English, Article, Journal or magazine article edition: A Note on Skewness Seeking: An Experimental Analysis Tobias Broenner; Rene Levinsky; Jianying Qiu

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Physical Description
  • preprint
Language
  • English

Edition details

Title
  • A Note on Skewness Seeking: An Experimental Analysis
Author
  • Tobias Broenner
  • Rene Levinsky
  • Jianying Qiu
Physical Description
  • preprint
Notes
  • In this paper we experimentally test skewness seeking at the individual level. Several prospects that can be ordered with respect to the third-degree stochastic dominance (3SD) criterion are ranked by the participants of the experiment. We ï¬nd that the skewness of a distribution has a signiï¬cant impact on the decisions. Yet, while skewness has an impact, its direction differs substantially across subjects: 39% of our subjects act in accordance with skewness seeking and 10% seem to avoid skewness. On the level of individual decisions we ï¬nd that the variance of the prospects and subjects’ experience increase the probability of their choosing the lottery with greater skewness.
  • Skewness, Stochastic dominance, Decision making under uncertainty
  • RePEc:jrp:jrpwrp:2007-079
Language
  • English
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