讲座题目：Comparative Revealed Preference Theory
主 讲 人：西南财经大学 Joshua Lanier 副教授
讲座时间：2023年11月15日（周三）15:00
讲座地点：商学院江湾楼 336 晨星厅
主办单位：中南大学金融创新研究中心、中南大学绿色金融研究中心
主 持 人 ：中南大学商学院 强宏杰 博士
摘 要：We provide a non-parametric revealed preference test which allows us to determine if one person is more risk averse (or impatient, selfish, uncertainty averse, complexity averse, etc.) than a second. Specifically, given finite datasets on two decision makers we are able to test if there exists utility functions which rationalize the observed behavior where the second utility function is more risk averse (or more impatient, more selfish, etc.) than the first. For many comparative concepts of interest (for instance, Yaari's notion of more risk averse) our test takes the form of a simple acyclicality condition on a pair of modified revealed preference relations. More generally, our test can be implemented by solving a mixed integer program. Our test can be applied with the Yaari (1969) notion of more risk averse, the Epstein (1999) notion of more uncertainty averse, the Ok and Benoit (2007) notion of more impatient, and the Puri (2018) notion of more complexity averse. Several other applications are also given.
主讲人简介:
Joshua Lanier，西南财经大学中国行为经济与行为金融研究中心副教授，主要研究领域为需求估计、消费者行为、决策理论、行为经济学、实验经济学、计量经济学理论。欧洲经济和统计高级研究中心博士后研究员(2019-2021)，剑桥教育The Tripod Project研究分析师(2010-2012)。Asia Meeting of the Econometric Society项目委员会成员，Journal of Mathematical Economics初级副编辑，Journal of Mathematical Economics, Economic Theory, Canadian Journal of Economics, Review of Economics and Statistics等多个期刊审稿人。曾获Royal Economic Society Junior Research Fellowship(2016-2017)，Department Teaching Associate(2014-2016), George Webb Medley Thesis Prize for Best MPhil Thesis in Economics(2014), Tenenbaum Memorial Prize in Economics for Best Honors Thesis(2007)。在Review of Economics and Statistics, Journal of Economic Theory等多个国际期刊上发表多篇文章。
