gesis-ssoar-24165

Property	Value
?:abstract	Skewness of return has been suggested as a reason why agents might choose to gamble, ceteris paribus, in Cumulative Prospect Theory (CPT). We investigate the relationship between moments of return in two models where agents choices over uncertain outcomes are determined as in CPT. We illustrate via examples that in CPT theory, as with expected utility theory, propositions that agents have a preference for skewness may be invalid. (xsd:string)
?:contributor	<https://data.gesis.org/gesiskg/resource/gesis-ssoar-24165_Law_DAvid> <https://data.gesis.org/gesiskg/resource/gesis-ssoar-24165_Peel_David>
?:dateModified	2009 (xsd:gyear)
?:datePublished	2009 (xsd:gyear)
?:doi	10.1080/00036840601007476 ()
?:duplicate	<https://data.gesis.org/gesiskg/resource/duplicate_gesis-ssoar-24165_gesis-ssoar-24165>
?:hasFulltext	true (xsd:boolean)
is ?:hasPart of	<https://data.gesis.org/gesiskg/resource/>
?:inLanguage	en (xsd:string)
?:isPartOf	<https://data.gesis.org/gesiskg/resource/Applied_Economics>
?:issueNumber	6 (xsd:string)
?:linksDOI	<https://doi.org/10.1080/00036840601007476>
?:linksURN	<http://nbn-resolving.de/urn%3Anbn%3Ade%3A0168-ssoar-241654>
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?:name	Skewness as an Explanation of Gambling in Cumulative Prospect Theory (xsd:string)
?:provider	<http://www.peerproject.eu/> <https://data.gesis.org/gesiskg/resource/SSOAR_-_Social_Science_Open_Access_Repository>
?:publicationType	Zeitschriftenartikel (xsd:string) journal_article (en)
?:sourceInfo	GESIS-SSOAR (xsd:string) In: Applied Economics, 41, 2009, 6, 685-689 (xsd:string)
rdf:type	<https://schema.org/ScholarlyArticle>
?:url	<http://www.ssoar.info/ssoar/handle/document/24165>
?:urn	urn:nbn:de:0168-ssoar-241654 ()
?:volumeNumber	41 (xsd:string)