It's not a societal thing. Men are more risk tolerant. I believe there have been studies to show this transcends societies and cultures. That doesn't mean women aren't risk tolerant, or that they can't be taught to take calculated risks. Think of it as a distribution curve--men's curve is shifted a bit to the right. The median man is more risk tolerant than the median woman, but there are still lots of women who are more risk tolerant than the median man.

This means there are more male extreme athletes and entrepreneurs, but also more inmates and gambling addicts.