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Prospect theory :for risk and ambigu...

Wakker, Peter P.

Prospect theory :for risk and ambiguity /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Prospect theory :Peter P. Wakker.
Reminder of title:	for risk and ambiguity /
Author:	Wakker, Peter P.
Published:	Cambridge ;Cambridge University Press,2010.
Description:	xiii, 503 p. :ill. ;26 cm.
Subject:	Decision making.
Online resource:	http://assets.cambridge.org/97805217/65015/cover/9780521765015.jpg
ISBN:	0521748682 (pbk.)

Prospect theory :for risk and ambiguity /
Wakker, Peter P.

Prospect theory :for risk and ambiguity /Peter P. Wakker. - Cambridge ;Cambridge University Press,2010. - xiii, 503 p. :ill. ;26 cm.

Includes bibliographical references and indexes.

Introduction -- Expected utility. The general model of decision under uncertainty no-arbitrage (expected utility with known utilities and unknown probabilities) -- Expected utility with known probabilities--’risk’--and unknown utilities -- Applications of expected utility for risk -- Expected utility with unknown probabilities and unknown utilities -- Nonexpected utility for risk. Heuristic arguments for probabilistic sensitivity and rank dependence -- Probabilistic sensitivity and rank dependence analyzed -- Applications and extensions of rank dependence -- Where prospect theory deviates from rank-dependent utility and expected utility: reference dependence versus asset integration -- Prospect theory for decision under risk -- Nonexpected utility for uncertainty. Extending rank-dependent utility from risk to uncertainty -- Ambiguity: where uncertainty extends beyond risk -- Prospect theory for uncertainty -- Conclusion.

"Prospect Theory: For Risk and Ambiguity provides the first comprehensive and accessible textbook treatment of the way decisions are made both when we have the statistical probabilities associated with uncertain future events (risk) and when we lack them (ambiguity). The book presents models, primarily prospect theory, that are both tractable and psychologically realistic. A method of presentation is chosen that makes the empirical meaning of each theoretical model completely transparent. Prospect theory has many applications in a wide variety of disciplines. The material in the book has been carefully organized to allow readers to select pathways through the book relevant to their own interests. With numerous exercises and worked examples, the book is ideally suited to the needs of students taking courses in decision theory in economics, mathematics, finance, psychology, management science, health, computer science, Bayesian statistics, and engineering"--

ISBN: 0521748682 (pbk.)

LCCN: 2010008581

Nat. Bib. No.: GBB052657bnb

Nat. Bib. Agency Control No.: 015535205UkSubjects--Topical Terms:

183849
Decision making.

LC Class. No.: HD30.23 / .W34 2010

Dewey Class. No.: 338.5

Prospect theory :for risk and ambiguity /
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020 $a 0521748682 (pbk.)
020 $a 0521765013 (hardback) : $c NT$3473
020 $a 9780521748681 (pbk.)
020 $a 9780521765015 (hardback)
035 $a (OCoLC)ocn496959012
035 $a 16120180
040 $a DLC $c DLC $d BTCTA $d YDXCP $d C#P $d UKM $d CDX $d DLC
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050 0 0 $a HD30.23 $b .W34 2010
082 0 0 $a 338.5 $2 22
100 1 $a Wakker, Peter P. $3 562961
245 1 0 $a Prospect theory : $b for risk and ambiguity / $c Peter P. Wakker.
260 $a Cambridge ; $a New York : $b Cambridge University Press, $c 2010.
300 $a xiii, 503 p. : $b ill. ; $c 26 cm.
504 $a Includes bibliographical references and indexes.
505 0 $a Introduction -- Expected utility. The general model of decision under uncertainty no-arbitrage (expected utility with known utilities and unknown probabilities) -- Expected utility with known probabilities--’risk’--and unknown utilities -- Applications of expected utility for risk -- Expected utility with unknown probabilities and unknown utilities -- Nonexpected utility for risk. Heuristic arguments for probabilistic sensitivity and rank dependence -- Probabilistic sensitivity and rank dependence analyzed -- Applications and extensions of rank dependence -- Where prospect theory deviates from rank-dependent utility and expected utility: reference dependence versus asset integration -- Prospect theory for decision under risk -- Nonexpected utility for uncertainty. Extending rank-dependent utility from risk to uncertainty -- Ambiguity: where uncertainty extends beyond risk -- Prospect theory for uncertainty -- Conclusion.
520 $a "Prospect Theory: For Risk and Ambiguity provides the first comprehensive and accessible textbook treatment of the way decisions are made both when we have the statistical probabilities associated with uncertain future events (risk) and when we lack them (ambiguity). The book presents models, primarily prospect theory, that are both tractable and psychologically realistic. A method of presentation is chosen that makes the empirical meaning of each theoretical model completely transparent. Prospect theory has many applications in a wide variety of disciplines. The material in the book has been carefully organized to allow readers to select pathways through the book relevant to their own interests. With numerous exercises and worked examples, the book is ideally suited to the needs of students taking courses in decision theory in economics, mathematics, finance, psychology, management science, health, computer science, Bayesian statistics, and engineering"-- $c Provided by publisher.
650 0 $a Decision making. $3 183849
650 0 $a Probabilities. $3 182046
650 0 $a Risk. $3 183511
650 0 $a Uncertainty. $3 183510
856 4 2 $3 Cover image $u http://assets.cambridge.org/97805217/65015/cover/9780521765015.jpg