ISBN 13 : 978-0521748681

Sommaire :
Introduction

Part I - Expected utility

1 - The general model of decision under uncertainty and 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

Langue : Anglais

Lieu d'édition : CAMBRIDGE

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque