Campbell Harvey on Randomness, Skill, and Investment Strategies

EconTalk

• Episode: Campbell Harvey on Randomness, Skill, and Investment Strategies
• Website: EconTalk
• Feed URL: http://files.libertyfund.org/econtalk/EconTalk.xml
• Duration: 01:05:05
• Published: 2015-03-23 07:30

Campbell Harvey of Duke University talks with EconTalk host Russ Roberts about his research evaluating various investment and trading strategies and the challenge of measuring their effectiveness. Topics discussed include skill vs. luck, self-deception, the measures of statistical significance, skewness in investment returns, and the potential of big data.