Campbell R. Harvey's Digital Video Clips

Copyrights

I reserve the world-wide Copyright 2000 for all video clips, audio version of the content and written transcriptions. Any commerical reproduction of any course materials including lecture notes taken by students during the class is not allowed unless explicit permission is given by me. All world-wide rights reserved.

Notes

Two types of format are provided: the raw MPEG file and a streaming video file. I recommend that you use the streaming video option.

MPEG files [*.mpg]

I recommend accessing the MPEG file only if you have a T1 line because the files are quite large. Left click will load the file and begin the play. Right click will save the file. I have found Windows Media Player to be the most reliable here.

Streaming file [*.smil]

For slower connections, use the streaming files. I recommend Real Player version 7 or higher to play these files.

Digital Video from BA453 Tactical Global Asset Allocation and Stock Selection

Short biography of instructor, Campbell R. Harvey MPEG file [42mb]. Streaming video file.
Course introduction MPEG file [65mb]. Streaming video file.
Approaches to asset allocation. MPEG file [79mb]. Streaming video file.
The usefulness of dividend yield as a forecaster of long-horizon returns. MPEG file [76mb]. Streaming video file.
The risk free rate and mean-variance analysis. MPEG file [17mb]. Streaming video file.
Understanding mean-variance analysis. MPEG file [76mb]. Streaming video file.
Building short-term tactical asset return forecasting models. MPEG file [55mb]. Streaming video file.
The usefulness of R-square in evaluating prediction models. MPEG file [74mb]. Streaming video file.
Macroeconomic vs. financial variables in asset return forecasting models. MPEG file [71mb]. Streaming video file.
Unconditional vs. conditional expected asset returns. MPEG file [89mb]. Streaming video file.
Risk identification regressions and prediction regressions. View htm. View htm.
Local versus global variables in prediction regressions. View htm. View htm.
Unconditional vs. conditional volatility. MPEG file [129mb]. Streaming video file.
The specification of dynamic risk functions. MPEG file [71mb]. Streaming video file.
Is the world CAPM dead? MPEG file [150mb]. Streaming video file.
Is the variance of a well diversified portfolio the "risk"? MPEG file [95mb]. Streaming video file.
Possible world risk factors. MPEG file [150mb]. Streaming video file.
Risk models and predictive models in trading strategies. MPEG file [91mb]. Streaming video file.
Alpha strategies. MPEG file [61mb]. Streaming video file.
Alpha and market efficiency. MPEG file [86mb]. Streaming video file.
Skewness movie produced by a Fuqua 1998 graduate. MPEG file [4mb]. Streaming video file.
Skewness and asset management. MPEG file [132mb]. Streaming video file.
Stock selection and spread portfolio construction MPEG file [85mb]. Streaming video file.
Stock selection and market efficiency. MPEG file [62mb]. Streaming video file.
Firm specific attribute adjustment in cross-sectional screening. MPEG file [81mb]. Streaming video file.
Sorting versus regression. MPEG file [64mb]. Streaming video file.
Multivariate attribute strategies and developing scoring screens. MPEG file [87mb]. Streaming video file.
Course conclusions MPEG file [120mb]. Streaming video file.

Digital Video from BA491 Emerging Markets Finance

Short biography of instructor, Campbell R. Harvey MPEG file [51mb]. Streaming video file.
Course introduction MPEG file [73mb]. Streaming video file.
Admissable country analysis and expected returns MPEG file [66mb]. Streaming video file.
The disagreement over the international cost of capital MPEG file [58mb]. Streaming video file.
Why the traditional concept of risk as portfolio variance does not apply in emerging markets MPEG file [107mb]. Streaming video file.
The implications of segmentation and integration of world capital markets. MPEG file [161mb]. Streaming video file.
Alternative approaches to the cost of capital. MPEG file [198mb]. Streaming video file.
The correct discount rate to use for project evaluation in emerging markets MPEG file [91mb]. Streaming video file.
Mitigating sovereign and project risk and the cost of capital in emerging markets MPEG file [70mb]. Streaming video file.
Real options and project evaluation. MPEG file [106mb]. Streaming video file.
Bottom-up risk analysis and Early Warning Systems MPEG file [59mb]. Streaming video file.
Course conclusions. MPEG file [142mb]. Streaming video file.

Digital Video from BA350 Global Financial Management

Short biography of Campbell R. Harvey. MPEG file [92mb]. Streaming video file.
The historical behavior of asset returns. MPEG file [189mb]. Streaming video file.
Understanding interest rates. MPEG file [236mb]. Streaming video file.
The meaning of net present value. MPEG file [204mb]. Streaming video file.
The dynamics of bond prices. MPEG file [126mb]. Streaming video file.
Hedging bonds. MPEG file [198mb]. Streaming video file.
Interest rate sensitivity and modified duration. MPEG file [172mb]. Streaming video file.
The term structure of interest rates. MPEG file [94mb]. Streaming video file.
An introduction to capital budgeting. MPEG file [115mb]. Streaming video file.
Understanding short selling. MPEG file [139mb]. Streaming video file.
The equity claim. MPEG file [124mb]. Streaming video file.
Annual equivalent cost in project evaluation. MPEG file [53mb]. Streaming video file.
Appraisal rules for project evaluation. MPEG file [140mb]. Streaming video file.
Discount rates for different time horizons. MPEG file [73mb]. Streaming video file.
Understanding forward contracts MPEG file [73mb]. Streaming video file.
Understanding futures contracts MPEG file [93mb]. Streaming video file.
How to invest with futures contracts MPEG file [60mb]. Streaming video file.
Hedging with futures MPEG file [81mb]. Streaming video file.
Futures volatility MPEG file [98mb]. Streaming video file.
The intuition behind the Black-Scholes option pricing formula. MPEG file [92mb]. Streaming video file.
Hedging with options. MPEG file [84mb]. Streaming video file.
The meaning and calculation of implied volatility. MPEG file [42mb]. Streaming video file.
An introduction to option pricing. MPEG file [107mb]. Streaming video file.
Trading options. MPEG file [112mb]. Streaming video file.
Option price sensitivity to movements in the underlying asset price. MPEG file [177mb]. Streaming video file.
The determinants of option prices. MPEG file [132mb]. Streaming video file.
An introduction to portfolio diversification. MPEG file [139mb]. Streaming video file.
Calculating the efficient frontier of investments. MPEG file [111mb]. Streaming video file.
Risk aversion and portfolio selection. MPEG file [94mb]. Streaming video file.
Portfolio selection in the presence of the risk-free investment. MPEG file [130mb]. Streaming video file.
An introduction to the Capital Asset Pricing Model. MPEG file [236mb]. Streaming video file.
Estimating risk exposure via a factor model. MPEG file [136mb]. Streaming video file.
Multiple sources of risk in asset pricing. MPEG file [178mb]. Streaming video file.
The concept of efficient markets. MPEG file [156mb]. Streaming video file.
Economic value added or EVA. MPEG file [117mb]. Streaming video file.
Performance evaluation. MPEG file [196mb]. Streaming video file.
Investment styles. MPEG file [84mb]. Streaming video file.

Campbell Harvey's Home Page