The Market's Implied Loss Aversion under Power-Log Utility Investor Preferences

Authors

Jivendra K. Kale, Saint Mary's College of California

SMC Author

Jivendra Kale

SMC Affiliated Work

1

Status

Faculty

School

School of Economics and Business Administration

Department

Finance

Document Type

Article

Publication Date

3-8-2025

Publication / Conference / Sponsorship

Finance Research Letters

Peer Reviewed

1

DOI

10.1016/j.frl.2025.107154

Disciplines

Business | Economics

Rights

Open Access via SMC Transformative Agreements

Repository Citation

Kale, Jivendra K.. The Market's Implied Loss Aversion under Power-Log Utility Investor Preferences (2025). Finance Research Letters. 10.1016/j.frl.2025.107154 [article]. https://digitalcommons.stmarys-ca.edu/school-economics-business-faculty-works/1397