Prospect theory for risk and ambiguity
| Autor principal: | |
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| Formato: | Libro |
| Idioma: | Inglés |
| Publicado: |
Cambridge ; New York :
Cambridge University Press
cop. 2010
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| Materias: | |
| Ver en Universidad de Navarra: | https://unika.unav.edu/discovery/fulldisplay?docid=alma991007616129708016&context=L&vid=34UNAV_INST:VU1&search_scope=34UNAV_TODO&tab=34UNAV_TODO&lang=es |
Tabla de Contenidos:
- 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.
