Campbell R. Harvey
Affiliations: | Business Administration | Duke University, Durham, NC |
Area:
Finance, StatisticsGoogle:
"Campbell Harvey"Children
Sign in to add trainee| Andrew H. Roper | grad student | 2002 | Duke |
| Hong L. Chuah | grad student | 2005 | Duke |
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Publications
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| Harvey CR, Liu Y, Saretto A. (2020) An Evaluation of Alternative Multiple Testing Methods for Finance Applications The Review of Asset Pricing Studies. 10: 199-248 |
| Harvey CR, Hoyle E, Rattray S, et al. (2019) The Best of Strategies for the Worst of Times: Can Portfolios be Crisis Proofed? The Journal of Portfolio Management. 45: 7-28 |
| Arnott RD, Harvey CR, Kalesnik V, et al. (2019) Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing The Journal of Portfolio Management. 45: 18-36 |
| Bodnar GM, Giambona E, Graham JR, et al. (2019) A View Inside Corporate Risk Management Management Science. 65: 5001-5026 |
| Harvey CR, Liu Y. (2019) Cross-Sectional Alpha Dispersion and Performance Evaluation Journal of Financial Economics. 134: 273-296 |
| Harvey CR, Hoyle E, Korgaonkar R, et al. (2018) The Impact of Volatility Targeting The Journal of Portfolio Management. 45: 14-33 |
| Giambona E, Graham JR, Harvey CR, et al. (2018) The Theory and Practice of Corporate Risk Management: Evidence from the Field Financial Management. 47: 783-832 |
| Bekaert G, Harvey CR, Lundblad CT, et al. (2017) Economic and Financial Integration in Europe Cesifo Dice Report. 15: 36-42 |
| Harvey CR. (2017) Presidential Address: The Scientific Outlook in Financial Economics Journal of Finance. 72: 1399-1440 |
| Harvey CR, Rattray S, Sinclair AC, et al. (2017) Man vs. Machine: Comparing Discretionary and Systematic Hedge Fund Performance The Journal of Portfolio Management. 43: 55-69 |