MODERN FINANCIAL THEORY

Streaming Resources

Markets, Firms & Information

The Concept of Efficient Markets (Campbell Harvey @ Duke Fuqua:  15 min, Real Player)

Asset Pricing and Market Efficiency, What Have We Learned? (Panel @ Eugene Fama Conference, Chicago GSB 05/15/04:  Windows Media Player)

Is Financial Analysis Possible Today (Steven McClellan, Merrill Lynch @ Syracuse Business 04/00:  67 min, Windows Media Player)

2004 Whitman Lecture (Mario Gabelli @ Syracuse Business 04/07/04:  56 min, Windows Media Player)

Centennial Coase Lecture (Ronald Coase @ U Chi Law 04/01/03:  Quicktime)

 

Asset Characteristics

The Historical Behavior of Asset Returns (Campbell Harvey @ Duke Fuqua:  18 min, Real Player)

The Equity Claim (Campbell Harvey @ Duke Fuqua:  12 min, Real Player)

Understanding Interest Rates (Campbell Harvey @ Duke Fuqua:  22 min, Real Player)

The Meaning of Net Present Value (Campbell Harvey @ Duke Fuqua:  19 min, Real Player)

The Term Structure of Interest Rates (Campbell Harvey @ Duke Fuqua:  11 min, Real Player)

 

Asset Pricing

An Introduction to the Capital Asset Pricing Model (Campbell Harvey @ Duke Fuqua:  22 min, Real Player)

Multiple Sources of Risk in Asset Pricing (Campbell Harvey @ Duke Fuqua:  17 min, Real Player)

The Determinants of Option Prices (Campbell Harvey @ Duke Fuqua:  12 min, Real Player)

The Intuition Behind the Black-Scholes Option Pricing Model (Campbell Harvey @ Duke Fuqua:  9 min, Real Player)

 

Portfolio Theory

An Introduction to Portfolio Diversification (Campbell Harvey @ Duke Fuqua:  13 min, Real Player)

Calculating the Efficient Frontier of Investments (Campbell Harvey @ Duke Fuqua:  10 min, Real Player)

Risk Aversion and Portfolio Selection (Campbell Harvey @ Duke Fuqua:  9 min, Real Player)

Portfolio Selection in the Presence of the Risk-Free Investment (Campbell Harvey @ Duke Fuqua:  12 min, Real Player)

 

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