Myopic loss aversion revisited

Pavlo Blavatskyy; Ganna Pogrebna

doi:10.1016/j.econlet.2009.03.023

Myopic loss aversion revisited

Pavlo Blavatskyy, Ganna Pogrebna

Artificial Intelligence and Cyber Futures Institute

University of Zurich

Research output: Contribution to journal › Article › peer-review

11 Citations (Scopus)

Abstract

In this paper we reexamine several experimental papers on myopic loss aversion by analyzing individual rather than aggregate choice patterns. We find that the behavior of the majority of subjects is inconsistent with the hypothesis of myopic loss aversion.

Original language	English
Pages (from-to)	43-45
Number of pages	3
Journal	Economics Letters
Volume	104
Issue number	1
DOIs	https://doi.org/10.1016/j.econlet.2009.03.023
Publication status	Published - Jul 2009

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10.1016/j.econlet.2009.03.023

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title = "Myopic loss aversion revisited",

abstract = "In this paper we reexamine several experimental papers on myopic loss aversion by analyzing individual rather than aggregate choice patterns. We find that the behavior of the majority of subjects is inconsistent with the hypothesis of myopic loss aversion.",

keywords = "Evaluation period, Myopic loss aversion, Prospect theory, Random error",

author = "Pavlo Blavatskyy and Ganna Pogrebna",

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KW - Prospect theory

KW - Random error

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VL - 104

SP - 43

EP - 45

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Myopic loss aversion revisited

Abstract

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