Risk Pricing Under Gain–Loss Asymmetry
Published Online:28 Jul 2026https://doi.org/10.1287/mnsc.2025.02286
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- Received:June 03, 2025
- Accepted:April 16, 2026
- Published Online:July 28, 2026
Copyright © 2026, INFORMS
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Marianne Andries (2026) Risk Pricing Under Gain–Loss Asymmetry. Management Science 0(0).
https://doi.org/10.1287/mnsc.2025.02286
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The author thanks John Cochrane, Xavier Gabaix, Augustin Landier, Nour Meddahi, David Sraer, and her advisors John Heaton, Emir Kamenica, Ralph Koijen, Lars Hansen, and Pietro Veronesi, as well as numerous conference and seminar participants. She also thanks two anonymous referees, the associate editor, and the editor for their comments and suggestions.
