的期望收益是无穷大。所以，如果期望收益是人在不确定性下做决策的标准，那么不管给这个赌局设定多么高的进门费（交了进门费之后才能参与这个赌局），理性的人都会愿意交钱参与。但在现实中，就算愿意交25 块钱来参与这个赌局的人都不多。贝努利对这个悖论的解释是，人其实看重的不是收益的期望，而是不同可能性下效用的期望。而效用会随着收益的增加而边际效益递减。贝努利采用的效用函数是对数效用。贝努利所采用的这种不同情况下效用值的期望，就是现在广为使用的期望效用函数（expected utility）。; 个人分类: 金融工程|0 个评论

分享 Nicolas Sarkozy and Carla Bruni seek injunction over tapes: 912726421 2014-3-6 20:14; Former French President Nicolas Sarkozy and his wife Carla Bruni have launched legal action after secret recordings of them were leaked online. Lawyers for Mr Sarkozy filed a request for an emergency injunction to prevent more transcripts from being published. They say the recordings were made by a former aide, Patrick Buisson, without the couple's knowledge. Although the transcripts are embarrassing, they are not considered too damaging, correspondents say. Mr Sarkozy was said to be furious after it emerged that Mr Buisson had recorded hundreds of hours of meetings and private conversations during his 2007-12 term as French president. In a statement, Mr Buisson's lawyer confirmed that the tapes had been made but claimed they had been done to help him to keep a proper record of all discussions with Mr Sarkozy and other officials. Most of the recordings were destroyed and those that have been made public must have been stolen, the lawyer added. 'Betrayed' Some of the recordings were published by satirical magazine Le Canard Enchaine and website Atlantico on Wednesday. The initial revelations contain excerpts in which top officials express scorn over the presence of Mr Sarkozy's wife at meetings at the Elysee. They also suggest that Mrs Bruni-Sarkozy was unhappy that she had lost income when she married Mr Sarkozy, and hoped to boost her finances by advertising anti-ageing products. Mr Sarkozy himself is shown to have been dismissive, even mocking, of the capacities of some of his ministers. Henri Guaino, one of Mr Sarkozy's closest allies, said the former president was feeling "betrayed" by Mr Buisson.; 14 次阅读|0 个评论

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