Details about William F. Sharpe

Access statistics for papers by William F. Sharpe.

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Short-id: psh27

Working Papers

2004

1. Interview with Nobel Prize Laureate William F. Sharpe
   Nobel Prize in Economics documents, Nobel Prize Committee

1991

2. Autobiography
   Nobel Prize in Economics documents, Nobel Prize Committee

1990

3. Capital Asset Prices With and Without Negative Holding
   Nobel Prize in Economics documents, Nobel Prize Committee
   See also Journal Article in Journal of Finance (1991)

1982

4. Optimal Funding and Asset Allocation Rules for Defined-Benefit Pension Plans
   NBER Working Papers, National Bureau of Economic Research, Inc View citations
   See also Chapter (1983)

1978

5. Perspective on Bank Capital Adequacy: Time-Series Analysis
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

1977

6. Bank Capital Adequacy, Deposit Insurance and Security Values, Part I
   NBER Working Papers, National Bureau of Economic Research, Inc View citations

Journal Articles

2008

1. Choosing Outcomes versus Choosing Products: Consumer-Focused Retirement Investment Advice
   Journal of Consumer Research: An Interdisciplinary Quarterly, 2008, 35, (3), 440-456

2004

2. The Controversy Over Executive Compensation
   Journal of Applied Corporate Finance, 2004, 16, (1), 108-111

1991

3. Capital Asset Prices with and without Negative Holdings
   Journal of Finance, 1991, 46, (2), 489-509 View citations
   See also Working Paper (1990)
4. The Nobel Memorial Prize in Economics 1990: This Year's Laureates Are Pioneers in the Theory of Financial Economics and Corporate Finance
   Scandinavian Journal of Economics, 1991, 93, (1), 3-4

1982

5. Combining Financial and Actuarial Risk: Simulation Analysis: Discussion
   Journal of Finance, 1982, 37, (2), 604-06

1981

6. Decentralized Investment Management
   Journal of Finance, 1981, 36, (2), 217-34 View citations

1978

7. Bank Capital Adequacy, Deposit Insurance and Security Values
   Journal of Financial and Quantitative Analysis, 1978, 13, (04), 701-718 View citations
8. Capital Asset Pricing Theory: Discussion
   Journal of Finance, 1978, 33, (3), 917-20
9. Duration and Security Risk
   Journal of Financial and Quantitative Analysis, 1978, 13, (04), 653-668 View citations

1976

10. Corporate pension funding policy
    Journal of Financial Economics, 1976, 3, (3), 183-193 View citations

1974

11. Imputing Expected Security Returns from Portfolio Composition
    Journal of Financial and Quantitative Analysis, 1974, 9, (03), 463-472 View citations

1972

12. Portfolio Theory and Security Analysis: Discussion
    Journal of Finance, 1972, 27, (2), 456-58
13. Simple Strategies for Portfolio Diversification: Comment
    Journal of Finance, 1972, 27, (1), 127-29

1971

14. A Linear Programming Approximation for the General Portfolio Analysis Problem
    Journal of Financial and Quantitative Analysis, 1971, 6, (05), 1263-1275 View citations

1970

15. Basic Data for Policy and Public Decisions: Technical Aspects: Discussion
    American Economic Review, 1970, 60, (2), 166-67
16. Computer-Assisted Economics
    Journal of Financial and Quantitative Analysis, 1970, 5, (03), 353-366
17. Stock Market Price Behavior. A Discussion
    Journal of Finance, 1970, 25, (2), 418-20

1968

18. [Mutual Fund Performance and the Theory of Capital Asset Pricing]: Reply
    Journal of Business, 1968, 41, 235

1967

19. Portfolio Analysis
    Journal of Financial and Quantitative Analysis, 1967, 2, (02), 76-84

1965

20. Mutual Fund Performance
    Journal of Business, 1965, 39, 119 View citations

Chapters

1983

1. Optimal Funding and Asset Allocation Rules for Defined-Benefit Pension Plans
   A chapter in Financial Aspects of the United States Pension System, 1983, pp 91-106 View citations
   See also Working Paper (1982)