Market Ambiguity Attitude Restores the Risk-Return Trade-Off
Published Online:30 Jan 2025https://doi.org/10.1287/mnsc.2023.03595
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The replication files for this article are available HERE.
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Volume 71, Issue 10
October 2025
Pages 8097-8993, iv-vi
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- Received:November 04, 2023
- Accepted:August 30, 2024
- Published Online:January 30, 2025
Copyright © 2025, INFORMS
Cite as
Soroush Ghazi, Mark Schneider, Jack Strauss (2025) Market Ambiguity Attitude Restores the Risk-Return Trade-Off. Management Science 71(10):8430-8451.
https://doi.org/10.1287/mnsc.2023.03595
Keywords
The authors thank Aurelien Baillon, Turan Bali, Alain Chateauneuf, Lauren Cohen, Stephen Dimmock, Sebastian Ebert, Simon Grant, Tigran Melkonyan, David Schreindorfer, Julian Thimme, Alexander Zimper, and seminar participants at the University of Connecticut, the 2021 North American Summer Meeting of the Econometric Society, the 2021 China Meeting of the Econometric Society, the 2023 International Symposium on Forecasting, the 2024 Conference of Behavioral Decision Research in Management, and the 2024 North American Summer Meeting of the Econometric Society for insightful comments related to this research. The authors thank Amit Goyal, Yehuda Izhakian, and Guofu Zhou for sharing their data with us.
