Generalized expected utility theory: the rank-dependent model/

Main Author: Quiggin, John
Format: Book
Language:English
Published: Boston: Kluwer Academic Publishers, c1993
Subjects:
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020 |a 0792393023  |q hbk. 
040 |a CY  |b University of Cyprus  |e AACR-2 
050 |a HB201.Q54 1993 
100 1 |a Quiggin, John 
245 1 0 |a Generalized expected utility theory:   |b the rank-dependent model/  |c John Quiggin 
260 1 0 |a Boston:  |b Kluwer Academic Publishers,  |c c1993 
300 1 0 |a xii, 208 p. :  |b ill. ;  |c 24 cm. 
500 1 0 |a Includes bibliographical references (p. 195-202) and index. 
500 1 0 |a Contents: Pt. 3. Further Properties of the Model. Ch. 9. Some NormativeProperties of RDEU. 9.1. Diversification. 9.2. Quasiconcavity,Quasiconvexity and Betweenness. 9.3. Dynamic Consistency. 9.4. RDEU andInformation. Ch. 10. RDEU and Experimental Evidence. 10.1. The Experimental Approach. 10.2. The Allais Problem. 10.3. The Common RatioEffect. 10.4. Ambiguity and Reduction of Compound Lotteries. 10.5.Preference Reversal. 10.6. The Recent Empirical Evidence on RDEU. 10.7.Estimating a Functional Form. Ch. 11. Axiomatic Approaches to RDEU.11.1. The Probability Weighting Approach. 11.2. The Dual Approach.11.3. Ordinal Independence and Measure Representation. 11.4. Trade-Off Consistency. 11.5. The Reduction of Compound Lotteries Axiom. 11.6.Ordinally Independent Generalizations. 11.7. Cumulative ProspectTheory. 11.8. The Space of Outcomes -- Appendix - Notes on the OriginalAxiomatization of RDEU -- Pt. 4. Generalized Expected Utility Theory.Ch. 12. Generalized Smooth Utility and RDEU. 12.1. 
650 1 0 |a Utility theory  |x Mathematical models 
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