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Portfolio Choice, Trading, And Returns In A Large 401(K) Plan

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Author Info
Julie Agnew () (Center for Retirement Research at Boston College)
Pierluigi Balduzzi
Annika SundÈn

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Abstract

This paper examines portfolio choice, trading behavior, and realized rates of return following a panel of nearly seven thousand 401(k) retirement accounts during the April 1994-August 1998 time period. The distribution of equity allocations in the panel is strongly bi-modal: 48% of the average annual equity allocations in the panel are zero, while 22% of the allocations are 100%. The oveall average allocation of stocks is 41%. Regression results show patterns of stock allocations by marital status, earnings, age, and seniority that are broadly consistent with the implications of normative models. Stock allocations are higher for married investors and for investors with higher earnings and more seniority on the job; stock allocations are lower for older investors. The evidence on trading activity indicates very limited portfolio re-shuffling, in sharp contrast to existing evidence from discount brokerage accounts: over 87% of the annual number of trades in the panel are zero, and only 7% of the observations exceed one. This evidence is consistent with the implications of models of optimal portfolio choice with fixed transaction costs. Daily changes in equity allocations correlate only weakly with same-day equity returns and do not correlate with future equity returns. This evidence suggests that investors only take partial advantage of the wildcard option in equity-fund shares and are not able to time the market.

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Paper provided by Center for Retirement Research in its series Working Papers, Center for Retirement Research at Boston College with number 2000-06.

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Date of creation: 29 Oct 2002
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Handle: RePEc:crr:crrwps:2000-06

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  1. Nicholas S. Souleles, . "Household Securities Purchases, Transactions Costs, and Hedging Motives," Rodney L. White Center for Financial Research Working Papers 24-99, Wharton School Rodney L. White Center for Financial Research. [Downloadable!]
  2. Jerry A. Hausman & Bronwyn H. Hall & Zvi Griliches, 1984. "Econometric Models for Count Data with an Application to the Patents-R&D Relationship," NBER Technical Working Papers 0017, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  3. Balduzzi, Pierluigi & Lynch, Anthony W., 1999. "Transaction costs and predictability: some utility cost calculations," Journal of Financial Economics, Elsevier, vol. 52(1), pages 47-78, April. [Downloadable!] (restricted)
  4. Brad M. Barber & Terrance Odean, 2000. "Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors," Journal of Finance, American Finance Association, vol. 55(2), pages 773-806, 04. [Downloadable!] (restricted)
  5. Bodie, Zvi & Merton, Robert C. & Samuelson, William F., 1992. "Labor supply flexibility and portfolio choice in a life cycle model," Journal of Economic Dynamics and Control, Elsevier, vol. 16(3-4), pages 427-449. [Downloadable!] (restricted)
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  6. Anthony W. Lynch & Pierluigi Balduzzi, 2000. "Predictability and Transaction Costs: The Impact on Rebalancing Rules and Behavior," Journal of Finance, American Finance Association, vol. 55(5), pages 2285-2309, October. [Downloadable!] (restricted)
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  7. John M.R. Chalmers & Roger M. Edelen & Gregory B. Kadlec, 1999. "The Wildcard Option in Transacting Mutual-Fund Shares," Center for Financial Institutions Working Papers 00-03, Wharton School Center for Financial Institutions, University of Pennsylvania. [Downloadable!]
  8. Sunden, Annika E & Surette, Brian J, 1998. "Gender Differences in the Allocation of Assets in Retirement Savings Plans," American Economic Review, American Economic Association, vol. 88(2), pages 207-11, May. [Downloadable!] (restricted)
  9. Terrance Odean, 1999. "Do Investors Trade Too Much?," American Economic Review, American Economic Association, vol. 89(5), pages 1279-1298, December. [Downloadable!] (restricted)
  10. Lewellen, Wilbur G & Lease, Ronald C & Schlarbaum, Gary G, 1977. "Patterns of Investment Strategy and Behavior among Individual Investors," Journal of Business, University of Chicago Press, vol. 50(3), pages 296-333, July. [Downloadable!] (restricted)
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Cited by:
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  1. Ji, Tingting, 2004. "Essays on consumer portfolio choice and credit risk," MPRA Paper 3161, University Library of Munich, Germany. [Downloadable!]
  2. Ji, Tingting, 2004. "Consumer Credit Delinquency And Bankruptcy Forecasting Using Advanced Econometrc Modeling," MPRA Paper 3187, University Library of Munich, Germany. [Downloadable!]
  3. Cori E. Uccello, 2002. "Do Spouses Coordinate Their Investment Decisions In Order To Share Risks?," Working Papers, Center for Retirement Research at Boston College 2000-09, Center for Retirement Research. [Downloadable!]
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