Global Asset Allocation and Stock Selection

Campbell R. Harvey

Assignment 1


To develop an asset management learning experience which can be presented to the class and viewed on the internet based on a topic in global portfolio management. You need to send me a PDF, Word file, or HTML presentation. I also want a copy of your Powerpoint presentation to the class. Files should be copied to the student drive. Do not email the files to me. I will post them on a new faculty server so they will remain in play for years. While you are free to choose a topic, I would prefer if you worked on a stock selection project in FACTSET. I recommend the following presentations. Your presentation might focus on a particular characteristic like momentum. You do not need to explore a long list of characteristics.

Fuqua Investment Analytics

Factset Notes and Conventions

Duke Investment Analytics

There are other materials on the Quantitative Stock Selection homepage.