Ambiguity Aversion and Beating Benchmarks: Does it Create a Pattern?
Published Online:21 Nov 2022https://doi.org/10.1287/mnsc.2022.4609
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The replication files for this article are available HERE.
- Cited by
- 16 October 2024 | Review of Quantitative Finance and Accounting, Vol. 65, No. 2
Volume 69, Issue 11
November 2023
Pages 6417-7150, iii-iv
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- Received:April 16, 2021
- Accepted:March 19, 2022
- Published Online:November 21, 2022
Copyright © 2022, INFORMS
Cite as
Adam Kolasinski, Xu Li, Mark Soliman, Qian Xin (2022) Ambiguity Aversion and Beating Benchmarks: Does it Create a Pattern?. Management Science 69(11):7059-7078.
https://doi.org/10.1287/mnsc.2022.4609
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The authors are grateful to the editor (Brian Bushee), an anonymous associate editor, two anonymous reviewers, Anwer Ahmed, Eric Allen, Patricia Dechow, David Hirshleifer, Clive Lennox, Tracie Majors, Chul Park, Richard Sloan, Lorien Stice-Lawrence, Senyo Tse, Forester Wong, and Eric Yeung, as well as seminar participants at Texas A&M University and USC for their helpful comments.
