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 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 (9)
   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 (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

2012

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

2008

2. Choosing Outcomes versus Choosing Products: Consumer-Focused Retirement Investment Advice
   Journal of Consumer Research, 2008, 35, (3), 440-456 View citations (70)

2004

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

1991

4. Capital Asset Prices with and without Negative Holdings
   Journal of Finance, 1991, 46, (2), 489-509 View citations (71)
   See also Working Paper (1990)

1982

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

1981

6. Decentralized Investment Management
   Journal of Finance, 1981, 36, (2), 217-34 View citations (57)

1978

7. 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 (1981)
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, (4), 653-668 View citations (9)

1976

10. Corporate pension funding policy
    Journal of Financial Economics, 1976, 3, (3), 183-193 View citations (100)

1974

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

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 View citations (1)

1971

14. A Linear Programming Approximation for the General Portfolio Analysis Problem
    Journal of Financial and Quantitative Analysis, 1971, 6, (5), 1263-1275 View citations (39)

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, (3), 353-366
17. Stock Market Price Behavior. A Discussion
    Journal of Finance, 1970, 25, (2), 418-20 View citations (1)

1968

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

1967

19. Portfolio Analysis
    Journal of Financial and Quantitative Analysis, 1967, 2, (2), 76-84 View citations (57)

1966

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

1965

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

1964

24. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK
    Journal of Finance, 1964, 19, (3), 425-442 View citations (4761)

1961

25. 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 (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 in Journal of Financial and Quantitative Analysis (1978)