Recent Independent Studies supervised by Campbell R. Harvey

matt mcConnell, David Nabwangu, Johnson Yeh, Second-order Systems and Earnings Surprises, [submitted April 2004]

• Supplementary spreadsheets,
  

Christoph Jacques Fei (Felix) Xu, Improvements of Long/Short Equity Screens With Migration Tracking, [submitted April 2004]

• Supplementary spreadsheets,
  

Paul Chong, Mike Cormier, Kristian Humer, David Jorgenson, Geoffrey Keegan, Co-integration Trading Model, [submitted April 2004]

• Supplementary spreadsheets,
  

Andrew Hobley, Ling Luo, and Fei Xu, Towards developing a new approach for dynamic asset allocation, [submitted April 2004]

Joe Kippels, Univariate and Multivariate Factor Screens on the US Equity Market May 1987 through January 2003 and January 2003 through March 2004 [submitted April 2004]

• Supplementary spreadsheets in sample

Supplementary spreadsheets out of sample

Kevin Stoll, TIPS Analysis and Investment Recommendations [submitted April 2004]

Lance Stover, The Anatomy of High Frequency Equity Strategies [submitted May 2003]

Nikolay Pavlov, Understanding and Predicting Hedge Fund Returns [submitted May 2003] Supplementary results.

Mary Rachide and Erik Schneider, Yield Curve Inversion Trading Strategies [submitted May 2003]

Lewis Kaufman, A Market-Neutral Strategy [submitted May 2003]

Aditya Agarwal and Sandeep Kaul, A Primer on Project Finance[submitted May 2003]

Vidhi Tambiah, Sanjay Pamnani, and Dennis Wu, Contrarian View using Sector Valuation[submitted May 2003]

James Krieger, Vector quantization and entropy technique to predict high frequency data [submitted May 2002]

Luisa Rubino, Art as an Asset Class [submitted October 2001]

Richard Solano, An Alternative Perspective to Internet Valuations [submitted May 2000]

Matt Hergott: A Study of Methods Available for Adjusting Portfolio Returns for Risk, and the Usefulness of the Evaluation Measures in Predicting Future Performance [submitted May 1998]

Carolie Burroughs: Comparison and Contrast of the Monthly Fractile Returns Derived from Sorting by Price/Book across 37 Developed and Emerging Markets [submitted May 1998] (hard copy available on request)

Scott Abel: Stochastic Correlation and International Diversification [submitted May 1998](hard copy available on request)

Bill Bane: Riders on the Storm: Slicing and Dicing Price Momentum Indicators to Calculate Risk and Reward Trading Probabilities [submitted May 1998](hard copy available on request)

Scott F. Bower: Using ``Global" Mean-Variance Optimization Techniques in a Limited Turnover Industry Sector Weighted U.S. Portfolio [submitted May 1998] (hard copy available on request)