Campbell R. Harvey's Digital Video Clips

Copyrights

Notes

Digital Video from BA453 Tactical Global Asset Allocation and Stock Selection

• Short biography of instructor, Campbell R. Harvey YouTube

• Course introduction YouTube

• Approaches to asset allocation. YouTube

• The usefulness of dividend yield as a forecaster of long-horizon returns. YouTube

• The risk free rate and mean-variance analysis. YouTube

• Understanding mean-variance analysis. YouTube

• Building short-term tactical asset return forecasting models. YouTube

• The usefulness of R-square in evaluating prediction models. YouTube

• Macroeconomic vs. financial variables in asset return forecasting models. YouTube

• Unconditional vs. conditional expected asset returns. YouTube

• Risk identification regressions and prediction regressions. View htm.

• Local versus global variables in prediction regressions. View htm.

• Unconditional vs. conditional volatility. YouTube

• The specification of dynamic risk functions. YouTube

• Is the world CAPM dead? YouTube

• Is the variance of a well diversified portfolio the "risk"? YouTube

• Possible world risk factors. YouTube

• Risk models and predictive models in trading strategies. YouTube

• Alpha strategies. YouTube

• Alpha and market efficiency. YouTube

• Skewness movie produced by a Fuqua 1998 graduate. YouTube

• Skewness and asset management. YouTube

• Stock selection and spread portfolio construction YouTube

• Stock selection and market efficiency. YouTube

• Firm specific attribute adjustment in cross-sectional screening. YouTube

• Sorting versus regression. YouTube

• Multivariate attribute strategies and developing scoring screens. YouTube

• Course conclusions YouTube

Digital Video from BA491 Emerging Markets Finance

• Short biography of instructor, Campbell R. Harvey YouTube

• Course introduction YouTube

• Admissable country analysis and expected returns YouTube

• The disagreement over the international cost of capital YouTube

• Why the traditional concept of risk as portfolio variance does not apply in emerging markets YouTube

• The implications of segmentation and integration of world capital markets. YouTube

• Alternative approaches to the cost of capital. YouTube

• The correct discount rate to use for project evaluation in emerging markets YouTube

• Mitigating sovereign and project risk and the cost of capital in emerging markets YouTube

• Real options and project evaluation. YouTube

• Bottom-up risk analysis and Early Warning Systems YouTube

• Course conclusions. YouTube

Digital Video from BA350 Global Financial Management

• Short biography of Campbell R. Harvey. YouTube

• The historical behavior of asset returns. YouTube

• Understanding interest rates. YouTube

• The meaning of net present value. YouTube

• The dynamics of bond prices. YouTube

• Hedging bonds. YouTube

• Interest rate sensitivity and modified duration. YouTube

• The term structure of interest rates. YouTube

• Forward Interest Rates YouTube

• An introduction to capital budgeting. YouTube

• Understanding short selling. YouTube

• The equity claim. YouTube

• Annual equivalent cost in project evaluation. YouTube

• Appraisal rules for project evaluation. YouTube

• Discount rates for different time horizons. YouTube

• Understanding forward contracts YouTube

• Understanding futures contracts YouTube

• How to invest with futures contracts YouTube

• Hedging with futures YouTube

• Futures volatility YouTube

• The intuition behind the Black-Scholes option pricing formula. YouTube

• Hedging with options. YouTube

• The meaning and calculation of implied volatility. YouTube

• An introduction to option pricing. YouTube

• Trading options. YouTube

• Option price sensitivity to movements in the underlying asset price. YouTube

• The determinants of option prices. YouTube

• An introduction to portfolio diversification. YouTube

• Calculating the efficient frontier of investments. YouTube

• Risk aversion and portfolio selection. YouTube

• Portfolio selection in the presence of the risk-free investment. YouTube

• An introduction to the Capital Asset Pricing Model. YouTube

• Estimating risk exposure via a factor model. YouTube

• Multiple sources of risk in asset pricing. YouTube

• The concept of efficient markets. YouTube

• Economic value added or EVA. YouTube

• Performance evaluation. YouTube

• Investment styles. YouTube