EconPapers Home About EconPapers
Working Papers Journal Articles Books and Chapters Software Components
Authors
JEL codes New Economics Papers
Advanced Search
EconPapers FAQ Archive maintainers FAQ Cookies at EconPapers
Format for printing
The RePEc blog The RePEc plagiarism page
Douadia Bougherara, Lana Friesen and Celine Nauges
No 21-1267, TSE Working Papers from Toulouse School of Economics (TSE)
Keywords: We study the interaction between risk taking and skewness seeking behavior among the French population using an experiment that elicits certainty equivalent over lotteries that vary the second and third moments orthogonally. We find that the most common behavior is risk avoidance and skewness seeking. On average; we find no interaction between the two; and a weakly significant interaction only in some segments of the population. That is; in most cases; skewness seeking is not affected by the variance of the lotteries involved; nor is risk taking affected by the skewness of the lotteries. We also find a significant positive correlation between risk avoiding and skewness seeking behavior. Older and female participants make more risk avoiding and more skewness seeking choices; while less educated people and those not in executive occupations are more skewness seeking. (search for similar items in EconPapers) JEL-codes: C93 D81 (search for similar items in EconPapers) Date: 2021-11-24, Revised 2022-07 New Economics Papers: this item is included in nep-cbe, nep-exp and nep-rmg References: View references in EconPapers View complete reference list from CitEc Citations: View citations in EconPapers (3)
Downloads: (external link)https://www.tse-fr.eu/sites/default/files/TSE/docu ... 2021/wp_tse_1267.pdf Full Text (application/pdf)
Related works:Journal Article: Risk-taking and skewness-seeking behavior in a demographically diverse population (2022) Working Paper: Risk-taking and skewness-seeking behavior in a demographically diverse population (2022) Working Paper: Risk Taking and Skewness Seeking Behavior in a Demographically Diverse Population* (2021) This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:tse:wpaper:126183
Access Statistics for this paper
More papers in TSE Working Papers from Toulouse School of Economics (TSE) Contact information at EDIRC.Bibliographic data for series maintained by ().
Is your work missing from RePEc? Here is how to contribute.
Questions or problems? Check the EconPapers FAQ or send mail to .
EconPapers is hosted by the School of Business at Örebro University.