Genetic Variation in Financial Decision‐Making

A-Tier
Journal: Journal of Finance
Year: 2010
Volume: 65
Issue: 5
Pages: 1725-1754

Authors (5)

DAVID CESARINI (not in RePEc) MAGNUS JOHANNESSON (Stockholm School of Economics) PAUL LICHTENSTEIN (not in RePEc) ÖRJAN SANDEWALL (Institutet för Näringslivsfors...) BJÖRN WALLACE (not in RePEc)

Score contribution per author:

0.804 = (α=2.01 / 5 authors) × 2.0x A-tier

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

Abstract

Individuals differ in how they construct their investment portfolios, yet empirical models of portfolio risk typically account only for a small portion of the cross‐sectional variance. This paper asks whether genetic variation can explain some of these individual differences. Following a major pension reform Swedish adults had to form a portfolio from a large menu of funds. We match data on these investment decisions with the Swedish Twin Registry and find that approximately 25% of individual variation in portfolio risk is due to genetic variation. We also find that these results extend to several other aspects of financial decision‐making.

Technical Details

RePEc Handle
repec:bla:jfinan:v:65:y:2010:i:5:p:1725-1754
Journal Field
Finance
Author Count
5
Added to Database
2026-01-25