Prospect theory: for risk and ambiguity
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| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Cambridge [u.a.]
Cambridge Univ. Press
2011
|
| Edition: | 1. publ., repr. |
| Subjects: | |
| Online Access: | Cover image Inhaltsverzeichnis |
| Item Description: | Hier auch später ersch., unveränd. Nachdr. |
| Physical Description: | XIII, 503 S. graph. Darst. |
| ISBN: | 9780521765015 9780521748681 |
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| 100 | 1 | |a Wakker, Peter P. |d 1956- |e Verfasser |0 (DE-588)170324583 |4 aut | |
| 245 | 1 | 0 | |a Prospect theory |b for risk and ambiguity |c Peter P. Wakker |
| 250 | |a 1. publ., repr. | ||
| 264 | 1 | |a Cambridge [u.a.] |b Cambridge Univ. Press |c 2011 | |
| 300 | |a XIII, 503 S. |b graph. Darst. | ||
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| 500 | |a Hier auch später ersch., unveränd. Nachdr. | ||
| 650 | 4 | |a Decision making | |
| 650 | 4 | |a Risk | |
| 650 | 4 | |a Uncertainty | |
| 650 | 4 | |a Probabilities | |
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Record in the Search Index
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| adam_text | Contents
Preface
page
xiii
Introduction
1
Prospect theory
2
Behavioral foundations
2
Homeomorphic versus paramorphic modeling
3
Intended audience
3
Attractive feature of decision theory
4
Structure
4
Preview
5
Our five-step presentation of decision models
7
Part I Expected utility
1
The general model of decision under uncertainty and no-arbitrage
(expected utility with known utilities and unknown probabilities)
11
1.1
Basic definitions
11
1.2
Basic properties of preferences
15
1.3
Expected value
17
1.4
Data fitting for expected value
19
1.5
The bookmaking argument of
de Finetti,
or the no-arbitrage
condition from finance
22
1.6
A behavioral foundation of subjective probabilities and
expected value using no-arbitrage and no-book
27
1.7
Discussion of Structural Assumption
1.2.1
(Decision
under uncertainty)
32
1.8
The general nature and usefulness of behavioral foundations
34
1.9
Appendix: Natural, technical, and intuitive preference
conditions, and the problematic completeness condition
37
1.10
Appendix: The relation of Theorem
1.6.1
to the literature
39
1.11
Appendix: Proof of Theorem
1.6.1
and Observation
1.6.1 41
Contents
Expected
Utility
with known probabilities
-
risk
-
and unknown utilities
44
2.1
Decision under risk as a special case of decision
under uncertainty
44
2.2
Decision under risk: basic concepts
47
2.3
Decision under risk as a special case of decision under
uncertainty; continued
48
2.4
Choices under risk and decision trees
51
2.5
Expected utility and utility measurement
53
2.6
Consistency of measurement and a behavioral foundation
of expected utility
57
2.7
Independence and other preference conditions for
expected utility
63
2.8
Basic choice inconsistencies
65
2.9
Appendix: Proof of Theorem
2.6.3
and Observation
2.6.3 67
1
Applications of expected utility for risk
69
3.1
An application from the health domain: decision tree analysis
69
3.2
Risk aversion
71
3.3
Applications of risk aversion
74
3.4
Indexes of risk aversion
77
3.5
Parametric families of utility
78
3.6
Data fitting for expected utility under risk
83
3.7
Multiattribute utility
85
3.8
Taxation and welfare theory with cardinal utility
91
3.9
Proofs for Chapter
3 92
Expected utility with unknown probabilities and
unknown utilities
94
4.1
Fifteen preference questions
94
4.2
(Subjective) expected utility
100
4.3
Measuring utility and testing
EU
for
§4.1 103
4.4
A decision process
107
4.5
General utility measurement and the tradeoff notation
108
4.6
A behavioral foundation of expected utility
110
4.7
Further discussion of Theorem
4.6.4
(Uncertainty-EU)
112
4.8
Further implications of expected utility
114
4.8.1
Savage s sure-thing principle
114
4.8.2
Utility analysis based on t-indifferences
115
4.8.3
Debreu s additive decomposability and state-dependent
utility
117
4.9
A hybrid case: subjective probabilities and utilities when also
objective probabilities are given
118
4.9.1
A general ( single-stage ) approach
119
Contents
vii
4.9.2
A behavioral foundation for the single-stage approach
120
4.9.3
The multi-stage approach of Anscombe
&
Aumann
(1963) 122
4.9.4
Comparing the Anscombe
&
Aumann model with the
single-stage approach
125
4.10
Data fitting for expected utility under uncertainty
127
4.11
A statistical analysis of the experiment of
§4.1,
revealing
violations of expected utility
131
4.12
The
Allais
paradox: a well-known violation of expected utility
133
4.13
Appendix: Experimental economics real-incentive principle
and the tradeoff method
135
4.14
Appendix: Tradeoff consistency as a generalization of
de Finetti s
bookmaking
138
4.15
Appendix: Proofs for Chapter
4 139
Part II Nonexpected utility for risk
5
Heuristic arguments for probabilistic sensitivity and
rank dependence
145
5.1
Probabilistic sensitivity versus outcome sensitivity for
single-nonzero-outcome-prospects
145
5.2
Probabilistic sensitivity for multi-outcome prospects,
and the old way of transforming probabilities
149
5.3
A violation of stochastic dominance
153
5.4
Rank-dependent utility: discovering the formula using
psychological intuition
155
5.5
Rank-dependent utility: discovering the formula using
mathematical intuition
161
5.6
Calculating rank-dependent utility
165
5.7
Conclusion
168
6
Probabilistic sensitivity and rank dependence analyzed
169
6.1
Ranks, ranked probabilities, and rank-dependent utility defined
169
6.2
Ranks, ranked probabilities, and rank-dependent utility discussed
172
6.3
Where rank-dependent utility deviates from expected utility:
optimism and pessimism
172
6.4
Further deviations of rank-dependent utility from expected utility
176
6.4.1
The certainty effect
176
6.4.2
Further discussion of rank dependence
178
6.5
What rank-dependent utility shares with expected utility
181
6.5.1
Measuring utility under rank-dependent utility
181
6.5.2
A behavioral foundation of rank-dependent utility
184
6.5.3
An elaborated example
185
6.5.4
Abdellaoui s method of measuring probability weighting
188
6.5.5
Further implications of rank-dependent utility
188
Contents
6.6 Appendix:
Yet further deviations of rank-dependent utility
from expected utility
190
6.7
Appendix: Ranking identical outcomes and collapsing outcomes
194
6.8
Appendix: An interpretation of rank-dependent utility using the
derivative of
w
197
6.9
Appendix: RDU for continuous distributions and figures for
negative outcomes
199
7
Applications and extensions of rank dependence
203
7.1
Likelihood insensitivity and pessimism as two components
of probabilistic risk attitudes
203
7.2
Parametric forms of weighting functions
206
7.3
Data fitting for rank-dependent utility under risk
211
7.4
Direct ways to test convexity, concavity, and likelihood
insensitivity using violations of the sure-thing principle
214
7.5
An alternative direct way to directly investigate properties
of nonlinear decision weights
217
7.6
Bad-news probabilities or loss-ranks
219
7.7
A formal definition of likelihood insensitivity (inverse-S)
222
7.8
The choice of insensitivity region
226
7.9
Discussion of likelihood insensitivity
227
7.10
Indexes of pessimism and likelihood insensitivity
229
7.11
Binary rank-dependent utility
230
7.12
Appendix: Alternative definition of likelihood insensitivity:
first concave and then convex
231
7.13
Appendix: Proofs for Chapter
7 233
8
Where prospect theory deviates from rank-dependent utility and
expected utility: reference dependence versus asset integration
234
8.1
A choice paradox
235
8.2
A discussion and the real culprit of the paradox
236
8.3
Deviations from a fixed reference point ( initial wealth )
as nothing but an alternative way of modeling final wealth,
and of incorporating some empirical improvements
237
8.4
Loss aversion defined
238
8.5
Deviations from a variable reference point as a major
breakaway from final-wealth models
240
8.6
Rabin s paradox
242
8.7
Future directions for theories of reference dependence
245
8.8
Appendix: Empirical meaningfulness problems of loss aversion
247
8.9
Appendix: A formal model of initial wealth and reference
points
249
Contents ix
9
Prospect
theory for decision under risk
251
9.1
A symmetry about
0
underlying prospect theory
251
9.2
The definition of prospect theory
252
9.3
Properties of the prospect theory formula, and calculations
254
9.4
What prospect theory shares with rank-dependent utility
and with expected utility, and one more reanalysis of the
experiment of
§ 4.1 260
9.4.1
Monotonicity,
stochastic dominance, and the sure-thing
principle
260
9.4.2
Measuring utility, event weighting, and loss aversion
262
9.5
Empirical findings on prospect theory
264
9.6
Analytical problems of power utility for analyzing loss aversion
267
9.6.1
The first problem: loss aversion depends on the
monetary unit
267
9.6.2
The second problem: always U(ot)
>
—Ui—
ot)
for some
outcome
α
> 0 270
9.6.3
Ways to avoid the problems
271
9.7
Appendix: Some theoretical issues concerning prospect theory
271
9.8
Appendix: Original prospect theory of
1979 273
Part III Nonexpected utility for uncertainty
10
Extending rank-dependent utility from risk to uncertainty
279
10.1
Probabilistic sophistication
279
10.2
Rank-dependent utility defined for uncertainty and without
probabilistic sophistication
282
10.3
Rank-dependent utility and probabilistic sophistication
once more
286
10.3.1
Ellsberg s violation of probabilistic sophistication
286
10.3.2
Further observations
287
10.4
Where rank-dependent utility under uncertainty deviates from
expected utility in the same way as it did under risk
288
10.4.1
Optimism and pessimism
289
10.4.2
Likelihood insensitivity (Inverse-S)
290
10.4.3
Direct ways to test convexity, concavity, and likelihood
insensitivity using violations of the sure-thing principle
292
10.5
What rank-dependent utility shares with expected utility for
uncertainty (in the same way as it did for risk)
294
10.5.1
Rank-preference conditions
294
10.5.2
Measuring utility (and event weighting) under RDU
295
10.5.3
A behavioral foundation for RDU
297
10.6
Binary rank-dependent utility
298
10.7
A hybrid case: rank-dependent utility for uncertainty when
also objective probabilities are given
299
Contents
10.7.1
A general ( single-stage ) approach
299
10.7.2
A behavioral foundation for the single-stage approach
300
10.7.3
Schmeidler s and Jaffray s two-stage approaches
301
10.8
Bad-news events or loss-ranks
304
10.9
Further observations regarding rank dependence
305
10.10
Appendix: An integral representation
309
10.11
Appendix: Ranking states and collapsing outcomes
310
10.12
Appendix: Comonotonicity
310
10.13
Appendix: Proofs for Chapter
10 314
10.14
Appendix: Proof of Theorem
6.5.6 316
11
Ambiguity: where uncertainty extends beyond risk
317
11.1
The
Ellsberg
paradox and the home bias as within-subject
between-source comparisons
317
11.2
Using rank dependence to analyze ambiguity
318
11.3
Elaborated examples for ranks, ambiguity premiums,
and hedging in finance
322
11.4
The CORE
323
11.5
Multiple priors (Maxmin expected utility and a-maxmin):
basic results
324
11.6
Approaches in the literature that we will not take
327
11.7
Indexes of ambiguity aversion
328
11.8
Indexes of ambiguity aversion and sensitivity
332
11.9
Appendix: Discussion of multiple priors and other models
335
11.10
Appendix: Violations of
monotonicity
for multiple priors
338
11.11
Appendix:
Möbius
transforms and belief functions
339
12
Prospect theory for uncertainty
342
12.1
Prospect theory defined
342
12.2
Where prospect theory deviates from rank-dependent utility
and expected utility
344
12.3
What prospect theory shares with rank-dependent utility
and expected utility under uncertainty
344
12.3.1
Sign-preference conditions
344
12.3.2
Measuring utility (and event weighting) under prospect
theory
345
12.3.3
Measuring loss aversion under prospect theory
346
12.3.4
Д
behavioral foundation for prospect theory
347
12.4
A hybrid case: prospect theory for uncertainty when also
objective probabilities are given
349
12.5
Loss aversion versus ambiguity aversion
349
12.6
Violations of prospect theory and rank dependence
350
12.7
Indexes of ambiguity attitudes under prospect theory
354
Contents xi
12.8 Appendix:
Some theoretical issues concerning prospect theory
for uncertainty
356
12.9
Appendix: Proofs for Chapter
12 357
13
Conclusion
358
Appendices
359
Appendix A Models never hold perfectly: how to handle their
deficiencies?
359
A.
1
Nonparametric measurements and parametric fittings for
imperfect models: general discussion
359
A.2 Our distance measure for parametric fitting
361
A.3 Discussion of the distance measure
363
Appendix
В
Choosing from multiple prospects and binary choice:
the principles of revealed preference
366
B.I Examples
367
B.2 A behavioral foundation of preference relations derived
from choice behavior
371
B.3 Assumptions underlying revealed preference
374
B.4 The history of revealed preference
378
Appendix
С
Dynamic decisions
380
Appendix
D
Applications other than decision under uncertainty
384
Appendix
E Bisymmetry-based
preference conditions
387
Appendix
F
Nonmonotonic rank-dependent models and the
Fehr-Schmidt model of welfare evaluation
391
Appendix
G
Extensions of finite-dimensional results to
infinite-dimensional results: a meta-theorem
393
Appendix
H
Measure theory
395
Appendix I Related textbooks and surveys
397
Appendix
J
Elaborations of exercises
399
Appendix
К
Skipping parts and interdependencies between sections
455
References
461
Author index
492
Subject index
500
|
| any_adam_object | 1 |
| author | Wakker, Peter P. 1956- |
| author_GND | (DE-588)170324583 |
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| dewey-ones | 338 - Production |
| dewey-raw | 338.5 |
| dewey-search | 338.5 |
| dewey-sort | 3338.5 |
| dewey-tens | 330 - Economics |
| discipline | Psychologie Wirtschaftswissenschaften |
| edition | 1. publ., repr. |
| format | Book |
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| id | DE-604.BV037288609 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T22:55:21Z |
| institution | BVB |
| isbn | 9780521765015 9780521748681 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021201253 |
| oclc_num | 700412241 |
| open_access_boolean | |
| owner | DE-703 DE-188 DE-384 DE-11 DE-473 DE-BY-UBG DE-20 DE-M382 DE-739 DE-92 |
| owner_facet | DE-703 DE-188 DE-384 DE-11 DE-473 DE-BY-UBG DE-20 DE-M382 DE-739 DE-92 |
| physical | XIII, 503 S. graph. Darst. |
| publishDate | 2011 |
| publishDateSearch | 2011 |
| publishDateSort | 2011 |
| publisher | Cambridge Univ. Press |
| record_format | marc |
| spelling | Wakker, Peter P. 1956- Verfasser (DE-588)170324583 aut Prospect theory for risk and ambiguity Peter P. Wakker 1. publ., repr. Cambridge [u.a.] Cambridge Univ. Press 2011 XIII, 503 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Hier auch später ersch., unveränd. Nachdr. Decision making Risk Uncertainty Probabilities Entscheidungsfindung (DE-588)4113446-1 gnd rswk-swf Entscheidung bei Unsicherheit (DE-588)4070864-0 gnd rswk-swf Unsicherheit (DE-588)4186957-6 gnd rswk-swf Prospect-Theorie (DE-588)4399211-0 gnd rswk-swf Entscheidung bei Unsicherheit (DE-588)4070864-0 s Entscheidungsfindung (DE-588)4113446-1 s Unsicherheit (DE-588)4186957-6 s DE-604 Prospect-Theorie (DE-588)4399211-0 s DE-188 http://assets.cambridge.org/97805217/65015/cover/9780521765015.jpg Cover image Digitalisierung UB Bayreuth application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=021201253&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Wakker, Peter P. 1956- Prospect theory for risk and ambiguity Decision making Risk Uncertainty Probabilities Entscheidungsfindung (DE-588)4113446-1 gnd Entscheidung bei Unsicherheit (DE-588)4070864-0 gnd Unsicherheit (DE-588)4186957-6 gnd Prospect-Theorie (DE-588)4399211-0 gnd |
| subject_GND | (DE-588)4113446-1 (DE-588)4070864-0 (DE-588)4186957-6 (DE-588)4399211-0 |
| title | Prospect theory for risk and ambiguity |
| title_auth | Prospect theory for risk and ambiguity |
| title_exact_search | Prospect theory for risk and ambiguity |
| title_full | Prospect theory for risk and ambiguity Peter P. Wakker |
| title_fullStr | Prospect theory for risk and ambiguity Peter P. Wakker |
| title_full_unstemmed | Prospect theory for risk and ambiguity Peter P. Wakker |
| title_short | Prospect theory |
| title_sort | prospect theory for risk and ambiguity |
| title_sub | for risk and ambiguity |
| topic | Decision making Risk Uncertainty Probabilities Entscheidungsfindung (DE-588)4113446-1 gnd Entscheidung bei Unsicherheit (DE-588)4070864-0 gnd Unsicherheit (DE-588)4186957-6 gnd Prospect-Theorie (DE-588)4399211-0 gnd |
| topic_facet | Decision making Risk Uncertainty Probabilities Entscheidungsfindung Entscheidung bei Unsicherheit Unsicherheit Prospect-Theorie |
| url | http://assets.cambridge.org/97805217/65015/cover/9780521765015.jpg http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=021201253&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT wakkerpeterp prospecttheoryforriskandambiguity |