测量信念和风险态度
Measuring Belief and Risk Attitude
摘要：
Ramsey（1926）提出了一个通过可观察的偏好来衡量主体的主观概率的建议，假设主体是预期效用最大化者。我展示了如何将Ramsey方法的精神扩展到更广泛的代理类别：风险加权期望效用最大化者（Buchak 2013）。特别是，我展示了我们如何可以衡量他们的可观察到的偏好的代理的风险态度，假设代理是一个风险加权的预期效用最大化。此外，我们可以利用这种方法来衡量风险加权期望效用最大化的主观概率。
英文摘要：
Ramsey (1926) sketches a proposal for measuring the subjective probabilities of an agent by their observable preferences, assuming that the agent is an expected utility maximizer. I show how to extend the spirit of Ramsey's method to a strictly wider class of agents: risk-weighted expected utility maximizers (Buchak 2013). In particular, I show how we can measure the risk attitudes of an agent by their observable preferences, assuming that the agent is a risk-weighted expected utility maximizer. Further, we can leverage this method to measure the subjective probabilities of a risk-weighted expected utility maximizer.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
