Gamblers favor skewness, not risk: Further evidence from United States' lottery games
From MaRDI portal
Publication:1286590
DOI10.1016/S0165-1765(99)00012-9zbMath0916.90063MaRDI QIDQ1286590
Russell S. Sobel, Thomas A. Garrett
Publication date: 28 April 1999
Published in: Economics Letters (Search for Journal in Brave)
91B16: Utility theory
Related Items
Skewness in individual stocks at different investment horizons, Asymmetries and tails in stock index returns: are their distributions really asymmetric?, Optimal lottery, Increases in skewness and three-moment preferences, Aversion to risk of regret and preference for positively skewed risks, Skewness seeking: risk loving, optimism or overweighting of small probabilities?
Cites Work