Title:

Skewness Seeking: Risk Loving, Optimism or Overweighting of Small Probabilities?

Authors:

Thomas Astebro (HEC, Paris)
José Mata (U Nova)
Luís Santos-Pinto (U Lausanne)

Journal:

Theory And Decision

Year:

2015

Volume:

78

Number:

2

Pages:

189-208

JEL codes:

D81 - Criteria for Decision-Making under Risk and Uncertainty
D8 - Information, Knowledge, and Uncertainty