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Preference for Skew in Lotteries: Evidence from the Laboratory
16 references·7 citing·38 second hop
Preference for Skew in Lotteries: Evidence from the Laboratory (2009)Preference for Skew in Lotteries: Evidenc…Who Gambles in the Stock Market? (2009)Who Gambles in the Stock Mark…The Economics of Self-Employment and Entrepreneurship (2004)The Economics of Self-Employm…Subjective probability and expected utility without additivity (2004)Subjective probability and ex…Risk Aversion and Incentive Effects (2002)Risk Aversion and Incentive E…Does Entrepreneurship Pay? An Empirical Analysis of the Returns to Self‐Employment (2000)Does Entrepreneurship Pay? An…Developments in Non-Expected Utility Theory: The Hunt for a Descriptive Theory of Choice under Risk (2000)Developments in Non-Expected …Conditional Skewness in Asset Pricing Tests (2000)Conditional Skewness in Asset…The Probability Weighting Function (1998)The Probability Weighting Fun…Distinguishing optimism from neuroticism (and trait anxiety, self-mastery, and self-esteem): A reevaluation of the Life Orientation Test. (1994)Distinguishing optimism from …Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …A theory of anticipated utility (1982)A theory of anticipated utili…A General Equilibrium Entrepreneurial Theory of Firm Formation Based on Risk Aversion (1979)A General Equilibrium Entrepr…SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS* (1976)SKEWNESS PREFERENCE AND THE V…Optimum consumption and portfolio rules in a continuous-time model (1971)Optimum consumption and portf…Individual Choice Behavior (1962)Individual Choice BehaviorFinancial and non-financial risk attitudes: What does it matter? (2021)Financial and non-financial r…Liking the long-shot … but just as a friend (2020)Liking the long-shot … but ju…Risk Aversion, Prudence and Temperance: It Is a Matter of Gap Between Moments (2019)Risk Aversion, Prudence and T…Do Mutual Fund Investors Overweight the Probability of Extreme Payoffs in the Return Distribution? (2016)Do Mutual Fund Investors Over…Patient Preferences and Treatment Thresholds under Diagnostic Risk (2012)Patient Preferences and Treat…Incentive effects on risk attitude in small probability prospects (2010)Incentive effects on risk att…Incentive Effects on Risk Attitude in Small Probability Prospects (2009)Incentive Effects on Risk Att…Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)An Intertemporal Capital Asset Pricing Model (1973)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Judgment under Uncertainty: Heuristics and Biases (1975)Prospect Theory: An Analysis of Decision under Risk (1979)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Individual differences in reasoning: Implications for the rationality debate? (2000)A perspective on judgment and choice: Mapping bounded rationality. (2003)RATIONAL CHOICE AND THE FRAMING OF DECISIONS (1988)Theory of games and economic behavior (2019)Risk Aversion in the Small and in the Large (1976)On the Shape of the Probability Weighting Function (1999)Risk as feelings. (2001)Utility Theory for Decision Making (1971)The Dual Theory of Choice under Risk (1987)Psychology and Economics (1997)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)The Cross‐Section of Volatility and Expected Returns (2006)Introductory Econometrics for Finance (2008)… and the Cross-Section of Expected Returns (2015)Risk, Ambiguity, and the Savage Axioms (1961)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Risk Aversion in the Small and in the Large (1964)Oxytocin increases trust in humans (2005)Gender Differences in Preferences (2009)INDIVIDUAL RISK ATTITUDES: MEASUREMENT, DETERMINANTS, AND BEHAVIORAL CONSEQUENCES (2011)An interactive activation model of context effects in letter perception: I. An account of basic findings. (1981)Discrete Choice Methods with Simulation (2001)The will and the ways: Development and validation of an individual-differences measure of hope. (1991)The brief resilience scale: Assessing the ability to bounce back (2008)New Well-being Measures: Short Scales to Assess Flourishing and Positive and Negative Feelings (2009)
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References

  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 1994Distinguishing optimism from neuroticism (and trait anxiety, self-mastery, and self-esteem): A reevaluation of the Life Orientation Test.7,454 cited
  • 2002Risk Aversion and Incentive Effects5,973 cited
  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
  • 1982A theory of anticipated utility3,136 cited
  • 2000Conditional Skewness in Asset Pricing Tests2,837 cited
  • 2004Subjective probability and expected utility without additivity2,510 cited
  • 1962Individual Choice Behavior2,469 cited
  • 1998The Probability Weighting Function1,998 cited
  • 1979A General Equilibrium Entrepreneurial Theory of Firm Formation Based on Risk Aversion1,919 cited
  • 2000Developments in Non-Expected Utility Theory: The Hunt for a Descriptive Theory of Choice under Risk1,902 cited
  • 2000Does Entrepreneurship Pay? An Empirical Analysis of the Returns to Self‐Employment1,849 cited
  • 1976SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*1,808 cited
  • 2009Who Gambles in the Stock Market?

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1,808 cited
  • 2004The Economics of Self-Employment and Entrepreneurship1,303 cited
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    • 2021Financial and non-financial risk attitudes: What does it matter?10 cited
    • 2020Liking the long-shot … but just as a friend4 cited
    • 2009Incentive Effects on Risk Attitude in Small Probability Prospects1 cited