Experimental tests of the mean-variance model for portfolio selection

Yoram Kroll, Haim Levy, Amnon Rapoport*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

55 Scopus citations

Abstract

Statistically knowledgeable male and female undergraduate students participated in 40 portfolio selection problems with monetary payoff contingent on performance. The portfolio selection task included two independent risky assets with normally distributed returns. It provided access to information about previous returns, allowed borrowing and lending at a fixed interest rate, and forced on each decision period a choice between the two risky assets. The findings show a high percentage of inefficient mean-variance portfolios which does not decrease with practice, a high rate of requests for useless information, a large frequency of switches between the two risky assets, and sequential dependencies. Theoretical and practical implications of the findings are briefly discussed.

Original languageEnglish
Pages (from-to)388-410
Number of pages23
JournalOrganizational Behavior and Human Decision Processes
Volume42
Issue number3
DOIs
StatePublished - Dec 1988

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