Risk Aversion, Foreign Exchange Speculation and Gambler’s Ruin

C-Tier
Journal: Economica
Year: 1998
Volume: 65
Issue: 259
Pages: 441-453

Authors (1)

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

The apparent persistence of unexploited opportunities for expected profits in foreign exchange markets suggests highly risk‐averse market participants. Financial institutions put tight limits on the foreign‐exchange positions they may have at risk at any time, despite beliefs that the odds are favourable that the positions will be profitable. This ‘safety‐first’ practice is consistent with keeping the probability of ruin low enough to be of no practical concern. The setting of a very low probability of ruin for prudential reasons provides a rationale for traders behaving as if they have a degree of risk aversion that might otherwise seem implausibly high.

Technical Details

RePEc Handle
repec:bla:econom:v:65:y:1998:i:259:p:441-453
Journal Field
General
Author Count
1
Added to Database
2026-01-25