Generalized Expected Utility Theory:The Rank-Dependent Expected Utility model

Publications details
Quiggin, J. (1993) Generalized Expected Utility Theory:The Rank-Dependent Expected Utility model, Kluwer-Nijhoff, Amsterdam.
Summary
This book describes recent developments in the theory of choice under uncertainty. The key focus is on generalisations of the well-known expected utility model, and particularly on the rank-dependent or anticipated utility model, developed in Quiggin (1982).

Review by Mark Machina, Journal of Economic Literature ***Only for the technically minded***

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