Publication: Domain-dependent diversification: The influence of gain-loss domain on correlation choice
Domain-dependent diversification: The influence of gain-loss domain on correlation choice
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Borsboom, C., Duxbury, D., Nieber, A., & Zeisberger, S. (2024). Domain-dependent diversification: The influence of gain-loss domain on correlation choice. Journal of Economic Behavior & Organization, 227, 106681. https://doi.org/10.1016/j.jebo.2024.106681
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Despite compelling evidence of widespread gain–loss-domain-dependent behavior, research on domain-dependent diversification is scarce. We recruited 251 experienced US retail investors to participate in a controlled experiment with the task to select portfolios that differ in asset correlation and, hence, diversification benefits in both the gain and the loss domain. We find evidence of domain-dependent diversification, both unconditional and conditional on benchmark portfolio preferences. Consistent with a loss-attention hypothesis, d
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- Borsboom, Charlotte
- Duxbury, Darren
- Nieber, Alexander
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Borsboom, C., Duxbury, D., Nieber, A., & Zeisberger, S. (2024). Domain-dependent diversification: The influence of gain-loss domain on correlation choice. Journal of Economic Behavior & Organization, 227, 106681. https://doi.org/10.1016/j.jebo.2024.106681
