  We combine electron energy-loss spectroscopy (EELS) and density functional
theory (DFT) calculations to study the dispersion and effective mass of
excitons in the bulk of WSe$_2$. Our EELS data suggest substantial deviations
from the generic quadratic momentum dependence along the $\Gamma K$-direction.
From the DFT-derived Kohn-Sham states we deduce the EELS response without the
inclusion of particle-hole attraction to study the possible role of the
single-particle band structure on the exciton behavior. Based on this analysis
we argue in favor of a strongly momentum dependent particle-hole interaction in
WSe$_2$ and other group VI-transition-metal dichalcogenides.
