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Required
Yield Theory: A New Approach to Asset Valuation *Disclaimer
Regarding Mr. Van Erlach* Short Essays and Opinion Pieces Extended
Albany Business Review Article: a Call for Sensible Solutions Near Collision: The Dalai Lama and the Financial Crisis The Nature of What is Knowable in Finance Why the Fed Should Not Mess with the 30-year Treasury The Dire Need for Chief Imagination Officers Prediction and the Overlooked Ingredients for Market
Recovery |
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Coverage of my
research: NY
Times; Sell-Discipline;
CXO Advisory
Group Tools: The Faugère-Shawky
Formula for Tech Stocks; Value Investing; Other Resources for Investors Pedagogy: The Managerial
Economist’s Grid; Simulations; Finance Professor.com, The Dividend Policy Game Get to know Professor
F: Past Mentors;
Archeology; France;
Elvis; Adirondacks Photography (Coming Soon) Students’ careers: Money
Management Firms; Managing
Money My (NEW!) historical market estimates: S&P 500 Value, Inflation Risk Premium and
Fear Premium BLOG: Required
Yield Insights Tweet: @SP500Forecast |
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Christophe
Faugère, Associate Professor and Chair of Finance |
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Welcome! My
research work is on asset valuation models (Technology
Stocks[f1], S&P 500
Index[SoB2] , Gold[f3],
Exchange Rates, Bonds and Real Estate[f4]).
I am also interested in measuring the performance of institutional investors
(Institutional Ownership and Returns[f5]), and
studying the effectiveness of various decision criteria implemented by
portfolio managers (Sell-Discipline[f6]). My
other current projects involve examining issues of pay equity within a
corporate governance framework and examining the characteristics of value vs.
growth portfolios that are managed privately and publicly. Like many of my peers, I believe
it is important to do ‘meaningful’ research. For me, the bottom line is when
the problem tackled and the solutions offered have indisputable
relevancy and usefulness to the practice of the art, at least in the foreseeable
future. I personally strive to meet that standard. In this link, A
critical essay about the state of knowledge in Finance (circa 2004), I take
the view that our field has not answered very basic questions, and is still
using very blunt and often ineffective tools. In that essay I suggest that
we, Finance academics, may wish to adopt a stronger article of faith focusing
on providing solutions that work; the same way medicine and
engineering sciences have succeeded to do in the course of their history. Updated
February 11, 2011
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