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.

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 View video. [2 minutes]
Course introduction View video. [2 minutes]
Approaches to asset allocation. View video. [5 minutes]
The usefulness of dividend yield as a forecaster of long-horizon returns. View video. [3 minutes]
The risk free rate and mean-variance analysis. View video. [4 minutes]
Understanding mean-variance analysis. View video. [6 minutes]
Building short-term tactical asset return forecasting models. View video. [3 minutes]
The usefulness of R-square in evaluating prediction models. View video. [4 minutes]
Macroeconomic vs. financial variables in asset return forecasting models. View video. [3 minutes]
Unconditional vs. conditional expected asset returns. View video. [4 minutes]
Risk identification regressions and prediction regressions. View htm.
Local versus global variables in prediction regressions. View htm.
Unconditional vs. conditional volatility. View video. [6 minutes]
The specification of dynamic risk functions. View video. [8 minutes]
Is the world CAPM dead? View video. [8 minutes]
Is the variance of a well diversified portfolio the "risk"? View video. [8 minutes]
Possible world risk factors. View video. [8 minutes]
Risk models and predictive models in trading strategies. View video. [8 minutes]
Alpha strategies. View video. [8 minutes]
Alpha and market efficiency. View video. [3 minutes]
Skewness movie produced by a Fuqua 1998 graduate. View video.
Skewness and asset management. View video. [8 minutes]
Stock selection and spread portfolio construction View video. [8 minutes]
Stock selection and market efficiency. View video. [5 minutes]
Firm specific attribute adjustment in cross-sectional screening. View video. [5 minutes]
Sorting versus regression. View video. [5 minutes]
Multivariate attribute strategies and developing scoring screens. View video. [5 minutes]
Course conclusions View video. [8 minutes]

Digital Video from BA491 Emerging Markets Finance

Short biography of instructor, Campbell R. Harvey View video. [2 minutes]
Course introduction View video. [2 minutes]
Admissable country analysis and expected returns View video. [3 minutes]
The disagreement over the international cost of capital View video. [4 minutes]
Why the traditional concept of risk as portfolio variance does not apply in emerging markets View video. [6 minutes]
The implications of segmentation and integration of world capital markets. View video. [8 minutes]
Alternative approaches to the cost of capital. View video. [8 minutes]
The correct discount rate to use for project evaluation in emerging markets View video. [6 minutes]
Why the traditional concept of risk as portfolio variance does not apply in emerging markets View video. [6 minutes]
Mitigating sovereign and project risk and the cost of capital in emerging markets View video. [6 minutes]
Real options and project evaluation. View video. [8 minutes]
Bottom-up risk analysis and Early Warning Systems View video. [3 minutes]
Course conclusions. View video. [8 minutes]

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.
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.
What are futures contracts? MPEG file [60mb]. 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.

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