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Loss Aversion Implied by a Risk-Based Questionnaire

Jürgen Vandenbroucke and Gosia Fortuna
The Journal of Wealth Management Summer 2019, 22 (1) 39-48; DOI: https://doi.org/10.3905/jwm.2019.22.1.039
Jürgen Vandenbroucke
is expert general manager and head of innovation at KBC Asset Management in Brussels, Belgium, and a guest lecturer at the University of Antwerp in Antwerp, Belgium
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Gosia Fortuna
is an actuary and innovation manager at KBC Asset Management in Brussels, Belgium
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Abstract

This article uses data from an existing classical risk-based questionnaire to define subgroups of investors that are expected to exhibit a different attitude towards loss. Field research confirms that differences in revealed loss attitude match the model’s prediction even when selecting investors with the same classical risk profile. The study should motivate to define investor profiles based on two coordinates rather than just one, meaning a combination of risk and latitude vis-à-vis losses. Such behavioral investor profiles improve customer centricity, contribute to a long-term relationship and simply increase the likelihood of right-selling individual products.

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The Journal of Wealth Management: 22 (1)
The Journal of Wealth Management
Vol. 22, Issue 1
Summer 2019
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Loss Aversion Implied by a Risk-Based Questionnaire
Jürgen Vandenbroucke, Gosia Fortuna
The Journal of Wealth Management Apr 2019, 22 (1) 39-48; DOI: 10.3905/jwm.2019.22.1.039

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Loss Aversion Implied by a Risk-Based Questionnaire
Jürgen Vandenbroucke, Gosia Fortuna
The Journal of Wealth Management Apr 2019, 22 (1) 39-48; DOI: 10.3905/jwm.2019.22.1.039
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  • Article
    • Abstract
    • THE QUESTIONNAIRE
    • “AS IS”: CLASSICAL RISK PROFILES
    • FIELD RESEARCH
    • “TO BE”: BEHAVIORAL INVESTOR PROFILES
    • FIELD VALIDATION
    • CONCLUSION AND IMPLICATIONS
    • ACKNOWLEDGMENTS
    • APPENDIX
    • REFERENCES
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