voprecotestВопросы экономикиVoprosy Ekonomiki0042-8736Voprosy Ekonomiki, NP10.32609/0042-8736-2011-10-16-34voprecotest-1138Research ArticleВОПРОСЫ ТЕОРИИISSUES OF THEORYФеномен «уклонения от двусмысленности» в теории рационального выбораAmbiguity Aversion Phenomenon and Rational Choice TheoryПавловИ.PavlovI.

кандидат экономических наук, преподаватель МГУ им. М. В. Ломоносова, старший научный сотрудник ИЭ РАН

 

МГУ имени М. В. Ломоносова; Институт экономики РАНРоссияLomonosov Moscow State University; Institute of Economics, Russian Academy of SciencesRussian Federation2011201020110101634Copyright © Voprosy Ekonomiki, NP, 20112011Voprosy Ekonomiki, NPVoprosy Ekonomiki, NPhttps://www.vopreco.ru/jour/about/submissions#copyrightNoticehttps://www.vopreco.ru/jour/article/view/1138

Статья посвящена анализу одной из основных аномалий, наблюдаемых в индивидуальном поведении людей, совершающих выбор в ситуациях неопределенности, - уклонению от двусмысленности. Показано, что данное явление играет ключевую роль в современной теории рационального выбора и поэтому исследуется как экономистами-теоретиками, так и экспериментаторами. В статье дается подробный анализ сущности данного феномена и обсуждаются его наиболее вероятные причины.

The paper analyzes ambiguity aversion that is one of the main anomalies characteristic for the individual behaviour of economic agents making choice in the face of uncertainty. It shows that this phenomenon plays a major role in the contemporary rational choice theory and hence is widely discussed both by economic theorists and experimental economists. The article further elaborates on the nature of this phenomenon and considers its main causes.

поведенческая экономикатеория рационального выборауклонение от двусмысленностиbehavioral economicsrational choice theoryambiguity aversionReferencesНайт Ф. Риск, неопределенность и прибыль. М.: Дело, 2003.Найт Ф. Риск, неопределенность и прибыль. М.: Дело, 2003.Becker S., Brownson F. What Price Ambiguity? or the Role of Ambiguity in Decision-Making // Journal of Political Economy. 1964. Vol. 72, No 1. P. 62-73.Becker S., Brownson F. What Price Ambiguity? or the Role of Ambiguity in Decision-Making // Journal of Political Economy. 1964. Vol. 72, No 1. P. 62-73.Brewer K. Decisions Under Uncertainty: Comment // Quarterly Journal of Economics. 1963. Vol. 77, No 1. P. 159-161.Brewer K. Decisions Under Uncertainty: Comment // Quarterly Journal of Economics. 1963. Vol. 77, No 1. P. 159-161.Brewer K., Fellner W. The Slanting of Subjective Probabilities - Agreement on Some Essentials // Quarterly Journal of Economics. 1965. Vol. 79, No 4. P. 657-663.Brewer K., Fellner W. The Slanting of Subjective Probabilities - Agreement on Some Essentials // Quarterly Journal of Economics. 1965. Vol. 79, No 4. P. 657-663.Chow C., Sarin R. Comparative Ignorance and the Ellsberg Paradox // Journal of Risk and Uncertainty. 2001. Vol. 22, No 2. P. 129-139.Chow C., Sarin R. Comparative Ignorance and the Ellsberg Paradox // Journal of Risk and Uncertainty. 2001. Vol. 22, No 2. P. 129-139.Curley S., Yates J., Abrams R. Psychological Sources of Ambiguity Avoidance // Organizational Behavior and Human Decision Processes. 1986. Vol. 38, No 2. P. 230-256.Curley S., Yates J., Abrams R. Psychological Sources of Ambiguity Avoidance // Organizational Behavior and Human Decision Processes. 1986. Vol. 38, No 2. P. 230-256.Ellsberg D. Risk, Ambiguity and Decision. N. Y.: Garland Publishing Inc., 2001.Ellsberg D. Risk, Ambiguity and Decision. N. Y.: Garland Publishing Inc., 2001.Ellsberg D. Risk, Ambiguity, and the Savage Axioms // Quarterly Journal of Economics. 1961. Vol. 75, Nо 4. P. 643-669.Ellsberg D. Risk, Ambiguity, and the Savage Axioms // Quarterly Journal of Economics. 1961. Vol. 75, Nо 4. P. 643-669.Epstein L., Zhang J. Subjective Probabilities on Subjectively Unambiguous Events // Econometrica. 2001. Vol. 69, No 2. P. 265-266.Epstein L., Zhang J. Subjective Probabilities on Subjectively Unambiguous Events // Econometrica. 2001. Vol. 69, No 2. P. 265-266.Fellner W. Distortion of Subjective Probabilities as a Reaction to Uncertainty // Quarterly Journal of Economics. 1961. Vol. 75, No 4. P. 670-689.Fellner W. Distortion of Subjective Probabilities as a Reaction to Uncertainty // Quarterly Journal of Economics. 1961. Vol. 75, No 4. P. 670-689.Fishburn P. Decision Theory: The Next 100 Years? // Economic Journal. 1991. Vol. 101, Nо 404. P. 27-32.Fishburn P. Decision Theory: The Next 100 Years? // Economic Journal. 1991. Vol. 101, Nо 404. P. 27-32.Fox C., Tversky A. Ambiguity Aversion and Comparative Ignorance // Quarterly Journal of Economics. 1995. Vol. 110, No 3. P. 585-603.Fox C., Tversky A. Ambiguity Aversion and Comparative Ignorance // Quarterly Journal of Economics. 1995. Vol. 110, No 3. P. 585-603.French K., Poterba J. Investor Diversification and International Equity Markets // American Economic Review. 1991. Vol. 81, No 2. P. 222-226.French K., Poterba J. Investor Diversification and International Equity Markets // American Economic Review. 1991. Vol. 81, No 2. P. 222-226.Frisch D., Baron J. Ambiguity and Rationality // Journal of Behavioral Decision Making. 1988. Vol. 1, No 3. P. 149-157 .Frisch D., Baron J. Ambiguity and Rationality // Journal of Behavioral Decision Making. 1988. Vol. 1, No 3. P. 149-157 .Heath C., Tversky A. Preference and Belief: Ambiguity and Competence in Choice under Uncertainty // Journal of Risk and Uncertainty. 1991. Vol. 4, No 1. P. 5-28.Heath C., Tversky A. Preference and Belief: Ambiguity and Competence in Choice under Uncertainty // Journal of Risk and Uncertainty. 1991. Vol. 4, No 1. P. 5-28.Birnbaum M.H. The Nonadditivity of Personality Impressions // Journal of Experimental Psychology. 1974. Vol. 102, No 3. P. 543-561.Birnbaum M.H. The Nonadditivity of Personality Impressions // Journal of Experimental Psychology. 1974. Vol. 102, No 3. P. 543-561.Hsee C. The Evaluability Hypothesis: An Explanation for Preference Reversals between Joint and Separate Evaluations of Alternatives // Organizational Behavior and Human Decision Processes. 1996. Vol. 67, No 3. P. 247-257.Hsee C. The Evaluability Hypothesis: An Explanation for Preference Reversals between Joint and Separate Evaluations of Alternatives // Organizational Behavior and Human Decision Processes. 1996. Vol. 67, No 3. P. 247-257.Kahneman D., Tversky A. Prospect Theory: An Analysis of Decision under Risk // Econometrica. 1979. Vol. 47, No 2. P. 276-277.Kahneman D., Tversky A. Prospect Theory: An Analysis of Decision under Risk // Econometrica. 1979. Vol. 47, No 2. P. 276-277.Machina M., Schmeidler D. A More Robust Definition of Subjective Probability // Econometrica. 1992. Vol. 60, No 4. P. 752-757.Machina M., Schmeidler D. A More Robust Definition of Subjective Probability // Econometrica. 1992. Vol. 60, No 4. P. 752-757.March J. Bounded Rationality, Ambiguity, and the Engineering of Choice // Bell Journal of Economics. 1978. Vol. 9, No 2. P. 591.March J. Bounded Rationality, Ambiguity, and the Engineering of Choice // Bell Journal of Economics. 1978. Vol. 9, No 2. P. 591.O'Connor P. Ethnocentrism, Intolerance of Ambiguity, and Abstract Reasoning Ability // Journal of Abnormal and Social Psychology. 1952. Vol. 47, No 2. P. 526-530.O'Connor P. Ethnocentrism, Intolerance of Ambiguity, and Abstract Reasoning Ability // Journal of Abnormal and Social Psychology. 1952. Vol. 47, No 2. P. 526-530.Raiffa H. Risk, Ambiguity, and Savage Axioms: Comment // Quarterly Journal of Economics. 1961. Vol. 75, No 4. P. 690-694;Raiffa H. Risk, Ambiguity, and Savage Axioms: Comment // Quarterly Journal of Economics. 1961. Vol. 75, No 4. P. 690-694;Roberts H. Risk, Ambiguity and the Savage Axioms: Comment // Quarterly Journal of Economics. 1963. Vol. 77, No 2. P. 327-336.Roberts H. Risk, Ambiguity and the Savage Axioms: Comment // Quarterly Journal of Economics. 1963. Vol. 77, No 2. P. 327-336.Savage L. The Foundations of Statistics. N. Y.: Wiley, 1954.Savage L. The Foundations of Statistics. N. Y.: Wiley, 1954.Sherman R. Personality and Strategic Choice // Journal of Psychology. 1968. Vol. 70, No 2. P. 191-197.Sherman R. Personality and Strategic Choice // Journal of Psychology. 1968. Vol. 70, No 2. P. 191-197.Sherman R. The Psychological Difference Between Ambiguity and Risk // Quarterly Journal of Economics. 1974. Vol. 88, No 1. P. 166-169.Sherman R. The Psychological Difference Between Ambiguity and Risk // Quarterly Journal of Economics. 1974. Vol. 88, No 1. P. 166-169.Smith V. Measuring Nonmonetary Utilities in Uncertain Choices: The Ellsberg Urn // Quarterly Journal of Economics. 1969. Vol. 83, No 2. P. 324-329.Smith V. Measuring Nonmonetary Utilities in Uncertain Choices: The Ellsberg Urn // Quarterly Journal of Economics. 1969. Vol. 83, No 2. P. 324-329.Toda M., Shuford E. Utility, Induced Utilities, and Small Worlds // Behavioral Science. 1965. Vol. 10, No 3. P. 247.Toda M., Shuford E. Utility, Induced Utilities, and Small Worlds // Behavioral Science. 1965. Vol. 10, No 3. P. 247.Trautmann S., Vieider F., Wakker P. Causes of Ambiguity Aversion: Known versus Unknown Preferences // Journal of Risk and Uncertainty. 2008. Vol. 36, No 3. P. 225-243.Trautmann S., Vieider F., Wakker P. Causes of Ambiguity Aversion: Known versus Unknown Preferences // Journal of Risk and Uncertainty. 2008. Vol. 36, No 3. P. 225-243.Watson D., Friend R. Measurement of Social-Evaluative Anxiety // Journal of Consulting and Clinical Psychology. 1969. Vol. 33, No 4. P. 448-457.Watson D., Friend R. Measurement of Social-Evaluative Anxiety // Journal of Consulting and Clinical Psychology. 1969. Vol. 33, No 4. P. 448-457.Yates J., Zukowski L. The Anatomy and Consequences of Ambiguity in Decision Making: Technical Report. Ann Arbor, MI: Michigan Mathematical Psychology Program, 1975. MMPP No. 75-2.Yates J., Zukowski L. The Anatomy and Consequences of Ambiguity in Decision Making: Technical Report. Ann Arbor, MI: Michigan Mathematical Psychology Program, 1975. MMPP No. 75-2.

The authors declare that there are no conflicts of interest present.