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This paper studies how a fund manager takes skewed bets in two dimensions. First, the fund manager constantly reexamines fund performance relative to his or her peers and takes a position with respect to skewness risk. I show that when a fund manager underperforms peers, he or she will gamble on trades with lottery-like returns. On the other hand, when a(More)
Thromboembolic complications secondary to psychiatric therapy are known but relatively rare. Four pulmonary embolisms happening in a few months' time in our services have lead us to reconsider the incidence of psychotropes on thrombogenesis, and more particularly on the aggregability of blood-platelets. We have found hyperaggregability curves for a(More)
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