基于财富效用的产权协商交易定价的计算求解和参数分析

中国管理科学 ›› 2014, Vol. 22 ›› Issue (2): 129-134.

基于财富效用的产权协商交易定价的计算求解和参数分析

杨忠直¹, 孙皓辰², 彭俊伟¹

1. 上海交通大学安泰经济与管理学院, 上海 200052;
2. 天津大学管理学院, 天津 300072

收稿日期:2012-03-28 修回日期:2012-10-16 出版日期:2014-02-20 发布日期:2014-02-18
基金资助:
国家自然科学基金资助项目（70573070）

Computational Solving and Parameters Analysis of Bargaining Pricing for Properties Based on the Wealth Utility

YANG Zhong-zhi¹, SUN Hao-chen², PENG Jun-wei¹

1. Antai College of Economics and Management, SJTU, Shanghai 200052, China;
2. School of Management, Tianjin University, Tianjin 300072, China

Received:2012-03-28 Revised:2012-10-16 Online:2014-02-20 Published:2014-02-18

摘要/Abstract

摘要： 本文以案例研究的方式，根据人们对财富价值的偏好，通过构造产权交易中所获利润的财富效用函数，建产了权交易定价的协商模型，导出协商交易价格的加权边际效用零和方程。通过案例的数值计算研究了交易人的偏好，交易底价，协商势力和信息量等参数的不对称性对均衡价格的影响。进一步分析了产权买方财富拥有量变动对均衡价格的影响。本文研究结论可为产权协商交易定价的机制设计提供理论依据。

关键词: 产权定价, 协商交易, 财富效用函数, 财富效应, 协商力

Abstract: By means of a case study, a wealth utility function of profit gained from the property bargaining is constructed in this paper based on the wealth preference of people. The models of bargaining for property pricing are constructed and the weighted marginal utility zero-sum equation of solving equilibrium price of bargaining are derived. By numerical computation of a case, the effects of individual's preferences, base prices, bargaining power and information on the property equilibrium price are analyzed. Furthermore, the influence of personal wealth amount change on the property equilibrium price or wealth effect is explored. The results obtained in this paper might provide the theoretic basis for the mechanism designs of bargaining for property pricing.

Key words: property pricing, bargaining, wealth utility function, wealth effect, bargaining power

中图分类号:

F019.1

杨忠直, 孙皓辰, 彭俊伟. 基于财富效用的产权协商交易定价的计算求解和参数分析[J]. 中国管理科学, 2014, 22(2): 129-134.

YANG Zhong-zhi, SUN Hao-chen, PENG Jun-wei. Computational Solving and Parameters Analysis of Bargaining Pricing for Properties Based on the Wealth Utility[J]. Chinese Journal of Management Science, 2014, 22(2): 129-134.