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

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@article{8d6d2b262fa4426e88057fe381143075,

title = "The market's implied loss aversion under power-log utility investor preferences",

keywords = "Behavioral finance, Cumulative prospect theory, Loss aversion, Power-log utility, Prospect theory",

author = "Kale, \{Jivendra K.\}",

note = "Publisher Copyright: {\textcopyright} 2025 The Author",

year = "2025",

month = may,

doi = "10.1016/j.frl.2025.107154",

language = "English",

volume = "78",

journal = "Finance Research Letters",

issn = "1544-6123",

}

TY - JOUR

T1 - The market's implied loss aversion under power-log utility investor preferences

AU - Kale, Jivendra K.

PY - 2025/5

Y1 - 2025/5

KW - Behavioral finance

KW - Cumulative prospect theory

KW - Loss aversion

KW - Power-log utility

KW - Prospect theory

UR - https://www.scopus.com/pages/publications/105000112918

UR - https://www.scopus.com/pages/publications/105000112918#tab=citedBy

U2 - 10.1016/j.frl.2025.107154

DO - 10.1016/j.frl.2025.107154

M3 - Article

AN - SCOPUS:105000112918

SN - 1544-6123

VL - 78

JO - Finance Research Letters

JF - Finance Research Letters

M1 - 107154

ER -