Skewness expectations and portfolio choice

Tilman H. Drerup, Matthias Wibral*, Christian Zimpelmann

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

Abstract

Many models of investor behavior predict that investors prefer assets that they believe to have positively skewed return distributions. We elicit detailed return expectations for a broad index fund and a single stock in a representative sample of the Dutch population. The data show substantial heterogeneity in individuals’ skewness expectations of which only very little is captured by sociodemographics. Across assets, most respondents expect a higher variance and skewness for the individual stock compared to the index fund. Portfolio allocations increase with the skewness of respondents’ return expectations for the respective asset, controlling for other moments of a respondent’s expectations.
Original languageEnglish
Pages (from-to)107-144
Number of pages38
JournalExperimental Economics
Volume26
Issue number1
Early online date2022
DOIs
Publication statusPublished - Mar 2023

JEL classifications

  • d84 - "Expectations; Speculations"
  • d14 - Personal Finance
  • g11 - "Portfolio Choice; Investment Decisions"
  • g02 - Behavioral Finance: Underlying Principles

Keywords

  • skewness
  • stock market expectations
  • portfolio choice
  • behavioral finance
  • Skewness
  • Portfolio choice
  • Stock market expectations
  • Behavioral finance

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