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 View citations (2)
   See also Journal Article Capital Asset Prices with and without Negative Holdings, Journal of Finance, American Finance Association (1991) View citations (72) (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 (9)
   See also Chapter Optimal Funding and Asset Allocation Rules for Defined-Benefit Pension Plans, NBER Chapters, National Bureau of Economic Research, Inc (1983) View citations (14) (1983)

1978

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

1977

6. Bank Capital Adequacy, Deposit Insurance and Security Values, Part I
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (19)

Journal Articles

2014

1. Past, Present, and Future Financial Thinking
   Financial Analysts Journal, 2014, 70, (6), 16-22

2013

2. The Arithmetic of Investment Expenses
   Financial Analysts Journal, 2013, 69, (2), 34-41

2012

3. Post†Retirement Financial Strategies: Forecasts and Valuation
   European Financial Management, 2012, 18, (3), 324-351

2010

4. Adaptive Asset Allocation Policies
   Financial Analysts Journal, 2010, 66, (3), 45-59 View citations (1)
5. “Adaptive Asset Allocation Policies”: Author Response
   Financial Analysts Journal, 2010, 66, (5), 13-14

2008

6. Choosing Outcomes versus Choosing Products: Consumer-Focused Retirement Investment Advice
   Journal of Consumer Research, 2008, 35, (3), 440-456 View citations (74)

2007

7. Expected Utility Asset Allocation
   Financial Analysts Journal, 2007, 63, (5), 18-30 View citations (4)

2004

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

2002

9. Budgeting and Monitoring Pension Fund Risk
   Financial Analysts Journal, 2002, 58, (5), 74-86

1998

10. Morningstar's Risk-Adjusted Ratings
    Financial Analysts Journal, 1998, 54, (4), 21-33 View citations (2)

1991

11. Capital Asset Prices with and without Negative Holdings
    Journal of Finance, 1991, 46, (2), 489-509 View citations (72)
    See also Working Paper Capital Asset Prices With and Without Negative Holding, Nobel Prize in Economics documents (1990) View citations (2) (1990)

1982

12. Combining Financial and Actuarial Risk: Simulation Analysis: Discussion
    Journal of Finance, 1982, 37, (2), 604-06 View citations (1)

1981

13. Decentralized Investment Management
    Journal of Finance, 1981, 36, (2), 217-34 View citations (63)

1978

14. Bank Capital Adequacy, Deposit Insurance and Security Values
    Journal of Financial and Quantitative Analysis, 1978, 13, (4), 701-718 View citations (70)
    See also Chapter Bank Capital Adequacy, Deposit Insurance, and Security Values, NBER Chapters, 1981, 187-202 (1981) (1981)
15. Capital Asset Pricing Theory: Discussion
    Journal of Finance, 1978, 33, (3), 917-20
16. Duration and Security Risk
    Journal of Financial and Quantitative Analysis, 1978, 13, (4), 653-668 View citations (9)

1976

17. Corporate pension funding policy
    Journal of Financial Economics, 1976, 3, (3), 183-193 View citations (101)

1974

18. Imputing Expected Security Returns from Portfolio Composition
    Journal of Financial and Quantitative Analysis, 1974, 9, (3), 463-472 View citations (11)

1972

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

1971

21. A Linear Programming Approximation for the General Portfolio Analysis Problem
    Journal of Financial and Quantitative Analysis, 1971, 6, (5), 1263-1275 View citations (42)
22. Mean-Absolute-Deviation Characteristic Lines for Securities and Portfolios
    Management Science, 1971, 18, (2), B1-B13 View citations (15)

1970

23. Basic Data for Policy and Public Decisions: Technical Aspects: Discussion
    American Economic Review, 1970, 60, (2), 166-67
24. Computer-Assisted Economics
    Journal of Financial and Quantitative Analysis, 1970, 5, (3), 353-366
25. Stock Market Price Behavior. A Discussion
    Journal of Finance, 1970, 25, (2), 418-20 View citations (1)

1968

26. [Mutual Fund Performance and the Theory of Capital Asset Pricing]: Reply
    The Journal of Business, 1968, 41, 235 View citations (2)

1967

27. A Linear Programming Algorithm for Mutual Fund Portfolio Selection
    Management Science, 1967, 13, (7), 499-510 View citations (20)
28. Portfolio Analysis
    Journal of Financial and Quantitative Analysis, 1967, 2, (2), 76-84 View citations (57)

1966

29. SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION: REPLY
    Journal of Finance, 1966, 21, (4), 743-744 View citations (1)

1965

30. Mutual Fund Performance
    The Journal of Business, 1965, 39, 119 View citations (137)
31. REPLY
    Journal of Finance, 1965, 20, (1), 94-95
32. RISK‐AVERSION IN THE STOCK MARKET: SOME EMPIRICAL EVIDENCE
    Journal of Finance, 1965, 20, (3), 416-422 View citations (7)

1964

33. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK
    Journal of Finance, 1964, 19, (3), 425-442 View citations (5113)

1963

34. A Simplified Model for Portfolio Analysis
    Management Science, 1963, 9, (2), 277-293 View citations (503)
35. Communication to the Editor
    Management Science, 1963, 9, (3), 498-498

1961

36. Aircraft compartment design criteria for the army deployment mission
    Naval Research Logistics Quarterly, 1961, 8, (4), 381-394 View citations (1)

Chapters

2014

1. Financing Retirement
   Palgrave Macmillan

1983

2. 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 (14)
   See also Working Paper Optimal Funding and Asset Allocation Rules for Defined-Benefit Pension Plans, National Bureau of Economic Research, Inc (1982) View citations (9) (1982)

1981

3. Bank Capital Adequacy, Deposit Insurance, and Security Values
   A chapter in Risk and Capital Adequacy in Commercial Banks, 1981, pp 187-202
   See also Journal Article Bank Capital Adequacy, Deposit Insurance and Security Values, Cambridge University Press (1978) View citations (70) (1978)