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Can reference-dependent loss aversion explain choice behaviour?

Puerta, Inmaculada R.; Pinto Prades, José Luis - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015485758

Loss harvesting strategies tax efficiently diversify concentrated stock

Malkin, Slava; Selwitz, Harrison; Cai, Taotao; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015485826

Expectations and social decision making : an investigation of gain and loss ultimatum games

Heilman, Renata M.; Ursu, Alexandru; Trif, Sabina R.; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015190595

Loss aversion, moral hazard, and stochastic contracts

Ho, Hoa - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015386731

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Loss aversion, moral hazard, and stochastic contracts

Ho, Hoa - 2021 - Draft: March 10, 2021

Edition: Draft: March 10, 2021

Book / Working Paper

Price expectations and reference-dependent preferences

Rutledge, Robert M.; Alladi, Vinayak; Cheung, Stephen L. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015464477

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Price expectations and reference-dependent preferences

Rutledge, Robert; Alladi, Vinayak; Cheung, Stephen L. - 2022

Book / Working Paper

From incurred to expected loss : implications for bank lending

Abad, Jorge; Ikeda, Daisuke; Suárez, Javier - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015466548

Third party loss aversion reduces spectator redistribution

Keinprecht, Michael - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015446796

Limiting loss distribution of default and prepayment for loan portfolios and its application in RMBS

Xia, Chenxi; Zang, Xin; Bu, Lan; Duan, Qinhan; Yang, … - 2025

This paper studies the joint distribution of the default and prepayment losses for a large portfolio of loans, based on a bottom-up approach. The repayment behaviors of loans in the portfolio are determined by both systematic and idiosyncratic risk factors and are conditionally independent given...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015448891

How do humans respond to large realized losses?

Mujcic, Redzo; Powdthavee, Nattavudh - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015450647

Who wins and loses in a bubble? : evidence from the British bicycle mania

Quinn, William; Turner, John D. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015453451

Ambiguity attitudes of individuals and groups in gain and loss domains

Minnich, Aljoscha; Lange, Andreas - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015440967

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Ambiguity attitudes of individuals and groups in gain and loss domains

Minnich, Aljoscha; Lange, Andreas - 2023

Book / Working Paper

The consequences of narrow framing for risk-taking : a stress test of myopic loss aversion

Schwaiger, Rene; Strucks, Markus; Zeisberger, Stefan - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015562116

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The consequences of narrow framing for risk-taking : a stress test of myopic loss aversion

Schwaiger, Rene; Strucks, Markus; Zeisberger, Stefan - 2024

Book / Working Paper

Breaking the bank? : the case for and against central bank losses

Caddick, Dominic - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015492268

Nominal loss aversion in the housing market and household mobility

Hurmeranta, Risto; Lyytikäinen, Teemu - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015492616

Perceived interconnections between Canadian banks and non-bank financial intermediaries under stress

Ojea-Ferreiro, Javier - 2025 - Last updated: November 13, 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015531728

Never say never : optimal exclusion and reserve prices with expectations-based loss-averse buyers

Balzer, Benjamin; Rosato, Antonio - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015577752

Hyperbolic discounting and its influence on loss tolerance : evidence from Japanese investors

Kuramoto, Yu; Bawalle, Aliyu Ali; Khan, Mostafa Saidur Rahim - 2025

Hyperbolic discounting, a key determinant of intertemporal behavior, captures individuals' preferences for smaller immediate rewards over larger delayed ones. This study examined how hyperbolic discounting influences investment loss tolerance using a large-scale dataset of Japanese investors....

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015515212

Do losses trigger deliberative reasoning?

Carpenter, Jeffrey P.; Munro, David - 2022

There is a large literature evaluating the dual process model of cognition, including the biases and heuristic it implies. To advance this literature, we focus on what triggers decision makers to switch from the intuitive process (aka System 1) to the more deliberative process (aka System 2)....

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013198848

Does disaster risk relate to banks' loan loss provisions?

Dal Maso, Lorenzo; Kanagaretnam, Kiridaran; Lobo, Gerald J. - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014584417

Incentive design for reference-dependent preferences

Gonzalez Jimenez, Victor H. - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014553209

Trading option portfolios using expected profit and expected loss metrics

Venter, Johannes Hendrik; Jongh, Pieter Juriaan de - 2024

When trading in the call and put contracts of option chains, the portfolios of strikes must be selected. The trader must also decide whether to take long or short positions at the selected strikes. Dynamic strategies for making these decisions are discussed in this paper. On any day, the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015065879

Loss modeling with the size-biased lognormal mixture and the entropy regularized EM algorithm

Bae, Taehan; Miljkovic, Tatjana - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015066975

A behavioral definition of loss aversion

Blavatskyy, Pavlo R. - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015071422

A critical evaluation of loss aversion as the determinate of effort in compensation framinging

Shields, Timothy W.; Wilhelm, James - 2024 - Preliminary and incomplete

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015080991

Market reaction to the expected loss model in banks

Onali, Enrico; Ginesti, Gianluca; Cardillo, Giovanni; … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015083481

Dynamic liability-driven investment under sponsor's loss aversion

Lee, Dong-Hwa; Sung, Jooho - 2024

This paper investigates a dynamic liability-driven investment policy for defined-benefit (DB) plans by incorporating the loss aversion of a sponsor, who is assumed to be more sensitive to underfunding than overfunding. Through the lens of prospect theory, we first set up a loss-aversion utility...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014497331

Detection and treatment of outliers for multivariate robust loss reserving

Avanzi, Benjamin; Lavender, Mark; Taylor, Greg; Wong, … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014519971

Tullock contest with reference-dependent preferences

Fallucchi, Francesco; Trevisan, Francesco - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015123791

Lessons from an app update at Replika AI : identity discontinuity in human-AI relationships

De Freitas, Julian; Castelo, Noah; Uğuralp, Ahmet; … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015095407

Tax loss carryforward disclosure

Flagmeier, Vanessa; Müller, Jens - 2024

This study examines firms' voluntary disclosure of tax loss carryforward (TLCF) information. We measure the content and presentation of TLCF information by a disclosure score based on hand collected data from annual reports. Our identification strategy employs new proprietary data to control for...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015210148

Ensemble distributional forecasting for insurance loss reserving

Avanzi, Benjamin; Li, Yanfeng; Wong, Bernard; Xian, Alan - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015188234

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Ensemble Distributional Forecasting for Insurance Loss Reserving

Avanzi, Benjamin; Li, Yanfeng; Wong, Bernard; Xian, Alan - 2022

Book / Working Paper

A guide to 130/30 loss harvesting

Goldberg, Lisa; Cai, Taotao; Schneider, Ben - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015192031

Kinked accounting? : small loss avoidance in Europe and (not) the US

Chardonnens, Patrick; Wallmeier, Martin - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015178159

Still "too much, too late" : provisioning for expected loan losses

Goncharenko, Roman; Rauf, Asad - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015426699

Operational loss recoveries and the macroeconomic environment : evidence from the U.S. banking sector

Frame, W. Scott; Lazaryan, Nika; McLemore, Ping; Mihov, … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015557420

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Operational loss recoveries and the macroeconomic environment : evidence from the U.S. banking sector

Frame, W. Scott; Lazaryan, Nika; McLemore, Ping; Mihov, … - 2022

Book / Working Paper

Addressing managerial loss aversion for the corporate value creation process : a critical analysis of the literature and preliminary approaches

Camilli, Riccardo; Mechelli, Alessandro; Stefanoni, … - 2024

To date, the studies on managerial loss aversion have produced contradictory findings, making it impossible to: (i) identify the ultimate impact of managerial loss aversion on the value that organisations create for themselves and for their stakeholders, and (ii) mitigate the effect of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014471006

Some properties of the maximum loss on loan portfolios

Vörös, József - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014471878

Effects of physical stock loss on the financial performance of retail enterprises

Tabane, Tshegofatso L.; Phume, Tshisikhawe B.; Retief, … - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015046091

The valuation of loss firms : a stock market perspective

Mohrschladt, Hannes; Siedhoff, Susanne - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015397405

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The Valuation of Loss Firms : A Stock Market Perspective

Mohrschladt, Hannes; Siedhoff, Susanne - 2022

Book / Working Paper

Permanent capital losses after banking crises

Baron, Matthew; Laeven, Luc; Pénasse, Julien; Usenko, … - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015614190

The effect of paper versus realized losses on subsequent risktaking : field evidence from casino gambling

Meier, Philippe; Flepp, Raphael; Rüdisser, Maximilian; … - 2020

In this paper, we test the realization effect, i.e., that risk-taking increases after a paper loss, whereas risk-taking decreases after a realized loss, using gambling data from a real casino. During a particular casino visit, losses are likely perceived as paper losses because the chance to...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012209223

Local Risk-Taking and Mortgage Loss

Qiu, Mingming; Wang, Chongyu - 2023

We investigate the role of social structure in mortgage market risk-taking behavior and its economic implications in terms of mortgage loss. Focusing on conforming loans, we start by showing that the local risk-taking atmosphere is associated with higher loan-to-value ratios. Next, we verify the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014257089

Crypto Losses

Nguyen, Xuan-Thao; Maine, Jeffrey A. - 2023

The crypto industry has been hit hard with various market forces and scams, leaving investors with trillion-dollar losses in recent years. The appropriate tax treatment of such losses has yet to be fully examined, as there is scant guidance and a dearth of academic literature on the subject....

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014348919

Detection of Loss Aversion in Auctions Against Pre-Programmed Computers

Kim, Dong-Hyuk; Ratan, Anmol - 2023

We run experiments of first-price auctions with two groups, by which we directly detect the presence of bidders’ loss-aversion. Each human bidder bids against three preprogrammed computer bidders. The computer bidders independently draw their values from the uniform distribution and bid their...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014357107

Loss aversion

Imai, Taisuke; Schmidt, Klaus M. - 2023 - This version: November 21, 2023

Loss aversion postulates that people prefer avoiding losses over acquiring gains of equal size. It is a central part of prospect theory and, according to Daniel Kahneman, “the most significant contribution of psychology to behavioral economics” (Kahneman, 2011, p. 300). It has powerful...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014487321

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Loss aversion

Imai, Taisuke; Schmidt, Klaus M. - 2023 - This version: November 21, 2023

Edition: This version: November 21, 2023

Book / Working Paper

Bank of England report on climate-related risks and the regulatory capital frameworks

2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014434860

Rank-based multivariate Sarmanov for modeling dependence between loss reserves

Abdallah, Anas; Wang, Lan - 2023

The interdependence between multiple lines of business has an important impact on determining loss reserves and risk capital, which are crucial for the solvency of a property and casualty (P&C) insurance company. In this work, we introduce the two-stage inference method using the Sarmanov family...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014435614

Organizational change and reference-dependent preferences

Schmidt, Klaus M.; Wangenheim, Jonas von - 2023 - This version: October 4, 2023

Reference-dependent preferences can explain several puzzling observations about organizational change. We introduce a dynamic model in which a loss-neutral firm bargains with loss-averse workers over organizational change and wages. We show that change is often stagnant or slow for long periods...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014495909

Precautionary savings, loss aversion, and risk : theory and evidence

Dhami, Sanjit S.; Hajimoladarvish, Narges; Georgalos, … - 2023

We consider a simple, two period, consumption-savings model with future income uncertainty that examines the interplay of savings, precautionary savings, loss aversion, and risk. We provide the relevant theory, followed by empirical tests based on subject-specific choices, and the measurement of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014315431

The disutility of stock market losses : evidence from domestic violence

Lin, Tse-Chun; Pursiainen, Vesa - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014320566