The market's implied loss aversion under power-log utility investor preferences

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Article number107154
JournalFinance Research Letters
Volume78
DOIs
StatePublished - May 2025

ASJC Scopus Subject Areas

  • Finance

Keywords

  • Behavioral finance
  • Cumulative prospect theory
  • Loss aversion
  • Power-log utility
  • Prospect theory

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