Global economic problems like mitigating climate change, fighting poverty, or, in particular, regulating speculation on financial markets cannot be properly addressed without taking into account behavioral reactions to the uncertainties involved. Excessive risk taking has been identified as one major reason for the recent financial crisis. Our goal is to contribute to a better and more comprehensive understanding of behavior under uncertainty by measuring and analyzing the interrelations of (i) personality traits, (ii) risk and ambiguity attitudes, (iii) peripheral somatic markers associated with behavior under uncertainty, and (iv) neuronal substrates of decision making under uncertainty. Our analysis is particularly devoted to subjects who are experienced in dealing with risks, i.e. professional investors and pathological gamblers.