According to the available evidence, men are much more likely to be idiots (or at leas engage in idiotic behavior). http://www.businessinsider.com/why-do-guys-do-dumb-things-2014-12
From the article (in bold, even): ". . . or at leas engage in idiotic behavior . . ." This is a professional writer who can't even be bothered with spell check? Not sure he is qualified to judge a study.
I'm thinking that the drive to do challenging things comes simply from the higher levels of testosterone in men. Women don't have that level of aggression or risk-taking which is why they hardly ever do something physical that ends up going wrong.
There are three reasons men do stupid things. 1. To get Pussy. 2. Trying to make fast money so they can get pussy. 3. Getting drunk cause they don't have any pussy and they're bored.