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Details about William F. Sharpe

Homepage:http://www.wsharpe.com/
Postal address: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 inquiries.
Workplace:Graduate School of Business, Stanford University, (more information at EDIRC)

Access statistics for papers by William F. Sharpe.

Last updated 2019-05-25. Update your information in the RePEc Author Service.

Short-id: psh27


Jump to Journal Articles Chapters

Working Papers

2004

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

1991

  1. Autobiography
    Nobel Prize in Economics documents, Nobel Prize Committee Downloads

1990

  1. Capital Asset Prices With and Without Negative Holding
    Nobel Prize in Economics documents, Nobel Prize Committee Downloads View citations (1)
    See also Journal Article in Journal of Finance (1991)

1982

  1. Optimal Funding and Asset Allocation Rules for Defined-Benefit Pension Plans
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (7)
    See also Chapter (1983)

1978

  1. Perspective on Bank Capital Adequacy: Time-Series Analysis
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)

1977

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

Journal Articles

2012

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

2008

  1. Choosing Outcomes versus Choosing Products: Consumer-Focused Retirement Investment Advice
    Journal of Consumer Research, 2008, 35, (3), 440-456 Downloads View citations (45)

2004

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

1991

  1. Capital Asset Prices with and without Negative Holdings
    Journal of Finance, 1991, 46, (2), 489-509 Downloads View citations (56)
    See also Working Paper (1990)

1982

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

1981

  1. Decentralized Investment Management
    Journal of Finance, 1981, 36, (2), 217-34 Downloads View citations (41)

1978

  1. Bank Capital Adequacy, Deposit Insurance and Security Values
    Journal of Financial and Quantitative Analysis, 1978, 13, (4), 701-718 Downloads View citations (50)
    See also Chapter (1981)
  2. Capital Asset Pricing Theory: Discussion
    Journal of Finance, 1978, 33, (3), 917-20 Downloads
  3. Duration and Security Risk
    Journal of Financial and Quantitative Analysis, 1978, 13, (4), 653-668 Downloads View citations (5)

1976

  1. Corporate pension funding policy
    Journal of Financial Economics, 1976, 3, (3), 183-193 Downloads View citations (80)

1974

  1. Imputing Expected Security Returns from Portfolio Composition
    Journal of Financial and Quantitative Analysis, 1974, 9, (3), 463-472 Downloads View citations (7)

1972

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

1971

  1. A Linear Programming Approximation for the General Portfolio Analysis Problem
    Journal of Financial and Quantitative Analysis, 1971, 6, (5), 1263-1275 Downloads View citations (30)
  2. Mean-Absolute-Deviation Characteristic Lines for Securities and Portfolios
    Management Science, 1971, 18, (2), B1-B13 Downloads View citations (9)

1970

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

1968

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

1967

  1. A Linear Programming Algorithm for Mutual Fund Portfolio Selection
    Management Science, 1967, 13, (7), 499-510 Downloads View citations (14)
  2. Portfolio Analysis
    Journal of Financial and Quantitative Analysis, 1967, 2, (2), 76-84 Downloads View citations (58)

1966

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

1965

  1. Mutual Fund Performance
    The Journal of Business, 1965, 39, 119 Downloads View citations (130)
  2. REPLY
    Journal of Finance, 1965, 20, (1), 94-95 Downloads
  3. RISK‐AVERSION IN THE STOCK MARKET: SOME EMPIRICAL EVIDENCE
    Journal of Finance, 1965, 20, (3), 416-422 Downloads View citations (4)

1964

  1. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK
    Journal of Finance, 1964, 19, (3), 425-442 Downloads View citations (2587)

1963

  1. A Simplified Model for Portfolio Analysis
    Management Science, 1963, 9, (2), 277-293 Downloads View citations (285)
  2. Communication to the Editor
    Management Science, 1963, 9, (3), 498-498 Downloads

1961

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

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 Downloads View citations (7)
    See also Working Paper (1982)

1981

  1. Bank Capital Adequacy, Deposit Insurance, and Security Values
    A chapter in Risk and Capital Adequacy in Commercial Banks, 1981, pp 187-202 Downloads
    See also Journal Article in Journal of Financial and Quantitative Analysis (1978)
 
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