The concept of behavioral finance and its history

  

The concept of behavioral finance and its history, It is based on the hypothesis that investors are perfectly rational and, therefore, thanks to this peculiarity, they always manage to make the best decision in any situation.  According to classical financial theory, investors make rational decisions, acting based on a series of information analyzed, precisely, in a rational manner.

More than 2,300 years ago, the famous Greek philosopher Aristotle stated that man is a rational animal and this definition, in a way, has become the thesis of classical financial theory.

 

In this article we will explain what behavioral finance means and how it differs from classical financial theory. Read on and find out more about the top 6 cognitive biases, here we go!

 

Classical finance vs behavioral finance

Classical financial theory: this is its key principle

It is based on the hypothesis that investors are perfectly rational and, therefore, thanks to this peculiarity, they always manage to make the best decision in any situation.

 

According to classical financial theory, investors make rational decisions, acting based on a series of information analyzed, precisely, in a rational manner.

 

But various empirical investigations, and also history itself - just think of everything that financial crises have taught us - have shown that individuals systematically make mistakes. 

 

What is behavioral finance?

Man is not only reason, but also instinct and emotion, which is why he usually makes irrational decisions. This also applies to the world of finance since investors are emotional. This is the principle that gave rise to behavioral finance, that is, the branch of economic studies that studies the behaviors of investors in financial markets.

 

In contrast to the theory of traditional finance related to the perfect rationality of individuals and the efficiency of the market, an approach is proposed, on the one hand, alternative and, on the other, complementary. In fact, this new school of thought starts from the idea that markets are not completely efficient and that individuals are not totally rational.

 

Behavioral finance recognizes that emotions play an important role in investor decisions and seeks to understand how they influence financial markets.

 

In other words, we could define behavioral finance as a combination of economics, finance, and investment psychology . Therefore, these finances, also known as emotional finances, directly influence the investor's decision making.

 

Birth of behavioral finance

This branch of economics has experienced great development in the last 3 or 4 decades, since it is in this period of time when the most relevant publications and the most authoritative studies have been concentrated. 

 

But it doesn't hurt to know that to find the origins of behavioral finance you have to go back further in time. 

 

We can begin to talk about behavioral economics already at the end of the 18th century with Adam Smith , author of the book "Theory of Moral Sentiments", in which the famous economist analyzes individual and social psychological behaviors. 

 

However, neoclassical economists cut all ties with psychology, giving life to the theory of homo economicus, considered exclusively as a rational being. 

 

Furthermore, we would have to wait until the last century, specifically at the beginning of its second half, to witness a return to the scene of behavioral finance.

 

The founding fathers: some basic principles

In 1979, the text "Prospect Theory: an analysis of decisions under risk" was published, written by two Israeli psychologists. These are Daniel Kahneman and Amos Tversky, considered the founding fathers of behavioral finance. 

 

In fact, with their perspective theory, both psychologists focus on demonstrating how decisional processes in the economic field undergo important modifications when the individual is in a situation of investment risk.

 

Generally, human beings make their decisions with the objective of avoiding losses or ensuring their gains. But at the moment we find ourselves, in a context marked by uncertainty, an asymmetry is created in the decision-making process. In fact, prospect theory states that the weight of losses is much greater than that of gains. 

 

There is an asymmetry in valuation, showing that the fear of loss is three times greater than the joy experienced when an investment is successfully made. From this derives the concept of loss aversion, one of the psychological phenomena formulated by Kahneman and Tversky in their studies. 

 

Among the founding fathers of behavioral finance we also find Richard Thaler, winner of the Nobel Prize in Economics in 2017. 

 

Thaler is considered the founder of behavioral economics, whose main theory is that human beings, in the economic sphere, make fundamentally irrational decisions. Thus, we start from these erroneous behaviors to arrive at an explanation of financial phenomena.  

 

What behavioral finance is for?

The goal of behavioral finance is to understand the way financial markets move, based on the behavior of each individual or society. 

 

In other words, this subfield of behavioral economics tries to understand how investors act and the reasons behind the decisions they make. As we have seen previously, one of the principles of behavioral finance is that human beings are not completely rational.

 

Even in the financial field, their decisions are conditioned by a series of external factors, known as cognitive biases, which lead to mistakes, with often disastrous effects for the individual, but sometimes, as a reflection, also for the markets.     

 

Thanks to behavioral finance, these erroneous and harmful behaviors are studied and once identified, an important reading key can be offered, not only to understand what is at their origin, but also to shed light on the logic of the market.

 

Thus, behavioral finance is an indispensable tool because it helps optimize savings and investment management.

 

The research and studies carried out so far have suggested to large investors the correct strategies to get the most out of investments, even in the most complex phases of the market, when most individuals tend to make more mistakes.


Cognitive errors and examples

As stated above, one of the main principles of behavioral finance is: human beings systematically make errors due to the absence of total rationality in their decisions.

 

These errors are defined as "biases" or cognitive distortions and, thanks to their analysis, theoretical models can be identified to resort to in order to make more conscious decisions. It is important to highlight that, depending on the risk profile, they may be found in different proportions.

 

It should be noted that biases are divided into two categories: cognitive and emotional. Cognitive biases are mental "shortcuts" used to avoid reasoning, while emotional biases arise from some feeling or emotion, such as fear or desire.

 

1. Excess security

We speak of excess security when the individual tends to overvalue his or her abilities, so he or she relies exclusively on his or her perception, which he or she considers superior to any objective evidence.

 

2. Risk aversion

The asymmetric perception of losses and gains causes the individual to experience stronger pain for the former compared to the pleasure felt for the latter which normally results in risk aversion. 

 

Because of this bias, it may happen that you make a wrong decision driven precisely by the fear of a loss, which does not allow you to correctly assess the potential gain.



As the investor profile plays an important role in decision-making, Forward You has defined a risk model on a scale from "conservative" to "offensive". This is how we find the appropriate investment strategy based on personal appetite for risk.

 

3. Familiarity

The bias towards the familiar (" home bias ") induces decisions to be made based on schemes already explored and experienced previously. 

 

This cognitive error leads the individual to invest in stocks that they already know, excluding, for example, foreign ones, which usually leads to a strong penalty in terms of diversification.


4. Anchoring

Anchoring is another bias with very negative effects, because it is nothing more than the tendency to anchor in the first information received and therefore in the first decisions made, without evaluating other alternatives.


5. Herd effect

The herd effect is among the best-known biases and is identified with the tendency to follow the behaviors of others, without a rational approach that allows a conscious decision to be made.

 

For example, the herd effect can lead to selling just because everyone is doing it, without anyone knowing that this is the right option. At the same time, one could buy a security following the euphoria of others, with the risk of being immersed in a speculative bubble.

 

6. Attribution error

One of the cognitive biases identified by behavioral finance is represented by this error, which can be incurred once an investment decision has been made.

 

Attribution error can lead to assigning credit to oneself for decisions with positive results, and assigning blame to others for those that went wrong.

 

Behavioral economics and neuroeconomics

In light of the underlying thesis from which Thaler starts, it is not surprising that there is a close link between behavioral economics and neuroeconomics, a discipline that studies the way in which human beings make their decisions in the economic field.

 

What is the principle behind behavioral finance?

To understand the principle on which behavioral finance is based, it is necessary to start from a consideration that is as simple as it is basic: man is not only reason, but also instinct and emotion, which is why he also tends to make irrational decisions.

 

How does behavioral finance come into play?

In essence, behavioral finance studies markets in relation to people's behavior, thus trying to understand how they are influenced by emotions and psychological aspects of the human being.

 

The key role of technology

The biases indicated above are just some of the cognitive errors that directly influence the decisions made in the financial field. Knowing that investment decisions can be conditioned by this is, without a doubt, a very important first step. 

 

The merit of all this must certainly be given to behavioral finance, which helps us by providing us with models to be able to decide better and more rationally. 

 

But knowing behavioral anomalies is no guarantee of success, because this is usually not enough to avoid the repetition of errors of which we are also aware. And this is where technology becomes decisive, allowing us to avoid the biases that induce human beings to pay attention to their emotions instead of their rationality. 

 

Think, for example, of artificial intelligence that, free of any form of emotion, guarantees rational treatment of investments, especially in the most difficult market situations.


In summary

Behavioral finance: 

  •   They start from the principle that human beings are not totally rational.
  •   They try to understand how investors act
  •   They study cognitive errors, biases, of human beings
  •   They provide models based on which to decide better and more rationally.

 

Did you know…

Did the concept of behavioral economics spread at the end of the 18th century, with Adam Smith?

Behavioral finance is necessary to optimize savings and investment management.

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