{"title":"Skin or Skim? Inside Investment and Hedge Fund Performance","authors":"Arpit Gupta, Kunal Sachdeva","doi":"10.1287/mnsc.2024.4984","DOIUrl":"https://doi.org/10.1287/mnsc.2024.4984","url":null,"abstract":"Management Science, Ahead of Print. <br/>","PeriodicalId":49890,"journal":{"name":"Management Science","volume":null,"pages":null},"PeriodicalIF":5.4,"publicationDate":"2024-07-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141774592","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Alexandre de Cornière, Andrea Mantovani, Shiva Shekhar
Management Science, Ahead of Print.
管理科学》，印刷版前。
{"title":"Third-Degree Price Discrimination in Two-Sided Markets","authors":"Alexandre de Cornière, Andrea Mantovani, Shiva Shekhar","doi":"10.1287/mnsc.2023.02788","DOIUrl":"https://doi.org/10.1287/mnsc.2023.02788","url":null,"abstract":"Management Science, Ahead of Print. <br/>","PeriodicalId":49890,"journal":{"name":"Management Science","volume":null,"pages":null},"PeriodicalIF":5.4,"publicationDate":"2024-07-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141743371","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A High-Dimensional Choice Model for Online Retailing","authors":"Zhaohui (Zoey) Jiang, Jun Li, Dennis Zhang","doi":"10.1287/mnsc.2020.02715","DOIUrl":"https://doi.org/10.1287/mnsc.2020.02715","url":null,"abstract":"Management Science, Ahead of Print. <br/>","PeriodicalId":49890,"journal":{"name":"Management Science","volume":null,"pages":null},"PeriodicalIF":5.4,"publicationDate":"2024-07-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141743374","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Miyuki P. S. Cheng, Christopher Tang, Chris K. Y. Lo, Andy C. L. Yeung, Hugo K. S. Lam
Management Science, Ahead of Print.
管理科学》，印刷版前。
{"title":"Return to the United States: Impact of Reshoring Announcements and Reshoring Risks on Market Valuation","authors":"Miyuki P. S. Cheng, Christopher Tang, Chris K. Y. Lo, Andy C. L. Yeung, Hugo K. S. Lam","doi":"10.1287/mnsc.2022.00599","DOIUrl":"https://doi.org/10.1287/mnsc.2022.00599","url":null,"abstract":"Management Science, Ahead of Print. <br/>","PeriodicalId":49890,"journal":{"name":"Management Science","volume":null,"pages":null},"PeriodicalIF":5.4,"publicationDate":"2024-07-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141746326","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Many consumers across the world struggle to gain access to credit because of their lack of credit scores. This paper explores the potential of a new alternative data source, grocery transaction data, for evaluating consumers’ creditworthiness. Our analysis takes advantage of a unique, individual-level match of credit card data and supermarket loyalty card data. By developing credit scoring algorithms that either exclude or include grocery data, we illustrate both the incremental value of grocery data for credit decisions and its boundary conditions. We demonstrate that signals from grocery data can improve credit approval decisions, particularly for individuals who lack traditional credit scores. Furthermore, as a consumer establishes a relationship with lenders and builds a credit history, the marginal value of incorporating grocery data diminishes. These findings highlight the potential of grocery data in informing credit decisions and, consequently, in enabling financial institutions to extend credit to consumers who lack traditional credit scores. This paper was accepted by David Simchi-Levi, marketing. Supplemental Material: The online appendix and data files are available at https://doi.org/10.1287/mnsc.2022.02364 .
由于缺乏信用评分，世界各地的许多消费者都在为获得信贷而苦苦挣扎。本文探讨了一种新的替代数据源--杂货店交易数据--在评估消费者信用度方面的潜力。我们的分析利用了信用卡数据和超市会员卡数据在个人层面上的独特匹配。通过开发排除或包含杂货店数据的信用评分算法，我们说明了杂货店数据对信用决策的增量价值及其边界条件。我们证明，来自杂货店数据的信号可以改善信贷审批决策，尤其是对缺乏传统信用评分的个人而言。此外，随着消费者与贷方建立关系并建立信用记录，纳入杂货数据的边际价值会递减。这些发现凸显了食品杂货数据在为信贷决策提供信息方面的潜力，从而使金融机构能够向缺乏传统信用评分的消费者提供信贷。本文由 David Simchi-Levi（市场营销）接受。补充材料：在线附录和数据文件可在 https://doi.org/10.1287/mnsc.2022.02364 上获取。
{"title":"Using Grocery Data for Credit Decisions","authors":"Jung Youn Lee, Joonhyuk Yang, Eric T. Anderson","doi":"10.1287/mnsc.2022.02364","DOIUrl":"https://doi.org/10.1287/mnsc.2022.02364","url":null,"abstract":"Many consumers across the world struggle to gain access to credit because of their lack of credit scores. This paper explores the potential of a new alternative data source, grocery transaction data, for evaluating consumers’ creditworthiness. Our analysis takes advantage of a unique, individual-level match of credit card data and supermarket loyalty card data. By developing credit scoring algorithms that either exclude or include grocery data, we illustrate both the incremental value of grocery data for credit decisions and its boundary conditions. We demonstrate that signals from grocery data can improve credit approval decisions, particularly for individuals who lack traditional credit scores. Furthermore, as a consumer establishes a relationship with lenders and builds a credit history, the marginal value of incorporating grocery data diminishes. These findings highlight the potential of grocery data in informing credit decisions and, consequently, in enabling financial institutions to extend credit to consumers who lack traditional credit scores. This paper was accepted by David Simchi-Levi, marketing. Supplemental Material: The online appendix and data files are available at https://doi.org/10.1287/mnsc.2022.02364 .","PeriodicalId":49890,"journal":{"name":"Management Science","volume":null,"pages":null},"PeriodicalIF":4.6,"publicationDate":"2024-07-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141648734","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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