Article

Evidence on Dynamic Loss Aversion from Currency Portfolios

Kenneth Froot, John Arabadjis, Sonya Cates and Stephen Lawrence
The Journal of Portfolio Management Fall 2011, 38 (1) 60-68; DOI: https://doi.org/10.3905/jpm.2011.38.1.060

Article Information

vol. 38 no. 1 60-68
DOI 
https://doi.org/10.3905/jpm.2011.38.1.060
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online October 31, 2011.
Copyright & Usage 
Copyright © 2011 State Street Corporation. All rights reserved. Not to be reproduced or redistributed without permission.

Author Information

  1. Kenneth Froot
    1. is the André R. Jakurski Professor of Business Administration at Harvard University, founding partner of FDO Partners, and research director at State Street Associates in Cambridge, MA. (ken.froot{at}fdopartners.com)
  2. John Arabadjis
    1. is vice president and head of Investor Behavior Research at State Street Associates in Cambridge, MA. (jsarabadjis{at}statestreet.com)
  3. Sonya Cates
    1. is an assistant vice president in FX Investor Behavior Research at State Street Associates in Cambridge, MA. (scates{at}statestreet.com)
  4. Stephen Lawrence
    1. is vice president and head of FX Investor Behavior Research at State Street Associates in Cambridge, MA. (sclawrence{at}statestreet.com)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
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Evidence on Dynamic Loss Aversion from Currency Portfolios
Kenneth Froot, John Arabadjis, Sonya Cates, Stephen Lawrence
The Journal of Portfolio Management Oct 2011, 38 (1) 60-68; DOI: 10.3905/jpm.2011.38.1.060
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