Hidden Skewness

Ludwig Ensthaler, Olga Nottmeyer and Georg Weizsäcker

No 1043, Discussion Papers of DIW Berlin from DIW Berlin, German Institute for Economic Research

Abstract: We provide laboratory evidence that people neglect skewness resulting from compound shocks.

Keywords: Skewnes; belief biases; binomial tree (search for similar items in EconPapers)
JEL-codes: C91 D3 (search for similar items in EconPapers)
Pages: 12 : Anh. p.
Date: 2010
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https://www.diw.de/documents/publikationen/73/diw_01.c.359125.de/dp1043.pdf (application/pdf)

Related works:
Working Paper: Hidden Skewness (2012)
Working Paper: Hidden Skewness (2010)
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