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Skewness as an explanation of gambling in cumulative prospect theory

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References

1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
1988Prospect theory: An analysis of decision under risk32,475 cited
1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
1976SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*1,808 cited
2008Stocks as Lotteries: The Implications of Probability Weighting for Security Prices1,548 cited
1998A Reexamination of the Relationship Between Preferences and Moment Orderings by Rational Risk-Averse Investors66 cited
2004Bleed or Blowup? Why Do We Prefer Asymmetric Payoffs?41 cited
2004Utility and the Skewness of Return in Gambling15 cited
2002Skewness as an explanation of gambling by locally risk averse agents15 cited

Cited by

2015Nonlinear Decision Weights or Skewness Preference? A Model Competition3 cited
2013AN EXPLANATION OF OPTIMAL EACH-WAY BETS BASED ON NON-EXPECTED UTILITY THEORY2 cited
2013Subjective Skewness of Return as an Explanation of the Optimal Choice between Gambles in Cumulative Prospect Theory1 cited

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