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History of Finance


In 2004, The American Finance Association Board approved a project to record aspects of the History of Finance. Stephen Buser was appointed Historian with the mission to produce video interviews with important contributors to financial economic knowledge. Video of tributes to other important contributors have been added to the Masters of Finance archive. For links to streaming Flash videos of edited versions of interviews with Harry Markowitz, William Sharpe, Paul Samuelson, Robert Merton, Myron Scholes, Jack Treynor, Kenneth Arrow, Eugene Fama and Fred Weston and tributes to Fischer Black, Merton Miller, and Franco Modigliani click here. Transcripts of the full texts and links to downloadable files in MPEG-4 format of these interviews and tributes are also available below.  Additional interviews with other seminal scholars in the field are planned.The AFA thanks Dimensional Fund Advisors for their generous support of this project.

 

The AFA is providing support for the taping of a series of lectures on the History of Financial Thought. These lectures are hosted by the Fisher College of Business at the Ohio State University and include lectures by Eugene Fama on The Efficient Markets Hypothesis, William Goetzmann on Origins of Value: East and West, Michael Jensen on A New Model of Integrity, Edward Kane on Theory and Practice of Financial Crisis Management, Paul Miranti on Automated Odd-Lot Tarding at the NYSE from 1958 to 1976, Stewart Myers on Corporate Finance in the 1970's, Maureen O'Hara on Market Microstructure, Geoffrey Poitras on The Early History of Financial Economics, Mark Rubinstein on Great Moments in Financial Economics: The Hidden History, and Karen Wruck on Theory of Agency . Click here for links to videos of those lectures.

 

MASTERS OF FINANCE

 

Links to Streaming Flash Videos

 

Transcripts and Video File (.mp4) downloads.

To download a video, please right click on the link and and choose "Save Target As..."

 

Harry Markowitz Interview (10/08/2004)

Markowitz Video

Markowitz Transcript

 

 

 
William Sharpe Interview (10/11/2004)

Sharpe Video

SharpeTranscript

 
Paul Samuelson Interview (10/06/2005)

Samuelson Video

Samuelson Transcript

 

 

 

 
Robert Merton Interview (10/05/2005)

Merton Video

Merton Transcript

 

 

Kenneth Arrow Interview (4/06/2006)

Arrow Video

Arrow Transcript

Robert Engle Interview (10/05/2006)

Engle Video

Engle Transcript

 

Myron Scholes Interview (10/07/2006)

Scholes Video

Scholes Transcript

 

 

 
Jack Treynor Interview (04/13/2007)

Treynor Video

Treynor Transcript

 

Fred Weston Interview (3/03/2008)

Weston Video

WestonTranscript

 

 

 
Eugene Fama Interview (8/15/2008)

Fama Video

Fama Transcript

 

 

Stephen Ross Interview (5/16/2009)

Ross Video

Ross Transcript

 

 

 
Richard Roll Interview (5/16/2009)

Roll Video

Roll Transcript

 
Fischer Black Tribute

Black Video

Black Transcript (TBS)

 

 

 
Merton Miller Tribute

Miller Video

MillerTranscript (TBS)

 
Franco Modigliani Tribute

Modigliani Video

Modigliani Transcript (TBS)

 

 

 

 

 

 
____________________________________________________________________________________________________________

 

 

HISTORY OF FINANCIAL THOUGHT

 

Links to Streaming Flash Videos

 

Video File (.mp4) downloads.
To download a video, please right click the link and "Save Target As..."

 

Eugene Fama on The Efficient Markets Hypothesis
Fama Video
 
 
Will Goetzmann on Origins of Value: East and West
Goetzmann Video
 
 
Michael Jensen on A New Model of Integrity
  Jensen Video
 
 
Ed Kane on Theory and Practice of Financial Crisis Management
Kane Video
 

Paul Miranti on Automated Odd-Lot Trading
Miranti Video
 
 
Steward Myers on Corporate Finance in the 1970's
Myers Video
 
Maureen O'Hara on Market Microstructure
  O'Hara Video
 
 
Geoffrey Poitras on The Early History of Financial Economics
Poitras Video
 
Mark Rubinstein on Great Moments in Financial Economics: The Hidden History
Rubinstein Video
 
 

Karen Wruck on Theory of Agency Management

Wruck Video
 
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