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Foreign Exchange

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.
2011
Froot, Kenneth A., John Arabadjis, Sonya Cates, and Stephen Lawrence. “How Institutional Investors Frame Their Losses: Evidence on Dynamic Loss Aversion from Currency Portfolios.” Journal of Portfolio ​Management 38, no. 1 (Fall 2011): 60-68 (2011). Publisher's Version How Institutional Investors Frame Their Losses: Evidence on Dynamic Loss Aversion from Currency Portfolios
2014
Froot, Kenneth A., R. Bhargava, E. Cuipa, and J. Arabadjis. “Multi-Asset Sentiment and Institutional Investor Behavior: A Cross-Asset Perspective.” Journal of Portfolio Management 40, no. 4 (2014): 144-156. Multi-Asset Sentiment and Institutional Investor Behavior: A Cross-Asset Perspective
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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