内容

目次

Preface; Introduction; Part I. Expected Utility: 1. The general model ofdecision under uncertainty no-arbitrage (expected utility with knownutilities and unknown probabilities); 2. Expected utility with knownprobabilities - 'risk' - and unknown utilities; 3. Applications of expectedutility for risk; 4. Expected utility with unknown probabilities and unknownutilities; Part II. Nonexpected Utility for Risk: 5. Heuristic arguments forprobabilistic sensitivity and rank dependence; 6. Probabilistic sensitivityand rank dependence analyzed; 7. Applications and extensions of rankdependence; 8. Where prospect theory deviates from rank-dependent utility andexpected utility: reference dependence versus asset integration; 9. Prospecttheory for decision under risk; Part III. Nonexpected Utility forUncertainty: 10. Extending rank-dependent utility from risk to uncertainty;11. Ambiguity: where uncertainty extends beyond risk; 12. Prospect theory foruncertainty; 13. Conclusion; Appendices; References; Index.