There's a couple of problems with the comparison, though. One is that there's more factors to account for in this instance that aren't present in the financial risk studies, particularly since film-making is a creative field (you'll find fewer people going into directing solely to make money, or into investment banking based on artistic vision). The other is that it doesn't account for the lower disparity in directing fields outside Hollywood (indie and non-American fields).Kevin McGechie said:Some science on the issue: http://www.ncbi.nlm.nih.gov/pmc/articles/PMC2741240/ and http://www.ehbonline.org/article/S1090-5138%2808%2900067-6/fulltext These both suggest a link between testosterone and increased risk-taking, and as a result of men having higher levels of testosterone it appears that men are more willing to take the risks required to enter these high-level fields. However, What I take from this is that if you believe you can create great works or even have an interest in the field, then make the attempt. If you think that sexism will stop your progress you could always work under a pseudonym, in my experience, good work will be recognised regardless of the artist.
Not saying the science is irrelevant, but it carries the necessary qualification of "what makes this area of directing different?" It could possibly be that Hollywood is simply a riskier way to break in, so comparatively more men attempt it, though I'd personally note the path of society and attribute more to the fact that Hollywood has been a boys' club for a while.