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Citations of
William F. Sharpe

For current contact information and a more complete listing of works, please see here

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Working papers

  1. 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. [Downloadable!] (restricted)
    Published as:

    Cited by:

    1. David A. Love & Paul A. Smith & David Wilcox, 2009. "Should risky firms offer risk-free DB pensions?," Finance and Economics Discussion Series 2009-20, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    2. Zvi Bodie, 1991. "Pension Funds and Financial Innovation," NBER Working Papers 3101, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Zvi Bodie, 1988. "Pension Fund Investment Policy," NBER Working Papers 2752, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    4. Steenkamp, Tom B.M. van, 1999. "Contingent claims analysis and the valuation of pension liabilities," Serie Research Memoranda 0019, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    5. Chongmin Kim, 2004. "Corporate financial policy with pension accounts: an extension of the Modigliani-Miller theorem," International Economic Journal, Korean International Economic Association, vol. 18(2), pages 215-236, June. [Downloadable!] (restricted)
    6. Zvi Bodie & Jay O. Light & Randall Morck & Robert A. Taggart, Jr., 1986. "Funding and Asset Allocation in Corporate Pension Plans: An Empirical Investigation," NBER Working Papers 1315, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    7. David A. Love & Paul A. Smith & David Wilcox, 2007. "Why do firms offer risky defined benefit pension plans?," Finance and Economics Discussion Series 2007-36, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    8. Alan J. Marcus, 1983. "Corporate Pension Policy and the Value of PBGC Insurance," NBER Working Papers 1217, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    9. James E. Pesando, 1986. "Discontinuities in Pension Benefit Formulas and the Spot Model of the Labor Market: Implications for Financial Economists," NBER Working Papers 1795, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    10. Joshua Rauh, 2007. "Risk Shifting versus Risk Management: Investment Policy in Corporate Pension Plans," NBER Working Papers 13240, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  2. Laurie Goodman & William F. Sharpe, 1978. "Perspective on Bank Capital Adequacy: Time-Series Analysis," NBER Working Papers 0247, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    Cited by:

    1. Steven C. Kyle & Jeffrey Sachs, 1984. "Developing Country Debt and the Market Value of Large Commercial Banks," NBER Working Papers 1470, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  3. William F. Sharpe, 1977. "Bank Capital Adequacy, Deposit Insurance and Security Values, Part I," NBER Working Papers 0209, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    Cited by:

    1. Vittas, Dimitri & Demirguc-Kunt, Asli & Musalem, Alberto, 1993. "North American free trade agreement : issues on trade in financial services for Mexico," Policy Research Working Paper Series 1153, The World Bank. [Downloadable!]
    2. Asli Demirgüç-Kunt, 1991. "On the valuation of deposit institutions," Working Paper 9104, Federal Reserve Bank of Cleveland. [Downloadable!]
    3. Javier Suárez, 1998. "Risk-taking and the prudential regulation of banks," Investigaciones Economicas, Fundación SEPI, vol. 22(3), pages 307-336, September. [Downloadable!]
    4. Frederick T. Furlong & Michael C. Keeley, 1991. "Capital regulation and bank risk-taking: a note (reprinted from Journal of Banking and Finance)," Economic Review, Federal Reserve Bank of San Francisco, issue Sum, pages 34-39. [Downloadable!]
    5. Stéphanie Stolz, 2002. "The Relationship between Bank Capital, Risk-Taking, and Capital Regulation: A Review of the Literature," Kiel Working Papers 1105, Kiel Institute for the World Economy. [Downloadable!]
    6. Van Laere, Elisabeth & Baesens, Bart & Thibeault, André, 2008. "Bank capital: a myth resolved," Vlerick Leuven Gent Management School Working Paper Series 2007-35, Vlerick Leuven Gent Management School. [Downloadable!]
    7. Kim, Kenneth A. & Rhee, S. Ghon, 2000. "A Note on Shareholder Oversight and the Regulatory Environment: The Japanese Banking Experience," CEI Working Paper Series 2000-2, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
    8. Liliana Rojas-Suarez, 2001. "Rating Banks in Emerging Markets: What Credit Rating Agencies Should Learn from Financial Indicators," Peterson Institute Working Paper Series WP01-6, Peterson Institute for International Economics. [Downloadable!]
    9. Gary Gorton & Andrew Winton, 1995. "Bank Capital Regulation in General Equilibrium," NBER Working Papers 5244, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    10. Xavier Freixas, 2003. "An Overall Perspective on Banking Regulation," Economics Working Papers 664, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    11. John H. Boyd & Stanley L. Graham, 1988. "The profitability and risk effects of allowing bank holding companies to merge with other financial firms: a simulation study," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Spr, pages 3-20. [Downloadable!]
    12. Xavier Freixas & Anthony M. Santomero, 2002. "An overall perspective on banking regulation," Working Papers 02-1, Federal Reserve Bank of Philadelphia. [Downloadable!]
    13. Frank Heid & Daniel Porath & Stéphanie Stolz, 2003. "Does Capital Regulation Matter for Bank Behavior? Evidence for German savings banks," Kiel Working Papers 1192, Kiel Institute for the World Economy. [Downloadable!]
      Other versions:
    14. Robert B. Avery & Allen N. Berger, 1990. "Risk-based capital and deposit insurance reform," Working Paper 9101, Federal Reserve Bank of Cleveland. [Downloadable!]
      Other versions:
    15. Nancy Silva, 2007. "Capital Regulation and Bank Risk Taking: Completing Blum’s Picture," Working Papers Central Bank of Chile 416, Central Bank of Chile. [Downloadable!]
    16. Beck, Thorsten & Demirguc-Kunt, Asli & Levine, Ross, 2003. "Bank concentration and crises," Policy Research Working Paper Series 3041, The World Bank. [Downloadable!]
      Other versions:
    17. Demirguc-Kunt, Asli, 1992. "Creditor country regulations and commercial bank lending to developing countries," Policy Research Working Paper Series 917, The World Bank. [Downloadable!]
    18. John H. Boyd & Stanley L. Graham, 1986. "Risk, regulation, and bank holding company expansion into nonbanking," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Spr, pages 2-17. [Downloadable!]
    19. Weber, Martin & Kleff, Volker, 2003. "How Do Banks Determine Capital? : Empirical Evidence for Germany," ZEW Discussion Papers 03-66, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
    20. Richard W. Kopcke, 2000. "Deposit insurance, capital requirements, and financial stability," Working Papers 00-3, Federal Reserve Bank of Boston. [Downloadable!]
    21. Diwan, Ishac & Demirguc-Kunt, Asli, 1990. "The menu approach to developing country external debt : an analysis of commercial banks'choice behavior," Policy Research Working Paper Series 530, The World Bank. [Downloadable!]
    22. Xiaozhong Liang, 2005. "The Behavior of Banks under the Deposit Insurance and Capital Requirements," Computing in Economics and Finance 2005 407, Society for Computational Economics. [Downloadable!]
    23. J. Huston McCulloch, 1978. "Interest Rate Risk and Capital Adequacy For Traditional Banks and Financial Intermediaries," NBER Working Papers 0237, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    24. Demirguc-Kunt, A. & Diwan, I. & Spiegel, M.M., 1993. "Heterogeneity in Bank Valuation of LCD Debt: Evidence from the 1988 Brazilian Debt-Reduction Program," Working Papers 93-33, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
      Other versions:

Articles

  1. 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. [Downloadable!] (restricted)

    Cited by:

    1. Gideon Saar, 1999. "Price Impact Asymmetry of Block Trades: An Institutional Trading," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-030, New York University, Leonard N. Stern School of Business-. [Downloadable!]
    2. Post, G.T., 2003. "Asset prices and omitted moments; A stochastic dominance analysis of market efficiency," Research Paper ERS-2003-017-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
    3. Post, G.T. & Vliet, P. van, 2004. "Downside Risk and Asset Pricing," Research Paper ERS-2004-018-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
      Other versions:
    4. Moshe Levy & Yaacov Ritov, 2001. "Portfolio Optimization with Many Assets: The Importance of Short-Selling," University of California at Los Angeles, Anderson Graduate School of Management 1006, Anderson Graduate School of Management, UCLA. [Downloadable!]
    5. Fabio Maccheroni & Massimo Marinacci & Aldo Rustichini & Marco Taboga, 2008. "Portfolio Selection with Monotone Mean-Variance Preferences," Temi di discussione (Economic working papers) 664, Bank of Italy, Economic Research Department. [Downloadable!]
      Other versions:
    6. Post, G.T., 2005. "A Test for Mean-Variance Efficiency of a given Portfolio under Restrictions," Research Paper ERS-2005-032-F&A Revision, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
    7. Post, G.T. & Levy, H., 2002. "Does Risk Seeking Drive Asset Prices? A stochastic dominance analysis of aggregate investor preferences," Research Paper ERS-2002-50-F&A Revision_, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni. [Downloadable!]
    8. Marjorie Flavin & Takashi Yamashita, 1998. "Owner-Occupied Housing and the Composition of the Household Portfolio Over the Life-Cycle," NBER Working Papers 6389, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    9. Thierry Post & Haim Levy, 2002. "Does Risk Seeking drive Asset Prices?," Tinbergen Institute Discussion Papers 02-070/2, Tinbergen Institute. [Downloadable!]
    10. Zhenyu Wang & Asani Sarkar & Kai Li, 1999. "Assessing the impact of short-sale constraints on the gains from international diversification," Staff Reports 89, Federal Reserve Bank of New York. [Downloadable!]
    11. Hochguertel, S. & Alessie, R. & Soest, A. van, 1995. "Household Portfolio Allocation in the Netherlands : Saving Accounts versus Stocks and Bonds," Discussion Paper 24, Tilburg University, Center for Economic Research. [Downloadable!]
    12. Yannick Malevergne & Pedro Santa-Clara & Didier Sornette, 2009. "Professor Zipf goes to Wall Street," NBER Working Papers 15295, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    13. Marjorie Flavin & Takashi Yamashita, 1998. "Owner-Occupied Housing and the Composition of the Household Portfolio over the Life Cycle," University of California at San Diego, Economics Working Paper Series 98-02, Department of Economics, UC San Diego. [Downloadable!]
    14. Y. Malevergne & D. Sornette, 2007. "A two-Factor Asset Pricing Model and the Fat Tail Distribution of Firm Sizes," Quantitative Finance Papers physics/0702027, arXiv.org. [Downloadable!]
    15. Marjorie Flavin & Takashi Yamashita, 1998. "Owner-Occupied Housing and the Composition of the Household Portfolio over the Life Cycle," University of California at San Diego, Economics Working Paper Series 1998-02, Department of Economics, UC San Diego. [Downloadable!]

  2. Sharpe, W F, 1981. "Decentralized Investment Management," Journal of Finance, American Finance Association, vol. 36(2), pages 217-34, May. [Downloadable!] (restricted)

    Cited by:

    1. Paulo Coutinho & Benjamin Miranda Tabak, 2001. "Decentralized Portfolio Management," Working Papers Series 22, Central Bank of Brazil, Research Department. [Downloadable!]
    2. Pegaret Pichler, 2004. "Optimal Contracts for Teams of Money Managers," Econometric Society 2004 North American Winter Meetings 495, Econometric Society. [Downloadable!]
    3. Stephen J. Brown & William N. Goetzmann & Bing Liang, 2003. "Fees on Fees in Funds of Funds," NBER Working Papers 9464, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    4. John Gallo & Chanwit Phengpis & Peggy Swanson, 2007. "Determinants of Equity Style," Journal of Financial Services Research, Springer, vol. 31(1), pages 33-51, February. [Downloadable!] (restricted)
    5. Jules H. van Binsbergen & Michael W. Brandt & Ralph S.J. Koijen, 2006. "Optimal Decentralized Investment Management," NBER Working Papers 12144, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    6. Alejandro Corvalán, 2005. "Mixed Tactical Asset Allocation," Working Papers Central Bank of Chile 323, Central Bank of Chile. [Downloadable!]

  3. Sharpe, William F., 1978. "Bank Capital Adequacy, Deposit Insurance and Security Values," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(04), pages 701-718, November. [Downloadable!]

    Cited by:

    1. Vittas, Dimitri & Demirguc-Kunt, Asli & Musalem, Alberto, 1993. "North American free trade agreement : issues on trade in financial services for Mexico," Policy Research Working Paper Series 1153, The World Bank. [Downloadable!]
    2. Asli Demirgüç-Kunt, 1991. "On the valuation of deposit institutions," Working Paper 9104, Federal Reserve Bank of Cleveland. [Downloadable!]
    3. Javier Suárez, 1998. "Risk-taking and the prudential regulation of banks," Investigaciones Economicas, Fundación SEPI, vol. 22(3), pages 307-336, September. [Downloadable!]
    4. Frederick T. Furlong & Michael C. Keeley, 1987. "Bank capital regulation and asset risk," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 20-40. [Downloadable!]
    5. Stéphanie Stolz, 2002. "The Relationship between Bank Capital, Risk-Taking, and Capital Regulation: A Review of the Literature," Kiel Working Papers 1105, Kiel Institute for the World Economy. [Downloadable!]
    6. Eric Van Tassel, 2009. "Sharing credit information under endogenous costs," Working Papers 09004, Department of Economics, College of Business, Florida Atlantic University. [Downloadable!]
    7. Asli Demirgüç-Kunt, 1989. "Deposit-institution failures: a review of empirical literature," Economic Review, Federal Reserve Bank of Cleveland, issue Q IV, pages 2-18. [Downloadable!]
    8. Gary Gorton & Andrew Winton, 1995. "Bank Capital Regulation in General Equilibrium," NBER Working Papers 5244, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    9. Xavier Freixas, 2003. "An Overall Perspective on Banking Regulation," Economics Working Papers 664, Department of Economics and Business, Universitat Pompeu Fabra. [Downloadable!]
    10. Xavier Freixas & Anthony M. Santomero, 2002. "An overall perspective on banking regulation," Working Papers 02-1, Federal Reserve Bank of Philadelphia. [Downloadable!]
    11. Robert B. Avery & Allen N. Berger, 1990. "Risk-based capital and deposit insurance reform," Working Paper 9101, Federal Reserve Bank of Cleveland. [Downloadable!]
      Other versions:
    12. Beck, Thorsten & Demirguc-Kunt, Asli & Levine, Ross, 2003. "Bank concentration and crises," Policy Research Working Paper Series 3041, The World Bank. [Downloadable!]
      Other versions:
    13. G. Chiesa, 2001. "Competition and Regulation in Banking," Working Papers 397, Dipartimento Scienze Economiche, Universita' di Bologna. [Downloadable!]
    14. Richard W. Kopcke, 2000. "Deposit insurance, capital requirements, and financial stability," Working Papers 00-3, Federal Reserve Bank of Boston. [Downloadable!]
    15. Diwan, Ishac & Demirguc-Kunt, Asli, 1990. "The menu approach to developing country external debt : an analysis of commercial banks'choice behavior," Policy Research Working Paper Series 530, The World Bank. [Downloadable!]
    16. J. Huston McCulloch, 1978. "Interest Rate Risk and Capital Adequacy For Traditional Banks and Financial Intermediaries," NBER Working Papers 0237, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    17. Demirguc-Kunt, A. & Diwan, I. & Spiegel, M.M., 1993. "Heterogeneity in Bank Valuation of LCD Debt: Evidence from the 1988 Brazilian Debt-Reduction Program," Working Papers 93-33, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
      Other versions:

  4. Lanstein, Ronald & Sharpe, William F., 1978. "Duration and Security Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(04), pages 653-668, November. [Downloadable!]

    Cited by:

    1. Groh, Alexander P. & Gottschalg, Oliver, 2009. "The opportunity cost of capital of US buyouts," IESE Research Papers D/780, IESE Business School. [Downloadable!]
    2. Jay B. Morrison & David H. Pyle, 1978. "Interest Rate Risk and the Regulation of Financial Institutions," NBER Working Papers 0266, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    3. Gerald R. Brown, 2000. "Duration and Risk," Journal of Real Estate Research, American Real Estate Society, vol. 20(3), pages 337-356. [Downloadable!]

  5. Sharpe, William F., 1976. "Corporate pension funding policy," Journal of Financial Economics, Elsevier, vol. 3(3), pages 183-193, June. [Downloadable!] (restricted)

    Cited by:

    1. Cotter, John & Blake, David & Dowd, Kevin, 2006. "Financial Risks and the Pension Protection Fund: Can it Survive Them?," MPRA Paper 3498, University Library of Munich, Germany. [Downloadable!]
    2. David A. Love & Paul A. Smith & David Wilcox, 2009. "Should risky firms offer risk-free DB pensions?," Finance and Economics Discussion Series 2009-20, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    3. Zvi Bodie, 1991. "Pension Funds and Financial Innovation," NBER Working Papers 3101, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    4. Jeffrey R. Brown, 2007. "Guaranteed Trouble: The Economic Effects of the Pension Benefit Guaranty Corporation," NBER Working Papers 13438, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    5. Zvi Bodie, 1988. "Pension Fund Investment Policy," NBER Working Papers 2752, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    6. Steenkamp, Tom B.M. van, 1999. "Contingent claims analysis and the valuation of pension liabilities," Serie Research Memoranda 0019, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
    7. Zvi Bodie & Jay O. Light & Randall Morck & Robert A. Taggart, Jr., 1986. "Funding and Asset Allocation in Corporate Pension Plans: An Empirical Investigation," NBER Working Papers 1315, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    8. Julia Lynn Coronado & Steven A. Sharpe, 2003. "Did pension plan accounting contribute to a stock market bubble?," Finance and Economics Discussion Series 2003-38, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    9. David A. Love & Paul A. Smith & David Wilcox, 2007. "Why do firms offer risky defined benefit pension plans?," Finance and Economics Discussion Series 2007-36, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
      Other versions:
    10. Jeremy I. Bulow, 1981. "Tax Aspects of Corporate Pension Funding Policy," NBER Working Papers 0724, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    11. Julia Coronado & Olivia S. Mitchell & Steven A. Sharpe & S. Blake Nesbitt, 2008. "Footnotes Aren't Enough: The Impact of Pension Accounting on Stock Values," NBER Working Papers 13726, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    12. 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. [Downloadable!] (restricted)
      Other versions:
    13. Jeremy I. Bulow & Myron S. Scholes & Peter Menell, 1982. "Economic Implications of ERISA," NBER Working Papers 0927, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
      • Jeremy I. Bulow & Myron S. Scholes & Peter Menell, 1983. "Economic Implications of ERISA," NBER Chapters, in: Financial Aspects of the United States Pension System, pages 37-56 National Bureau of Economic Research, Inc. [Downloadable!]
    14. Alan J. Marcus, 1983. "Corporate Pension Policy and the Value of PBGC Insurance," NBER Working Papers 1217, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    15. Thomas Crossley & Mario Jametti, 2008. "Pension Benefit Insurance and Pension Plan Portfolio Choice," Working Papers 2008_05, York University, Department of Economics. [Downloadable!]
      Other versions:
    16. Thomas Steinberger, 2005. "Pension benefit default risk and welfare effects of funding regulation," CSEF Working Papers 147, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy. [Downloadable!]
    17. Joshua Rauh, 2007. "Risk Shifting versus Risk Management: Investment Policy in Corporate Pension Plans," NBER Working Papers 13240, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    18. James E. Pesando, 1981. "Employee Valuation of Pension Claims and the Impact of Indexing Initiatives," NBER Working Papers 0767, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
      Other versions:
    19. Steven G. Allen & Robert L. Clark, 1985. "Unions, Pension Wealth, and Age-Compensation Profiles," NBER Working Papers 1677, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    20. Mark Gersovitz, 1980. "Economic Consequences of Unfunded Vested Pension Benefits," NBER Working Papers 0480, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  6. Sharpe, William F., 1974. "Imputing Expected Security Returns from Portfolio Composition," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 9(03), pages 463-472, June. [Downloadable!]

    Cited by:

    1. Susan Thorp, 2004. "That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds," Econometric Society 2004 Australasian Meetings 148, Econometric Society. [Downloadable!]

  7. 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(05), pages 1263-1275, December. [Downloadable!]

    Cited by:

    1. Darinka Dentcheva & Andrzej Ruszczynski, 2004. "Portfolio Optimization With Stochastic Dominance Constraints," Finance 0402016, EconWPA, revised 02 Mar 2006. [Downloadable!]
      Other versions:
    2. W. Michalowski & W. Ogryczak, 1998. "Extending the MAD Portfolio Optimization Model to Incorporate Downside Risk Aversion," Working Papers ir98041, International Institute for Applied Systems Analysis. [Downloadable!]

  8. William F. Sharpe, 1965. "Mutual Fund Performance," Journal of Business, University of Chicago Press, vol. 39, pages 119. [Downloadable!]

    Cited by:

    1. J. C. Matallin-Saez, 2003. "Asymmetric relation in omitted benchmarks and market timing in mutual funds," Applied Economics Letters, Taylor and Francis Journals, vol. 10(12), pages 775-778, October. [Downloadable!] (restricted)
    2. Alexandros Kostakis, 2007. "Mind Coskewness: A Performance Measure for Prudent, Long-Term Investors," Discussion Papers 07/07, Department of Economics, University of York. [Downloadable!]
    3. C. V. Helliar, R. Michaelson, D. M. Power, C. D. Sinclair, 2000. "Using a portfolio management game (Finesse) to teach finance," Accounting Education, Taylor and Francis Journals, vol. 9(1), pages 37-51, March. [Downloadable!] (restricted)
    4. Stephanos Papadamou & Costas Siriopoulos, 2004. "American equity mutual funds in European markets: Hot hands phenomenon and style analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(2), pages 85-97. [Downloadable!]
    5. Mierzejewski, Fernando, 2007. "The Money Demand with Random Output and Limited Access to Debt," MPRA Paper 6688, University Library of Munich, Germany. [Downloadable!]
    6. Michael E. Drew & Jon D. Stanford & Madhu Veeraraghavan, 2001. "Testing The Incomplete Arbitrate Hypothesis: Evidence From Australian Wholesale Superannuation Funds," School of Economics and Finance Discussion Papers and Working Papers Series 099, School of Economics and Finance, Queensland University of Technology. [Downloadable!]
    7. Cohen, Randolph & Coval, Joshua & Pástor, Luboš, 2003. "Judging Fund Managers by the Company They Keep," CEPR Discussion Papers 3717, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
      Other versions:
    8. Patrick Roger & Maxime Merli, 2001. "Sur une mesure d'efficience relative dans la théorie du portefeuille de Markowitz," Working Papers of LaRGE (Laboratoire de Recherche en Gestion et Economie) 2001-01, Laboratoire de Recherche en Gestion et Economie, Université de Strasbourg (France). [Downloadable!]
    9. Simón Sosvilla-Rivero & Julián Andrada-Félix & Fernando Fernández-Rodríguez, . "Further evidence on technical analysis and profitability of foreign exchange intervention," Working Papers 99-01, FEDEA. [Downloadable!]
    10. Vinod Agarwal & Larry Prather, 1997. "Economic rents and mutual fund performance: An empirical investigation," Journal of Economics and Finance, Springer, vol. 21(2), pages 67-73, June. [Downloadable!] (restricted)
    11. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, . "Technical Analysis in Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules," Working Papers on International Economics and Finance 00-02, FEDEA. [Downloadable!]
    12. S. M. Aamir Shah & Syed Tahir Hijazi, 2005. "Performance Evaluation of Mutual Funds in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 44(4), pages 863-876. [Downloadable!]
    13. Moshe Levy & Yaacov Ritov, 2001. "Portfolio Optimization with Many Assets: The Importance of Short-Selling," University of California at Los Angeles, Anderson Graduate School of Management 1006, Anderson Graduate School of Management, UCLA. [Downloadable!]
    14. NGUYEN-THI-THANH Huyen, 2007. "On the use of data envelopment analysis in hedge fund performance appraisal," Money Macro and Finance (MMF) Research Group Conference 2006 131, Money Macro and Finance Research Group. [Downloadable!]
      Other versions:
    15. Huyen Nguyen-Thi-Thanh, 2006. "Quantitative selection of hedge funds using data envelopment analysis," Post-Print halshs-00067742_v2, HAL. [Downloadable!]
    16. Greg Filbeck & Raymond Gorman, 2004. "The Relationship between the Environmental and Financial Performance of Public Utilities," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 29(2), pages 137-157, October. [Downloadable!] (restricted)
    17. Sanvicente, A. Z., 1999. "Taxas de Performance e Desempenho de Fundos de Ações," Finance Lab Working Papers flwp_13, Finance Lab, Ibmec São Paulo. [Downloadable!]
    18. Miguel Martínez Sedano, 2003. "Legal constraints, transaction costs and the evaluation of mutual funds," European Journal of Finance, Taylor and Francis Journals, vol. 9(3), pages 199-218, June. [Downloadable!] (restricted)
    19. Mazumder, M. Imtiaz & Miller, Edward M. & Varela, Oscar Albert, 2005. "The weekend trading profitability: evidence from international mutual funds," Working Papers 2004-10, University of New Orleans, Department of Economics and Finance. [Downloadable!]
    20. Georges Gallais-Hamonno & Huyen Nguyen-Thi-Thanh, 2007. "The necessity to correct hedge fund returns: empirical evidence and correction method," Working Papers halshs-00184470_v1, HAL. [Downloadable!]
    21. Mario Cerrato & Nicholas Sarantis & Alex Saunders, 2009. "An investigation of customer order flow in the foreign exchange market," Working Papers 2009_25, Department of Economics, University of Glasgow. [Downloadable!]
    22. Greg Filbeck, Sue Visscher, 1997. "Dividend yield strategies in the British stock market," European Journal of Finance, Taylor and Francis Journals, vol. 3(4), pages 277-289, December. [Downloadable!] (restricted)
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    39. Christiansen, Charlotte & Nielsen, Helena Skyt, 2003. "The Educational Asset Market: A Finance Perspective on Human Capital Investment," Finance Working Papers 02-9, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
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    63. Gyöngyi Bugár & Raimond Maurer, 2002. "International Equity Portfolios and Currency Hedging: The Viewpoint of German and Hungarian Investors," Working Paper Series: Finance and Accounting 67, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
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    68. Martin T. Bohl, Judith Lischewski and Svitlana Voronkova, 2008. "Does Regulation Hurt Pension Funds' Performance? Evidence from Strongly Regulated Pension Fund Industries," The Institute for International Integration Studies Discussion Paper Series iiisdp247, IIIS. [Downloadable!]
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    76. Fonseca, Nelson & Bressan, Aureliano & Iquiapaza, Robert & Guerra, João, 2007. "Análise do Desempenho Recente de Fundos de Investimento no Brasil
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    78. Renneboog, L.D.R. & Horst, J.R. ter & Zhang, C., 2007. "Socially Responsible Investments: Methodology, Risk Exposure and Performance," Discussion Paper 2007-013, Tilburg University, Tilburg Law and Economic Center. [Downloadable!]
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Chapters

  1. 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. [Downloadable!]
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    See citations under working paper version above.Sorry, no citations of chapters recorded.

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