On skewed risks in economic models and experiments
Author:
- Sebastian EbertSESebastian Ebert
- 1 April 2015
- journal article
- Published by Elsevier in Journal of Economic Behavior & Organization
- Vol. 112, 85-97
Abstract
No abstract availableKeywords
Funding Information
- Dutch Science Foundation
- Unicredit
This publication has 22 references indexed in Scilit:
- Preferences for skewness: evidence from a binary choice experimentThe European Journal of Finance, 2011
- Skewness Preference, Risk Taking and Expected Utility MaximisationThe Geneva Risk and Insurance Review, 2010
- Stocks as Lotteries: The Implications of Probability Weighting for Security PricesAmerican Economic Review, 2008
- Equilibrium Underdiversification and the Preference for SkewnessThe Review of Financial Studies, 2007
- Putting Risk in Its Proper PlaceAmerican Economic Review, 2006
- Utility and the Skewness of Return in GamblingThe Geneva Risk and Insurance Review, 2004
- Bettors Love Skewness, Not Risk, at the Horse TrackJournal of Political Economy, 1998
- Precautionary Saving in the Small and in the LargeEconometrica, 1990
- Skewness and Asymmetry: Measures and OrderingsThe Annals of Statistics, 1986
- Mutual Fund PerformanceThe Journal of Business, 1966