前景理论
Prospect theory
Peter P. Wakker · 初版 2010 年
1人推荐
2位读者提及
3次提及
“Prospect Theory: For Risk and Ambiguity 首次以教科书的形式，全面且通俗易懂地探讨了我们在面对未知未来事件既具备统计概率（风险）又缺乏统计概率（模糊性）时的决策机制。本书呈现的模型以 prospect theory 为主，兼具实用性和心理学上的现实性。其采用的阐述方法使各个理论模型的实证意义一目了然。prospect theory 在广泛的学科领域中拥有诸多应用。书中的资料……
Hacker News 上怎么说
正在加载完整评论……
……达特内尔的《The Knowledge》：这本书让我意识到现代科技有多么脆弱，以及它是如何建立在化工、航运、石油和自然资源开采之上的。——彼得·P·瓦克尔的《Prospect Theory》：读起来并不轻松，但它包含了少数几个通俗易懂且详尽解释了等级相关效用理论以及为什么早期概率加权方法是错误的论述；必读……
…Dartnell The Knowledge: This book made me realize the fragility of modern technology and how it is funded on chemical industry, shipping, oil, and the exploitation of natural resources. - Peter P. Wakker Prospect Theory: This is not an easy reading but it contains one of the few understandable and detailed explanations of rank-dependent utility theory and why early probability-weighing approaches were incorrect; a must…
……合理性。顺便提一句，期望效用理论（Expected Utility）容易沦为荷兰赌（Dutch Books）的受害者。面对任何风险厌恶或风险偏好的个体，总存在一种资金抽水机（money pump）机制。去看看瓦克尔的书吧，比 Jayne 的好得多：《Prospect Theory for risk and ambiguity》。不管怎么说，EU 通常被认为是理性的并且应用广泛，但按照你的标准它就是不理性的。（在金融界，这种荷兰赌被称为“套利”，而且……
…plausibilities. By the way, Expected Utility falls prey to Dutch Books. There is a money pump against every risk-averse or risk-seeking agent. Check out Wakker's book, which is much better than Jayne: Prospect Theory for risk and ambiguity. Anyway, EU is often considered rational and widely used, but according to your criterion it would be irrational. (In finance, the kind of Dutch Books are called "arbitrage" and…
……给某个结果赋予概率。埃尔斯伯格悖论和阿莱悖论已经证明，这在现实生活中其实是一个重要的决策问题。拓展决策理论（Decision Theory）的方法有很多，比如前景理论（Prospect Theory）、最小最大偏好（MinMax Preferences）、相对于测度的容度积分（capacities as opposed to measures）。施迈德勒、吉尔博亚和瓦克尔都是其中的代表人物。博弈论（Game Theory）也涉足这个领域。3. 演化博弈论：核心思想……
…probability to an outcome. Paradoxes by Elsberg and Allais have shown that this is actually an important decision problem in real life. Multiple approaches exist to generalize Decision Theory, such as Prospect Theory, MinMax Preferences, integration by capacities as opposed to measures. Schmeidler, Gilboa and Wakker are some names. Game Theory exists in this space as well. 3. Evolutionary Game Theory: The idea…