My envy post generated some emails, and I should note I have easy to absorb videos on this subject. Many of the key insights into a series of videos I now keep on my personal website here. They are done in Camtasia, like Khan Academy, and last from 30 to 50 minutes. These videos complement my book, Finding Alpha: The Search for Alpha When Risk and Return Break Down. Then there's my SSRN paper on Risk and Return.
Each includes a downloadable PowerPoint for easy copying into your own work! Indeed, given my book is not exactly on the front table at Barnes and Noble, you probably could get away with presenting these as your own without much fear.
Ch1: Extended Intro--basically, the book in a nutshell
Ch2: Asset Pricing Theory--good replacement reading for MBAs
Ch3: History of Empirical Tests--overview of academic empirical asset pricing tests, rather unique
Ch4: Scope of Empirical Failure--highlights where the theory fails
Ch5: Where Risk Premiums Appear--notes areas where risk premiums exist
Ch6: The Flawed Assumption--outlines the flawed assumption in standard theory
Ch7: My New Theory--outlines my new theory
Ch8: Alpha Examples--examples of alpha in finance, mainly based on practical experience
Ch9: Tactical Recommendations--highlights various implications of my theory
3 comments:
Eric,
One simple comment... I loved your videos! It takes awhile to get through them, but it is worth it.
Thanks much,
Michael
Thanks Michael. I may not persuade the profession, but if I'm right, I think my ideas are useful.
I really liked your book, and I think these videos are a great supplement to them.
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