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Capital Flows

1999
Froot, K.A. “The Limited Financing of Catastrophe Risk: An Overview.” In The Financing of Catastrophe Risk, 1-22. Chicago: University of Chicago Press, 1999. The Limited Financing of Catastrophe Risk: An Overview

Revised from NBER Working Paper No. 6025, May 1997, and HBS Working Paper No. 98-023, September 1997.

Froot, K.A., and P. O'Connell. “The Pricing of US Catastrophe Reinsurance.” In The Financing of Catastrophe Risk, 195–232. Chicago: University of Chicago Press, 1999. The Pricing of US Catastrophe Reinsurance

Revised from NBER Working Paper No. 6043, May 1997, and HBS Working Paper No. 98-018, September 1997.

2001
Froot, K.A. “The Market for Catastrophe Risk: A Clinical Examination.” Journal of Financial Economics 60, no. 2-3 (2001): 529–571. The Market for Catastrophe Risk: A Clinical Examination

Revised from NBER Working Paper No. 8110, February 2001. Reprinted in The Economics of Natural Hazards, part of the International Library of Critical Writings in Economics series edited by Mark Blaug, U.K.: Edward Elgar Publishing, 2003.

Froot, K.A., P. O'Connell, and M. Seasholes. “The Portfolio Flows of International Investors.” Journal of Financial Economics 59, no. 2 (2001): 151–193. The Portfolio Flows of International Investors
  • Revised from NBER Working Paper No. 6687 and HBS Working No. Paper 99-006, July 1998. Summarized in the NBER Reporter, 2000.
  • Reprinted in International Capital Markets, R. Stulz and A. Karolyi, eds. U.K.: Edward Elgar Publishing, 2003.
Froot, Kenneth A. “Bank Capital and Risk Management: Issues for Banks and Regulators.” In 7th Risk Management Round Table. Vol. 8. Geneva, Switzerland: International Financial Risk Institute, 2001. Publisher's Version Bank Capital and Risk Management: Issues for Banks and Regulators

IFCI Geneva Research Paper No. 8

2002
Froot, K.A., and J. Donohue. “The Persistence of Emerging Market Equity Flows.” Emerging Markets Review 3, no. 4 (2002): 338–364. The Persistence of Emerging Market Equity Flows

Revised from NBER Working Paper no. 9241, HBS Working Paper no. 03-035, September 2002.

2004
Froot, Kenneth A., and Jessica D. Tjornhom. “Decomposing the Persistence of International Equity Flows.” Finance Research Letters 1, no. 3 (2004): 154-170. Publisher's Version Decomposing the Persistence of International Equity Flows
Finance Research Letters, Volume 1, Issue 3 (September 2004) (Revised from NBER Working Paper 9079)
2007
Froot, K.A. “Risk Management, Capital Budgeting and Capital Structure Policy for Insurers and Reinsurers.” Journal of Risk and Insurance 74, no. 2 (2007): 273–299. Risk Management, Capital Budgeting and Capital Structure Policy for Insurers and Reinsurers
  • Winner of Robert C. Witt Award Given annually for the best feature article in the Journal of Risk and Insurance presented by American Risk and Insurance Association.
  • Revised from NBER Working Paper no. 10184, Harvard Business School Working Paper no. 04-035, December 2003.
2008
Froot, Kenneth A. “The Intermediation of Financial Risks: Evolution in the Catastrophe Reinsurance Market.” Risk Management and Insurance Review 11, no. 2 (2008): 281-294. Publisher's Version The Intermediation of Financial Risks: Evolution in the Catastrophe Reinsurance Market
Froot, Kenneth A., and Melvyn Teo. “Style Investing and Institutional Investors.” Journal of Financial and Quantitative Analysis 43, no. 4 (2008): 883–906. Style Investing and Institutional Investors

Revised from: Equity Style Returns and Institutional Investor Flows, Harvard Business School Working Paper No. 04-048, June 2004.

Working Paper
Froot, Kenneth A., and Tarun Ramadorai. “Currency Returns, Institutional Investor Flows, and Exchange Rate Fundamentals,” Working Paper. Publisher's Version currency_returns_institutional_investor_flows_nber.pdf

National Bureau of Economic Research Working Paper 9101

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