Publications

Forthcoming
Froot, Kenneth A., Namho Kang, Gideon Ozik, and Ronnie Sadka. “Predicting Performance Using Consumer Big Data.” Journal of Portfolio Management 48, no. 5 (Forthcoming). predicting_performance_using_consumer_big_data_froot_kang_ozik_sadka_dec_21.pdf
Working Paper
Froot, Kenneth A., and André Perold. “The Determinants of Optimal Currency Hedging,” Working Paper. The Determinants of Optimal Currency Hedging

Harvard Business School Working Paper No. 97-011.

Froot, Kenneth A., and Tarun Ramadorai. “The Information Content of International Portfolio Flows,” Working Paper. The Information Content of International Portfolio Flows

National Bureau of Economic Research Working Paper 8472

Froot, Kenneth A., and Paul G. J. O'Connell. “The Risk Tolerance of International Investors,” Working Paper. The Risk Tolerance of International Investors

Harvard Business School Working Paper No. 04-034

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

Froot, Kenneth A., and Melvyn Teo. “Equity Style Returns and Institutional Investor Flows,” Working Paper. Publisher's Version Equity Style Returns and Institutional Investor Flows
National Bureau of Economic Research Working Paper 10355

Pages