Gamblers favor skewness, not risk: Further evidence from United States' lottery games
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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)
Related Items (6)
Increases in skewness and three-moment preferences ⋮ Aversion to risk of regret and preference for positively skewed risks ⋮ Optimal lottery ⋮ Skewness in individual stocks at different investment horizons ⋮ Asymmetries and tails in stock index returns: are their distributions really asymmetric? ⋮ Skewness seeking: risk loving, optimism or overweighting of small probabilities?
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