基于不确定性遗憾偏好模型的消费者偏好差异研究

消费者购买前的主观意向与实际决策行为经常矛盾,即存在陈述性偏好(SP)和显示性偏好(RP)差异性问题。目前关于SP和RP的研究多集中于两者的一致性和互补性,对其差异性研究较少,且忽视了消费者偏好不确定性的影响。基于此,本文提出了不确定性遗憾偏好模型,通过消费者发生购买行为后的满意或后悔程度来衡量SP和RP的差异性。结果表明,品牌认知、设计认知、性能认知及参照群体等不确定性因素,性别、教育和收入等消费者特征因素,价格、产品集、更换时间等产品属性因素均对消费者偏好差异性有显著影响。此外,男、女样本在SP和RP差异性上存在显著的系统性差异。     

Efficient Multi-Attribute Negotiation with Incomplete Information

Multi-attribute negotiation is an important mechanism for distributed decision makers to reach agreements in real-world situations. It allows the possibility of reaching “win-win” solutions for both parties, who trade off different attributes in a solution. Existing research on multi-attribute negotiations has mainly focused on the situations when negotiation parties have complete information about each other's preference. This paper presents a model with incomplete information, while considering Pareto-efficiency and computational efficiency. A non-biased mediator, who applies query learning to maintain near Pareto-efficiency without heavy computation, is adopted in the model. In addition, the mediating mechanism proposed in the model overcomes the difficulty of preference elicitation which usually arises in the preliminary step of a multi-attribute negotiation. Our model also reduces the negotiation complexity by decomposing the original n-dimensional negotiation space into a sequence of negotiation base lines. Agents can negotiate upon a base line with rather simple strategies. The experimental results show that near Pareto-efficient agreements can be reached effectively.     

Uncertain Power Average Operators for Aggregating Interval Fuzzy Preference Relations

In this paper, we investigate group decision making problems based on interval fuzzy preference relations. We define an uncertain power weighted average (UPWA) operator and an uncertain power ordered weighted average (UPOWA) operator, on the basis of the power average operator of Yager (IEEE Trans Syst Man Cybern A 31:724–731, 1988) and the uncertain geometric mean. In the situations where the weights of experts are known, we develop a method based on the UPWA operator for group decision making with interval fuzzy preference relations; and in the situations where the weights of experts are unknown, we develop a method based on the UPOWA operator for group decision making with interval fuzzy preference relations.     

Trade with Endogenous Market Power Under Asymmetric and Incomplete Information

This paper addresses whether or not trade under both asymmetric information and endogenous market power fits standard assumptions and outcomes of mechanism design of imperfect competition. I analyse the outcomes of a bilateral trade in which a manufacturer (the principal) purchases n inputs from a seller (the agent). Each input has a continuum of types, but the principal has no information on these input types, excepting their distributions. The model allows input types to shift input supply curves and flexibly accounts for any endogenous monopsony power (i.e., determined by the mechanism). Focusing on an optimal Bayesian mechanism, I find that the monotonicity assumption may not be enough to ensure price discrimination based on type. Truthful implementation implies that when allocation is increasing and weakly convex (curvature zero or positive) in the input type, the principal’s monopsony power decreases as the input type increases (i.e., is higher near competitive price for higher input type). However, under increasing but concave allocation, ambiguity remains as it is no longer guaranteed that high types would receive high prices. I also examine some extensions of the analysis in the cases of a benevolent principal and a mechanism with multiple agents. The findings provide explanation to real-world situations where input attribute affects market power of either player and to the functioning of many markets of goods and services under asymmetric and incomplete information.     

不完全信息下的审计策略

审计是为了解决被审计单位与外部之间的信息不对称问题。本文建立了不完全信息下会计师事务所与被审计单位之间的博弈模型,分析了会计师事务所的策略和被审计单位的策略,指出了决定博弈均衡的制度要素,包括审计收费、转换会计师事务所成本等的影响,并进一步探讨如何通过制度建设来提高审计质量。     

Mediation with Incomplete Information: Approaches to Suggest Potential Agreements

In bilateral Negotiation Analysis, the literature often considers the case of complete information. In this context, since the negotiators know the value functions of both parties, it is not difficult to calculate the Pareto efficient solutions for the negotiation. Thus rational negotiators can reach agreement on this frontier. However, these approaches are not applied in practice when complete information is not available. The research question of our work is “It is possible to help negotiators achieving an efficient solution in the absence of complete information regarding the different parameters of the model?”. We propose to derive incomplete information about the preferences of negotiators from the statements they make and the offers they exchange during the negotiation process. We present and discuss three approaches that use this information in order to help a mediator proposing a better solution than the compromise the negotiators have reached or are close to reach.     

A Practical Procedure for Group Decision Making under Incomplete Multiplicative Linguistic Preference Relations

The aim of this paper is to investigate a group decision making problem with incomplete multiplicative linguistic preference relations. We first define the concept of an incomplete multiplicative linguistic preference relation, and then develop a simple algorithm to extend each incomplete multiplicative linguistic preference relation to a complete multiplicative linguistic preference relation. Finally, we develop a practical procedure for group decision making under incomplete multiplicative linguistic preference relations, and give a numerical example to illustrate the developed procedure.     

Tariff Discrimination versus MFN under Incomplete Information

This paper presents a model of legal migration of temporary skilled workers from one source country to two host countries, both of which can control their levels of such immigration. Because of complementarities between capital and labor, the return on capital is positively related to the level of immigration. Consequently, when capital is immobile, host nations' optimal levels of immigration are positively related to their capital endowments. Further, when capital is mobile between the host nations, the common return on capital is a function of the levels of immigration in both countries, meaning that immigration is a public good. As a result, when immigration imposes costs on host countries, the Nash equilibrium results in free riding and less immigration than would occur in the cooperative equilibrium. These results are qualitatively unaltered when capital mobility extends to the source nation.     

不完全信息条件下的反倾销政策效果

大多数经济学家认为反倾销政策的经济学基础是相当薄弱的.与此相反,本文指出虽然在本国厂商与外国厂商的博弈过程中,反倾销政策的存在可能导致进口商品价格的提高,但政府完全可以通过承担反倾销过程成本消除价格扭曲.并且,在外国生产者的成本信息不为国内厂商所了解的情况下,反倾销政策方便了信息传递,从而有可能提高国内产业结构调整的效率.     

不完全契约、不对称信息与银企金融交易

对不完全契约理论和不对称信息理论的分析表明,我国银企金融交易中存在的逆向选择和道德风险行为,主要源自于银企之间的契约不完全和信息不对称,而且这种不完全和不对称程度越大,企业发生违约和道德风险的可能性就越大。在WTO背景下,积极探索改善我国银企之间信用关系,营造互相信任、共同合作的经营氛围,已成为当前我国金融体制改革和经济可持续发展的基础性工作。     

Risk Minimization with Incomplete Information in a Model for High‐Frequency Data

We study risk‐minimizing hedging‐strategies for derivatives in a model where the asset price follows a marked point process with stochastic jump‐intensity, which depends on some unobservable state‐variable process. This model reflects stylized facts that are typical for high frequency data. We assume that agents in our model are restricted to observing past asset prices. This poses some problems for the computation of risk‐minimizing hedging strategies as the current value of the state variable is unobservable for our agents. We overcome this difficulty by a two‐step procedure, which is based on a projection result of Schweizer and show that in our context the computation of risk‐minimizing strategies leads to a filtering problem that has received some attention in the nonlinear filtering literature.     

An Interactive Approach to Multiple Attribute Group Decision Making with Multigranular Uncertain Linguistic Information

The multiple attribute group decision making (MAGDM) problems having multiple sources of uncertain linguistic information assessed in different linguistic label sets are investigated. The existing linguistic labels in a linguistic label set are uniformly and symmetrically distributed, but in many real-life situations, the unbalanced linguistic information appears due to the nature of the linguistic variables used in the problems (Herrera and Herrera-Viedma, Proceedings of 4th international workshop on preferences and decisions, Trento, Italy, 2003). In this paper, we first define some unbalanced linguistic label sets, and then develop some transformation functions to unify the given multigranular linguistic labels in a unique linguistic label set without loss of information. Moreover, we utilize the uncertain linguistic weighted averaging operator to aggregate all individual uncertain linguistic decision matrices into a collective one, and define two similarity measures, one for measuring the similarity degree between each pair of uncertain linguistic variables, and the other for checking the consensus degrees among the individual uncertain linguistic decision matrices and the collective uncertain linguistic decision matrix. Finally, we develop an interactive approach to MAGDM with multigranular uncertain linguistic information and illustrate the developed approach with an application example.     

Strategic Manipulation of Preference Information in Multi-Criteria Group Decision Methods

When group decisions involve the allocation of resources to group members, the members might have an incentive to strategically distort any information they provide in order to increase their share of resources. The paper compares several multi-criteria group decision methods with respect to this problem. We show, using a computational model, that strategic manipulation of preference information is possible in all of the methods considered, although to a different extent. Furthermore, when the solution a method generates under correct information is not Pareto-optimal, manipulation attempts might even improve the efficiency of outcomes.     

Experimental Strategies for Preference Information Acquisition: A Lattice Path Treatment

This paper investigates strategies for the acquisition of consumer preference information by a market researcher. Such preference information is obtained by the market researcher through an experimental process that entails polling consumers about their preference profiles with a view to completely specifying the preference order. In this paper, we limit the focus to one or two consumers.In this environment, the experiments are pairwise comparisons between resource bundles about which there is no a-priori preference information. Each such experiment can have three possible signals: one bundle is more preferred, indifferent, or less preferred over another. Choice of an experiment in the experimental sequence is important because different choices result in different average amounts of information.For the analysis the paper establishes a link between preference theory and lattice path counting. Combinatorial arguments that allow the market researcher to calculate quantities of information at the start of the information acquisition process are presented. A recursion for finding the impact of choosing different experiments on the average values of information gain is constructed. The paper studies how the experiments chosen subsequently can affect the elimination of other experiments from the experimental set and thus have an effect on the efficiency of information acquisition. The measures derived could be used by the market researcher as a benchmark with which to compare information gathering strategies.     

The Generalized Nash Bargaining Solution for Transfer Price Negotiations Under Incomplete Information

In our model two divisions negotiate over type-dependent contracts to determine an intrafirm transfer price for an intermediate product. Since the upstream division’s (seller’s) costs and downstream division’s (buyer’s) revenues are supposed to be private information, we formally consider cooperative bargaining problems under incomplete information. This means that the two divisions consider allocations of expected utility generated by mechanisms that satisfy (interim) individual rationality, incentive compatibility and/or ex post efficiency. Assuming two possible types for buyer and seller each, we first establish that the bargaining problem is regular, regardless whether or not incentive and/or efficiency constraints are imposed. This allows us to apply the generalized Nash bargaining solution to determine fair transfer payments and transfer quantities. In particular, the generalized Nash bargaining solution tries to balance divisional profits, while incentive constraints are still in place. In that sense a fair profit division is generated. Furthermore, by means of illustrative examples we derive general properties of this solution for the transfer pricing problem and compare the model developed here with the models existing in the literature. We demonstrate that there is a tradeoff between ex post efficiency and fairness.     

企业现代信息管理素质定性分析和定量评测

如何动态地组织和评价企业现代信息管理工作是目前企业管理者面临的一个重要问题。在界定信息时代的企业信息管理素质的基础上,遵循系统性和可测性原则,从企业信息资源管理、信息管理系统应用和人员素质的角度出发,通过员工结构比例测算,构建了具有实用性的企业现代信息管理素质测度体系和测度系数CI。     

Ethics and the Internet Issues Associated with Qualitative Research

This paper examines the need for standards to resolve ethical conflicts related to qualitative, on-line research. Practitioners working in the area of qualitative research gauged the breadth and depth of this need. Those practitioners identified several key ethical issues associated with qualitative on-line research, and felt that there should be a common ethics code to cover issues related to Internet research. They also identified challenges associated with the profession's acceptance of a unified code. The paper concludes by offering guidance in developing and implementing such a code.     

不确定性决策与人民币汇率

运用不确定条件下决策的理论和方法,来分析人民币汇率风险评价及管理过程。研究表明,为规避汇率风险,应在完善汇率形成机制的同时,建立健全汇率政策信息的传递与反馈渠道;在微观方面,应积极建立衍生产品市场,为企业的避险行为提供有效的交易平台。