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Rational capital budgeting in an irrational world

Stein, Jeremy C. - In: The journal of business : B 69 (1996) 4, pp. 429-455

Persistent link: https://www.econbiz.de/10001207976

Conditional mean-variance efficiency of the US stock market

Engel, Charles; Frankel, Jeffrey A.; Froot, Kenneth; … - 1989

Persistent link: https://www.econbiz.de/10000762682

Currency hedging over long horizons

Froot, Kenneth - 1993

Persistent link: https://www.econbiz.de/10000867502

Currency hedging over long horizons

Froot, Kenneth - In: Annals of economics and finance 20 (2019) 1, pp. 37-66

Persistent link: https://www.econbiz.de/10012110026

Style investing and institutional investors

Froot, Kenneth; Teo, Melvyn - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 4, pp. 883-906

Persistent link: https://www.econbiz.de/10003811267

Evidence on dynamic loss aversion from currency portfolios

Froot, Kenneth; Arabadjis, John; Cates, Sonya; … - In: The journal of portfolio management : a publication of … 38 (2011/12) 1, pp. 60-68

Persistent link: https://www.econbiz.de/10009381265

Decomposing the persistence of international equity flows

Froot, Kenneth; Tjornhom, Jessica D. - 2003

Persistent link: https://www.econbiz.de/10001765376

Decomposing the persistence of international equity flows

Froot, Kenneth; Tjornhom, Jessica D. - 2002

Persistent link: https://www.econbiz.de/10001687431

Decomposing the persistence of international equity flows

Froot, Kenneth; Tjornhom, Jessica D. - In: Finance research letters 1 (2004) 3, pp. 154-170

Persistent link: https://www.econbiz.de/10003307277

The Constrained Asset Share Estimation (Case) Method : Testing Mean-Variance Efficiency of the U.S. Stock Market

Engel, Charles M. - 2010

We apply the method of constrained asset share estimation (CASE) to test the mean-variance efficiency (MVE) of the stock market. This method allows conditional expected returns to vary in relatively unrestricted ways. The data estimate reasonably the price of risk, and, in some cases, the MVE...

Persistent link: https://www.econbiz.de/10012763456