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William F. Sharpe

Personal Details

First Name:William
Middle Name:F.
Last Name:Sharpe
Suffix:
RePEc Short-ID:psh27
[This author has chosen not to make the email address public]
http://www.wsharpe.com/
William F. Sharpe obtained the Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel in 1990. His entry is maintained by the RePEc team. The listed email address will not respond to inq
Terminal Degree:1961 Department of Economics; University of California-Los Angeles (UCLA) (from RePEc Genealogy)

Affiliation

Graduate School of Business
Stanford University

Stanford, California (United States)
http://www.gsb.stanford.edu/
RePEc:edi:gsstaus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Sharpe, William F., 2004. "Interview with Nobel Prize Laureate William F. Sharpe," Nobel Prize in Economics documents 1990-7, Nobel Prize Committee.
  2. Sharpe, William F., 1991. "Autobiography," Nobel Prize in Economics documents 1990-6, Nobel Prize Committee.
  3. Sharpe, William F., 1990. "Capital Asset Prices With and Without Negative Holding," Nobel Prize in Economics documents 1990-3, Nobel Prize Committee.
  4. J. Michael Harrison & William F. Sharpe, 1982. "Optimal Funding and Asset Allocation Rules for Defined-Benefit Pension Plans," NBER Working Papers 0935, National Bureau of Economic Research, Inc.
  5. Laurie Goodman & William F. Sharpe, 1978. "Perspective on Bank Capital Adequacy: Time-Series Analysis," NBER Working Papers 0247, National Bureau of Economic Research, Inc.
  6. William F. Sharpe, 1977. "Bank Capital Adequacy, Deposit Insurance and Security Values, Part I," NBER Working Papers 0209, National Bureau of Economic Research, Inc.

Articles

  1. William F. Sharpe & Robert Litterman, 2014. "Past, Present, and Future Financial Thinking," Financial Analysts Journal, Taylor & Francis Journals, vol. 70(6), pages 16-22, November.
  2. William F. Sharpe, 2013. "The Arithmetic of Investment Expenses," Financial Analysts Journal, Taylor & Francis Journals, vol. 69(2), pages 34-41, March.
  3. William F. Sharpe, 2012. "Post†Retirement Financial Strategies: Forecasts and Valuation," European Financial Management, European Financial Management Association, vol. 18(3), pages 324-351, June.
  4. William F. Sharpe, 2010. "Adaptive Asset Allocation Policies," Financial Analysts Journal, Taylor & Francis Journals, vol. 66(3), pages 45-59, May.
  5. William F. Sharpe, 2010. "“Adaptive Asset Allocation Policies”: Author Response," Financial Analysts Journal, Taylor & Francis Journals, vol. 66(5), pages 13-14, September.
  6. Daniel G. Goldstein & Eric J. Johnson & William F. Sharpe, 2008. "Choosing Outcomes versus Choosing Products: Consumer-Focused Retirement Investment Advice," Journal of Consumer Research, Journal of Consumer Research Inc., vol. 35(3), pages 440-456, August.
  7. William F. Sharpe, 2007. "Expected Utility Asset Allocation," Financial Analysts Journal, Taylor & Francis Journals, vol. 63(5), pages 18-30, September.
  8. Edward Altman & George Benston & Gerald Bierwag & Marshall Blume & Richard Brealey & Willard Carleton & Andrew Chen & Elroy Dimson & Franklin Edwards & Robert Eisenbeis & Wayne Ferson & Mark Flannery , 2004. "The Controversy Over Executive Compensation," Journal of Applied Corporate Finance, Morgan Stanley, vol. 16(1), pages 108-111, January.
  9. William F. Sharpe, 2002. "Budgeting and Monitoring Pension Fund Risk," Financial Analysts Journal, Taylor & Francis Journals, vol. 58(5), pages 74-86, September.
  10. William F. Sharpe, 1998. "Morningstar's Risk-Adjusted Ratings," Financial Analysts Journal, Taylor & Francis Journals, vol. 54(4), pages 21-33, July.
  11. Sharpe, William F, 1991. "Capital Asset Prices with and without Negative Holdings," Journal of Finance, American Finance Association, vol. 46(2), pages 489-509, June.
  12. Sharpe, W F, 1982. "Combining Financial and Actuarial Risk: Simulation Analysis: Discussion," Journal of Finance, American Finance Association, vol. 37(2), pages 604-606, May.
  13. Sharpe, W F, 1981. "Decentralized Investment Management," Journal of Finance, American Finance Association, vol. 36(2), pages 217-234, May.
  14. Sharpe, William F, 1978. "Capital Asset Pricing Theory: Discussion," Journal of Finance, American Finance Association, vol. 33(3), pages 917-920, June.
  15. Lanstein, Ronald & Sharpe, William F., 1978. "Duration and Security Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(4), pages 653-668, November.
  16. Sharpe, William F., 1978. "Bank Capital Adequacy, Deposit Insurance and Security Values," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(4), pages 701-718, November.
  17. Sharpe, William F., 1976. "Corporate pension funding policy," Journal of Financial Economics, Elsevier, vol. 3(3), pages 183-193, June.
  18. Sharpe, William F., 1974. "Imputing Expected Security Returns from Portfolio Composition," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 9(3), pages 463-472, June.
  19. Sharpe, William F, 1972. "Portfolio Theory and Security Analysis: Discussion," Journal of Finance, American Finance Association, vol. 27(2), pages 456-458, May.
  20. Sharpe, William F, 1972. "Simple Strategies for Portfolio Diversification: Comment," Journal of Finance, American Finance Association, vol. 27(1), pages 127-129, March.
  21. Sharpe, William F., 1971. "A Linear Programming Approximation for the General Portfolio Analysis Problem," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 6(5), pages 1263-1275, December.
  22. William F. Sharpe, 1971. "Mean-Absolute-Deviation Characteristic Lines for Securities and Portfolios," Management Science, INFORMS, vol. 18(2), pages 1-13, October.
  23. Sharpe, William F, 1970. "Stock Market Price Behavior. A Discussion," Journal of Finance, American Finance Association, vol. 25(2), pages 418-420, May.
  24. Sharpe, William F., 1970. "Computer-Assisted Economics," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 5(3), pages 353-366, September.
  25. Sharpe, William F, 1970. "Basic Data for Policy and Public Decisions: Technical Aspects: Discussion," American Economic Review, American Economic Association, vol. 60(2), pages 166-167, May.
  26. W. F. Sharpe, 1968. "[Mutual Fund Performance and the Theory of Capital Asset Pricing]: Reply," The Journal of Business, University of Chicago Press, vol. 41, pages 235-235.
  27. Sharpe, William F., 1967. "Portfolio Analysis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 2(2), pages 76-84, June.
  28. William F. Sharpe, 1967. "A Linear Programming Algorithm for Mutual Fund Portfolio Selection," Management Science, INFORMS, vol. 13(7), pages 499-510, March.
  29. W. F. Sharpe, 1966. "Security Prices, Risk, And Maximal Gains From Diversification: Reply," Journal of Finance, American Finance Association, vol. 21(4), pages 743-744, December.
  30. William F. Sharpe, 1965. "Mutual Fund Performance," The Journal of Business, University of Chicago Press, vol. 39, pages 119-119.
  31. William F. Sharpe, 1965. "Reply," Journal of Finance, American Finance Association, vol. 20(1), pages 94-95, March.
  32. William F. Sharpe, 1965. "Risk‐Aversion In The Stock Market: Some Empirical Evidence," Journal of Finance, American Finance Association, vol. 20(3), pages 416-422, September.
  33. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, September.
  34. William F. Sharpe, 1963. "A Simplified Model for Portfolio Analysis," Management Science, INFORMS, vol. 9(2), pages 277-293, January.
  35. William F. Sharpe, 1963. "Communication to the Editor," Management Science, INFORMS, vol. 9(3), pages 498-498, April.
  36. W. F. Sharpe, 1961. "Aircraft compartment design criteria for the army deployment mission," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 8(4), pages 381-394, December.
    RePEc:bla:scandj:v:93:y:1991:i:1:p:3-4 is not listed on IDEAS

Chapters

  1. William F. Sharpe, 2014. "Financing Retirement," Palgrave Macmillan Books, in: Robert M. Solow & Janice Murray (ed.), Economics for the Curious, chapter 0, pages 141-158, Palgrave Macmillan.
  2. J. Michael Harrison & William F. Sharpe, 1983. "Optimal Funding and Asset Allocation Rules for Defined-Benefit Pension Plans," NBER Chapters, in: Financial Aspects of the United States Pension System, pages 91-106, National Bureau of Economic Research, Inc.
  3. W. F. Sharpe, 1981. "Bank Capital Adequacy, Deposit Insurance, and Security Values," NBER Chapters, in: Risk and Capital Adequacy in Commercial Banks, pages 187-202, National Bureau of Economic Research, Inc.

More information

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Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. William Forsyth Sharpe in Wikipedia (Vietnamese)
  2. ویلیام شارپ in Wikipedia (Persian)
  3. William Forsyth Sharpe in Wikipedia (Turkish)
  4. ウィリアム・フォーサイス・シャープ in Wikipedia (Japanese)
  5. Уилям Форсайт Шарп in Wikipedia (Bulgarian)
  6. Nobel laureates in economics

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