Glossary/Investor behavior

Loss Aversion

Also known as Prospect-theory loss aversion

Loss aversion is the tendency for losses relative to a reference point to feel more significant than equivalent gains.

Editorially reviewed 2026-07-30

Why loss aversion matters

It can cause excessive cash holdings, panic selling, refusal to realize losses, or preference for payoff structures with hidden costs.

How it is applied

Investors frame decisions around goals and total wealth, model tolerable loss, predefine rebalancing, and separate willingness from financial capacity.

Portfolio example

An investor rejects a diversified portfolio because a possible one-year loss feels worse than the long-term purchasing-power loss from cash.

How to interpret it

Aversion to loss is not the same as prudent risk control. Objectives and capacity should determine accepted risk.

Limitations and common misconceptions

The strength of loss aversion varies, reference points shift, and genuine liquidity needs can justify conservative choices.

Sources and further reading