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Preferences for skewness: evidence from a binary choice experiment
16 references·16 citing·34 second hopsampled
Preferences for skewness: evidence from a binary choice experiment (2010)Preferences for skewness: evidence from a…Third-Degree Stochastic Dominance (2016)Third-Degree Stochastic Domin…z-Tree: Zurich toolbox for ready-made economic experiments (2007)z-Tree: Zurich toolbox for re…Equilibrium Underdiversification and the Preference for Skewness (2007)Equilibrium Underdiversificat…Risk Aversion and Incentive Effects (2002)Risk Aversion and Incentive E…Conditional Skewness in Asset Pricing Tests (2000)Conditional Skewness in Asset…Mental accounting matters (1999)Mental accounting mattersPortfolio selection and skewness: Evidence from international stock markets (1997)Portfolio selection and skewn…Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …Gambling with the House Money and Trying to Break Even: The Effects of Prior Outcomes on Risky Choice (1990)Gambling with the House Money…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …On The Direction of Preference for Moments of Higher Order Than The Variance (1980)On The Direction of Preferenc…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS* (1976)SKEWNESS PREFERENCE AND THE V…The Asset Structure of Individual Portfolios and Some Implications for Utility Functions (1975)The Asset Structure of Indivi…THE ASSET STRUCTURE OF INDIVIDUAL PORTFOLIOS AND SOME IMPLICATIONS FOR UTILITY FUNCTIONS (1975)THE ASSET STRUCTURE OF INDIVI…RISK AND THE REQUIRED RETURN ON EQUITY (1967)RISK AND THE REQUIRED RETURN …Skewness seeking in a dynamic portfolio choice experiment (2026)Skewness seeking in a dynamic…Pricing skewed assets in multi-asset experimental markets (2025)Pricing skewed assets in mult…Skewness-seeking behavior and financial investments (2024)Skewness-seeking behavior and…An Experimental Analysis of the Prize–Probability Trade-Off in Stopping Problems (2023)An Experimental Analysis of t…Risk-taking and skewness-seeking behavior in a demographically diverse population (2022)Risk-taking and skewness-seek…Risk Taking with Left- and Right-Skewed Lotteries* (2021)Risk Taking with Left- and Ri…Financial 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…Moment Risks: Investment for Self and for a Firm (2018)Moment Risks: Investment for …Evidence for multiple strategies in choice under risk (2018)Evidence for multiple strateg…Hidden Skewness: On the Difficulty of Multiplicative Compounding Under Random Shocks (2017)Hidden Skewness: On the Diffi…Aspiration Levels and Preference for Skewness in Choice Under Risk (2016)Aspiration Levels and Prefere…Experimental evidence on varying uncertainty and skewness in laboratory double-auction markets (2014)Experimental evidence on vary…Hidden Skewness: On the Difficulty of Multiplicative Compounding Under Random Shocks (2013)Hidden Skewness: On the Diffi…Preference for Skew in Lotteries: Evidence from the Laboratory (2009)Preference for Skew in Lotter…Entry into Entrepreneurship: Risk Loving, Optimism or Overweighting of Small Probabilities? (2009)Entry into Entrepreneurship: …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)… and the Cross-Section of Expected Returns (2015)Judgment under Uncertainty: Heuristics and Biases (1975)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)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)Risk, Ambiguity, and the Savage Axioms (1961)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Theory of games and economic behavior (2019)The Framing of Decisions and the Psychology of Choice (1981)Time Discounting and Time Preference: A Critical Review (2002)When and Why Incentives (Don't) Work to Modify Behavior (2011)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomaly (2010)Ex Ante Skewness and Expected Stock Returns (2012)The Behavior of Individual Investors (2013)Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small and in the Large (1976)Oxytocin increases trust in humans (2005)Gender Differences in Preferences (2009)INDIVIDUAL RISK ATTITUDES: MEASUREMENT, DETERMINANTS, AND BEHAVIORAL CONSEQUENCES (2011)Experimental Tests of the Endowment Effect and the Coase Theorem (2000)Mental Accounting and Consumer Choice (2008)Are people conditionally cooperative? Evidence from a public goods experiment (2001)Altruistic punishment in humans (2002)Do Women Shy Away From Competition? Do Men Compete Too Much? (2007)
this work references cited by second hop· second hop is a sample of the most-cited connections

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
  • 2007z-Tree: Zurich toolbox for ready-made economic experiments9,517 cited
  • 2002Risk Aversion and Incentive Effects5,973 cited
  • 1999Mental accounting matters3,344 cited
  • 2000Conditional Skewness in Asset Pricing Tests2,837 cited
  • 1990Gambling with the House Money and Trying to Break Even: The Effects of Prior Outcomes on Risky Choice2,378 cited
  • 1976SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*1,808 cited
  • 2007Equilibrium Underdiversification and the Preference for Skewness784 cited
  • 1980On The Direction of Preference for Moments of Higher Order Than The Variance737 cited
  • 1967RISK AND THE REQUIRED RETURN ON EQUITY666 cited
  • 2016Third-Degree Stochastic Dominance483 cited
  • 1975The Asset Structure of Individual Portfolios and Some Implications for Utility Functions420 cited
  • 1997Portfolio selection and skewness: Evidence from international stock markets384 cited

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  • 1975THE ASSET STRUCTURE OF INDIVIDUAL PORTFOLIOS AND SOME IMPLICATIONS FOR UTILITY FUNCTIONS378 cited
  • Cited by

    • 2009Preference for Skew in Lotteries: Evidence from the Laboratory20 cited
    • 2014Experimental evidence on varying uncertainty and skewness in laboratory double-auction markets20 cited
    • 2021Risk Taking with Left- and Right-Skewed Lotteries*14 cited
    • 2017Hidden Skewness: On the Difficulty of Multiplicative Compounding Under Random Shocks11 cited
    • 2021Financial and non-financial risk attitudes: What does it matter?10 cited
    • 2018Moment Risks: Investment for Self and for a Firm9 cited
    • 2013Hidden Skewness: On the Difficulty of Multiplicative Compounding Under Random Shocks9 cited
    • 2026Skewness seeking in a dynamic portfolio choice experiment7 cited
    • 2009Entry into Entrepreneurship: Risk Loving, Optimism or Overweighting of Small Probabilities?7 cited
    • 2018Evidence for multiple strategies in choice under risk6 cited
    • 2022Risk-taking and skewness-seeking behavior in a demographically diverse population5 cited
    • 2020Liking the long-shot … but just as a friend4 cited
    • 2016Aspiration Levels and Preference for Skewness in Choice Under Risk4 cited
    • 2024Skewness-seeking behavior and financial investments2 cited
    • 2025Pricing skewed assets in multi-asset experimental markets1 cited
    • 2023An Experimental Analysis of the Prize–Probability Trade-Off in Stopping Problems1 cited