Winners from Winners: A Tale of Risk Factors
Published Online:1 Feb 2023https://doi.org/10.1287/mnsc.2023.4668
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The replication files for this article are available HERE.
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Volume 70, Issue 1
January 2024
Pages 1-670, iii-iv
Article Information
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- Received:September 22, 2021
- Accepted:May 29, 2022
- Published Online:February 01, 2023
Copyright © 2023, INFORMS
Cite as
Siddhartha Chib, Lingxiao Zhao, Guofu Zhou (2023) Winners from Winners: A Tale of Risk Factors. Management Science 70(1):396-414.
https://doi.org/10.1287/mnsc.2023.4668
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The authors thank Doron Avramov, Amit Goyal, Sahn-Wook Huh, Hong Liu, Werner Ploberger, John Nachbar, Gaetano Antinolfi, and seminar participants at Washington University in St. Louis, Tongji University, Wuhan University, Hunan University, Antai College of Economics and Management of Shanghai Jiao Tong University, and Peking University HSBC Business School; Dashan Huang for earlier contributions to this project; Kyle Wang for research assistance; and the editor, associate editor, and referees for insightful comments and suggestions.
