{"title":"Portfolio choice with narrow framing and loss aversion: a simplified approach","authors":"Andrew Grant, Oh Kang Kwon, Stephen Satchell","doi":"10.1080/1351847x.2024.2388776","DOIUrl":null,"url":null,"abstract":"This paper considers portfolio construction issues for a ‘mental accountant’, who exhibits an S-shaped utility function with loss aversion and narrowly-frames their asset allocation decision. We ar...","PeriodicalId":22468,"journal":{"name":"The European Journal of Finance","volume":"1 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-09-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"The European Journal of Finance","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/1351847x.2024.2388776","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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Abstract
This paper considers portfolio construction issues for a ‘mental accountant’, who exhibits an S-shaped utility function with loss aversion and narrowly-frames their asset allocation decision. We ar...
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