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Prospect theory : for risk and ambiguity

Author: Peter P Wakker
Publisher: Cambridge, Mass. : Cambridge Univ. Press, 2010.
Edition/Format:   Print book : English : 1. publView all editions and formats
Publication:Prospect theory.
Summary:
Risks and uncertainties play a role in virtually all of our decisions. Quantitative models have so far been either too unrealistic or too complex. This graduate textbook presents modern models that are both realistic and tractable. All mathematical tools are related to real-life processes, ensuring accessibility to a wide audience.
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Peter P Wakker
ISBN: 9780521765015 0521765013 9780521748681 0521748682
OCLC Number: 699862270
In: Wakker, Peter P
Description: XIII, 503 Seiten : Diagramme ; 25 cm
Contents: Preface; Introduction; Part I. Expected Utility: 1. The general model of decision under uncertainty no-arbitrage (expected utility with known utilities and unknown probabilities); 2. Expected utility with known probabilities - 'risk' - and unknown utilities; 3. Applications of expected utility for risk; 4. Expected utility with unknown probabilities and unknown utilities; Part II. Nonexpected Utility for Risk: 5. Heuristic arguments for probabilistic sensitivity and rank dependence; 6. Probabilistic sensitivity and rank dependence analyzed; 7. Applications and extensions of rank dependence; 8. Where prospect theory deviates from rank-dependent utility and expected utility: reference dependence versus asset integration; 9. Prospect theory for decision under risk; Part III. Nonexpected Utility for Uncertainty: 10. Extending rank-dependent utility from risk to uncertainty; 11. Ambiguity: where uncertainty extends beyond risk; 12. Prospect theory for uncertainty; 13. Conclusion; Appendices; References; Index.
Responsibility: Peter P. Wakker.

Abstract:

Risks and uncertainties play a role in virtually all of our decisions. Quantitative models have so far been either too unrealistic or too complex. This graduate textbook presents modern models that  Read more...

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'Peter Wakker's new book provides a brilliant account of what has happened in the field of decision theory during the last twenty years. Decision analysts will find here many tools and assessment Read more...

 
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