书目详细信息
： Prospect theory :
书目信息 机读格式(MARC)
| ISBN： | 9780521765015 (hardback) |
|---|---|
| ISBN： | 9780521748681 (pbk.) |
| 编目源： | DLC DLC DLC |
| 个人名称： | Wakker, Peter P. |
| 题名： | Prospect theory : for risk and ambiguity / Peter P. Wakker. |
| 索书号： | C934/W147E |
| 出版发行项： | Cambridge : Cambridge University Press, 2010. |
| 载体形态： | xiii, 503 p. : ill. ; 25 cm. |
| 格式化内容附注： | Machine generated contents note: 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. |