Oct 29, 2015
Campbell R. Harvey is Professor of Finance at the Fuqua School of Business at Duke University and a Research Associate of the National Bureau of Economic Research in Cambridge, Massachusetts. He served as Editor of The Journal of Finance from 2006-2012 and is President-elect of the American Finance Association.
Campbell’s research interests include statistical methods, risk management, asset allocation, real assets and cryptocurrencies. He is the Investment Strategy Advisor to the Man Group plc, the world’s largest, publicly listed, global hedge fund.
In this episode you will learn:
why the level of skew in a distribution must play more of an important role in risk management and portfolio selection.
why Taleb’s Black Swan only looks at one side of the distribution - the negative side, and why we must also look at the positive side.