Suppose $f(\cdot)$ is a fucntion that is odd, $f(0)=0$, increasing and continuous.Is the following result true
Let $Z \sim \mathcal{N}(0,1)$ then \begin{align} \mathbb E[ f(Z) \cdot Z] =\mathbb E[Z^2] \end{align} iff $f(z)=z$ a.s.
Clearly, if $f(z)=z$ than the statement follows, but is the reverse direction true?
How about $f(z) = \frac{1}{3}z^3$? This gives
$$ \Bbb{E}[f(Z)Z] = \frac{1}{3}\Bbb{E}[Z^4] = 1 = \Bbb{E}[Z^2]. $$
In general, if $g$ is an odd measurable function such that $\Bbb{E}[Z g(Z)]$ is finite and positive ($Zg(Z)$ is always non-negative, so the expectation is well-defined and takes values in $[0, \infty]$), then
$$f(z) = \frac{g(z)}{\Bbb{E}[Zg(Z)]}$$
always satisfies $\Bbb{E}[Zf(Z)] = \Bbb{E}[Z^2]$.