Owners’ Portfolio Diversification and Firm Investment

A-Tier
Journal: The Review of Financial Studies
Year: 2019
Volume: 32
Issue: 12
Pages: 4855-4904

Authors (4)

Evgeny Lyandres (not in RePEc) Maria-Teresa Marchica (not in RePEc) Roni Michaely (University of Hong Kong) Roberto Mura (University of Manchester)

Score contribution per author:

1.005 = (α=2.01 / 4 authors) × 2.0x A-tier

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

Abstract

Portfolio diversification of firms’ controlling owners influences their firms’ capital investment. Empirically, the effect of owners’ portfolio diversification on their firms’ investment levels is positive for publicly traded firms and tends to be negative for privately held ones. These findings are consistent with predictions of a model in which a risk-averse investor simultaneously chooses her portfolio structure, and both the level and riskiness of capital investment of the firm she controls, and in which the firm can be potentially constrained in its capital investment choices. Overall, our results indicate that owners’ portfolio underdiversification and firms’ financial constraints can affect firms’ resource allocation.Received May 3, 2017; editorial decision March 8, 2019 by Editor Francesca Cornelli. Authors have furnished an Internet Appendix, which is available on the Oxford University Press Web site next to the link to the final published paper online.

Technical Details

RePEc Handle
repec:oup:rfinst:v:32:y:2019:i:12:p:4855-4904.
Journal Field
Finance
Author Count
4
Added to Database
2026-01-26