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How Institutional Investors Frame Their Losses: Evidence on Dynamic Loss Aversion from Currency Portfolios

Citation:

Froot, Kenneth A., John Arabadjis, Sonya Cates, and Stephen Lawrence. “How Institutional Investors Frame Their Losses: Evidence on Dynamic Loss Aversion from Currency Portfolios.” Journal of Portfolio ​Management 38, no. 1 (Fall 2011): 60-68 (2011).
How Institutional Investors Frame Their Losses: Evidence on Dynamic Loss Aversion from Currency Portfolios2.72 MB

Date Published:

May 2011

Publisher's Version

See also: Asset Pricing, Capital Markets, Foreign Exchange, Imperfect Capital Markets, Investor Behavior, Portfolio Construction
Last updated on 10/07/2020