Behavioral Finance

O- Options :

O - Overconfidence

M - Mental Accounting

  • People separate related decions
  • Rather than netting gains/losses, they set up mental accounts.
  • View decisions, related to one another, individually.
  • Make sub-optimal decisions.
    Eg. Credit Card. Savings Ac.

M - Myopic Loss Aversion

  • Research - people less risk averse - when facing a multi period series of gambles. Frequency of choice, length of reporting period will be influential.
  • Less risk averse when faced with repeated gambles vs a single gamble.
  • Investor-recognise inv. strategy - repeated short term gambles - long term view- less risk averse vs short term gamble, short term view.

F - Framing

  • Words in a question - Impact on decions
  • One word or two changed - profound effect on responses

P - Prospect Theory

  • How people made decisions when faced with gain/loss.
  • People - risk averse - when facing the prospect of making a gain.
  • Risk - seeking when facing the prospect of making a loss.
  • Loss in value from a loss is twice as much as the gain in value from the same monetary gain.

E - Estimating
Probabilities

A- Anchoring

  • Anchor - initial idea from past experience or expertise
  • Start with an anchor and then adjust the anchor to arrive at final judgement.
  • Effects are pervasive, robust, even when people know when their anchor is ridiculous.

Hindsight Bias

  • Events happened - will be thought as predictable
  • Events didn't happen - thought as having been unlikely to happen

Confirmation Bias

  • Look evidence - confirms their POV
  • Faced with difficult decision - Looks for data which supports view and dismiss data which doesn't

Primary effect
People more likely to choose first option presented.

Recency effect

  • Final option presented may be preferred.
  • Time gap between presentation of options/decisions may influence this dichotomy.

Middle option
Studies suggest people tend to choose intermediate option than one at either end.

Complexity

  • Greater range of options discourage decision making
  • Higher probability attributed to limited options presented.

Status Quo Bias
People have marked preference for keeping things as they are.

Regret Aversion

  • By retaining existing arrangements people minimise the possibility of regret. (Avoid pain associated with feeling responsible for a loss)

Ambiguity aversion

  • People prepared to pay premium for rules or to remove ambiguity.
  • Pay for further information that reduces the degree of uncertainty faced.

Availability bias

  • People can be influenced by the ease with which something can be brought to the mind.
  • Can lead to biased judgements as examples of one event are inherently more difficult to imagie than others.
  • Eg. Car crashes, Cancer.

Representative Heuristics

  • People find more probable that which find easier to imagine.
  • As the amount of detail increases the apparent likelihood may increase (though true prob. may decrease steadily)
  • Extra detail makes scenario more believable, so people think it's likely (which may not be true).

Dislike of -ve events

  • Valence of outcome (i.e. degree to which it's considered -ve)has an enormous impact on the probability estimates and it's likely occurrence.
  • Studies show that individuals are prone to underestimate the probability that a -ve event may occur.