The Investor's Shelf — one person
Campbell R. Harvey
Professor of Finance, Fuqua School of Business, Duke University; Research Associate, NBER; former editor of The Journal of Finance (2006-2012); Partner and Senior Advisor, Research Affiliates
The multiple-testing work with Liu and Zhu reset the evidentiary bar for the entire factor literature, and the Graham-Harvey CFO survey is a primary source for corporate finance practice.
4 books of their own · 50 articles
Books they wrote 4
Claude B. Erb, Tadas E. Viskanta · 1998 · Research Foundation of the CFA Institute monograph.
Gretchen Morgenson · 2002 · Henry Holt. Open Library API unreachable this pass.
Sandy Rattray, Otto Van Hemert · 2021 · Wiley. Open Library API unreachable this pass.
Ashwin Ramachandran, Joey Santoro · 2021 · Wiley. Open Library API unreachable this pass.
Letters
people.duke.edu/~charvey/research.htm
Harvey is an academic (Duke Fuqua) and a research adviser, not a fund manager writing to clients, so there is no letter archive. His complete published-paper archive, with a free PDF of each paper, is at people.duke.edu/~charvey/research.htm. At Research Affiliates he co-authors firm research rather than a personal letter.
Research papers 42
- Luck versus Skill in the Cross-Section of Mutual Fund ReturnsJournal of Finance, 2022
- Lucky FactorsJournal of Financial Economics, 2021
- Be Skeptical of Asset Management ResearchSSRN working paper, 2021
- Reports of Value's Death May Be Greatly ExaggeratedFinancial Analysts Journal, 2021
- Lucky FactorsJournal of Financial Economics, 2021
- Strategic RebalancingJournal of Portfolio Management, 2020
- False (and Missed) Discoveries in Financial EconomicsJournal of Finance, 2020
- Understanding CryptocurrenciesJournal of Financial Econometrics, 2020
- A Backtesting Protocol in the Era of Machine LearningThe Journal of Financial Data Science, 2019
- Alice's Adventures in Factorland: Three Blunders That Plague Factor InvestingThe Journal of Portfolio Management, 2019
- The Best of Strategies for the Worst of Times: Can Portfolios Be Crisis Proofed?The Journal of Portfolio Management, 2019
- The Best of Strategies for the Worst of TimesJournal of Portfolio Management, 2019
- Alice's Adventures in FactorlandJournal of Portfolio Management, 2019
- A Backtesting Protocol in the Era of Machine LearningJournal of Financial Data Science, 2019
- Modeling Analysts' Recommendations via Bayesian Machine LearningJournal of Financial Data Science, 2019
- Cross-Sectional Alpha Dispersion and Performance EvaluationJournal of Financial Economics, 2019
- The Impact of Volatility TargetingJournal of Portfolio Management, 2018
- Detecting Repeatable PerformanceReview of Financial Studies, 2018
- Presidential Address: The Scientific Outlook in Financial EconomicsThe Journal of Finance, 2017
- The Scientific Outlook in Financial EconomicsJournal of Finance, 2017
- Man vs. Machine: Comparing Discretionary and Systematic Hedge Fund PerformanceJournal of Portfolio Management, 2017
- The Golden ConstantJournal of Investing, 2017
- How to Write an Effective Referee ReportJournal of Economic Perspectives, 2017
- The Management of Political RiskJournal of International Business Studies, 2017
- ... and the Cross-Section of Expected ReturnsThe Review of Financial Studies, 2016
- Globalization and Asset PricesAnnual Review of Financial Economics, 2016
- Conquering Misperceptions about Commodity Futures InvestingFinancial Analysts Journal, 2016
- Political Risk and International ValuationJournal of Corporate Finance, 2016
- The Misrepresentation of EarningsFinancial Analysts Journal, 2016
- …and the Cross-Section of Expected ReturnsReview of Financial Studies, 2016
- BacktestingThe Journal of Portfolio Management, 2015
- Capital Allocation and Delegation of Decision-Making Authority within FirmsJournal of Financial Economics, 2015
- BacktestingJournal of Portfolio Management, 2015
- Evaluating Trading StrategiesThe Journal of Portfolio Management, 2014
- Evaluating Trading StrategiesJournal of Portfolio Management, 2014
- Political Risk SpreadsJournal of International Business Studies, 2014
- Earnings Quality: Evidence from the FieldJournal of Accounting and Economics, 2013
- The Golden DilemmaFinancial Analysts Journal, 2013
- The European Union, the Euro, and Equity Market IntegrationJournal of Financial Economics, 2013
- Managerial MiscalibrationQuarterly Journal of Economics, 2013
- Managerial Attitudes and Corporate ActionsJournal of Financial Economics, 2013
- The Theory and Practice of Corporate Finance: Evidence from the FieldJournal of Financial Economics, 2001
Articles and essays 8
- Unpatented Innovation and Merger SynergiesReview of Accounting Studies, 2022
- Replication in Financial EconomicsCritical Finance Review, 2020
- An Evaluation of Alternative Multiple Testing Methods for Finance ApplicationsReview of Asset Pricing Studies, 2020
- The Theory and Practice of Corporate Risk ManagementFinancial Management, 2018
- A View Inside Corporate Risk ManagementManagement Science, 2018
- Economic and Financial Integration in EuropeCESifo DICE Report, 2017
- Access to Liquidity and Corporate Investment in Europe during the Financial CrisisReview of Finance, 2012
- Published papers archive (complete, with free PDFs)Duke University
Blog
Campbell R. Harvey's Research Papers