IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Log in (now much improved!) to follow this author

William F. Sharpe

This is information that was supplied by William Sharpe in registering through RePEc. If you are William F. Sharpe , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:William
Middle Name:F.
Last Name:Sharpe
Suffix:
RePEc Short-ID:psh27
[This author has chosen not to make the email address public]
http://www.wsharpe.com/
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.
Stanford, California (United States)
http://www.gsb.stanford.edu/

: (650) 723-2146
(650)725-6750
Stanford University, Stanford, CA 94305-5015
RePEc:edi:gsstaus (more details at EDIRC)

This author is featured on the following reading lists, publication compilations or Wikipedia entries:

  1. ویلیام شارپ in Wikipedia (Persian)
  2. Уилям Форсайт Шарп in Wikipedia (Bulgarian)
  3. William Forsyth Sharpe in Wikipedia (Vietnamese)
  4. ウィリアム・フォーサイス・シャープ in Wikipedia (Japanese)
  5. William Forsyth Sharpe in Wikipedia (Turkish)
  6. Nobel laureates in economics
in new window
  1. Sharpe, William F., 2004. "Interview with Nobel Prize Laureate William F. Sharpe," Nobel Prize in Economics documents 1990-7, Nobel Prize Committee.
  2. Sharpe, William F., 1991. "Autobiography," Nobel Prize in Economics documents 1990-6, Nobel Prize Committee.
  3. Sharpe, William F., 1990. "Capital Asset Prices With and Without Negative Holding," Nobel Prize in Economics documents 1990-3, Nobel Prize Committee.
  4. 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.
  5. Laurie Goodman & William F. Sharpe, 1978. "Perspective on Bank Capital Adequacy: Time-Series Analysis," NBER Working Papers 0247, National Bureau of Economic Research, Inc.
  6. William F. Sharpe, 1977. "Bank Capital Adequacy, Deposit Insurance and Security Values, Part I," NBER Working Papers 0209, National Bureau of Economic Research, Inc.
  1. Daniel G. Goldstein & Eric J. Johnson & William F. Sharpe, 2008. "Choosing Outcomes versus Choosing Products: Consumer-Focused Retirement Investment Advice," Journal of Consumer Research, Oxford University Press, vol. 35(3), pages 440-456, 08.
  2. Edward Altman & George Benston & Gerald Bierwag & Marshall Blume & Richard Brealey & Willard Carleton & Andrew Chen & Elroy Dimson & Franklin Edwards & Robert Eisenbeis & Wayne Ferson & Mark Flannery , 2004. "The Controversy Over Executive Compensation," Journal of Applied Corporate Finance, Morgan Stanley, vol. 16(1), pages 108-111.
  3. Sharpe, William F, 1991. " 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, Wiley Blackwell, vol. 93(1), pages 3-4.
  4. 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.
  5. Sharpe, W F, 1982. " Combining Financial and Actuarial Risk: Simulation Analysis: Discussion," Journal of Finance, American Finance Association, vol. 37(2), pages 604-06, May.
  6. Sharpe, W F, 1981. "Decentralized Investment Management," Journal of Finance, American Finance Association, vol. 36(2), pages 217-34, May.
  7. 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.
  8. 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.
  9. Sharpe, William F, 1978. "Capital Asset Pricing Theory: Discussion," Journal of Finance, American Finance Association, vol. 33(3), pages 917-20, June.
  10. Sharpe, William F., 1976. "Corporate pension funding policy," Journal of Financial Economics, Elsevier, vol. 3(3), pages 183-193, June.
  11. 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.
  12. Sharpe, William F, 1972. "Simple Strategies for Portfolio Diversification: Comment," Journal of Finance, American Finance Association, vol. 27(1), pages 127-29, March.
  13. Sharpe, William F, 1972. "Portfolio Theory and Security Analysis: Discussion," Journal of Finance, American Finance Association, vol. 27(2), pages 456-58, May.
  14. William F. Sharpe, 1971. "Mean-Absolute-Deviation Characteristic Lines for Securities and Portfolios," Management Science, INFORMS, vol. 18(2), pages B1-B13, October.
  15. 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.
  16. Sharpe, William F, 1970. "Basic Data for Policy and Public Decisions: Technical Aspects: Discussion," American Economic Review, American Economic Association, vol. 60(2), pages 166-67, May.
  17. Sharpe, William F, 1970. "Stock Market Price Behavior. A Discussion," Journal of Finance, American Finance Association, vol. 25(2), pages 418-20, May.
  18. Sharpe, William F., 1970. "Computer-Assisted Economics," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 5(03), pages 353-366, September.
  19. W. F. Sharpe, 1968. "[Mutual Fund Performance and the Theory of Capital Asset Pricing]: Reply," The Journal of Business, University of Chicago Press, vol. 41, pages 235.
  20. William F. Sharpe, 1967. "A Linear Programming Algorithm for Mutual Fund Portfolio Selection," Management Science, INFORMS, vol. 13(7), pages 499-510, March.
  21. Sharpe, William F., 1967. "Portfolio Analysis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 2(02), pages 76-84, June.
  22. W. F. Sharpe, 1966. "Security Prices, Risk, And Maximal Gains From Diversification: Reply," Journal of Finance, American Finance Association, vol. 21(4), pages 743-744, December.
  23. William F. Sharpe, 1965. "Reply," Journal of Finance, American Finance Association, vol. 20(1), pages 94-95, 03.
  24. William F. Sharpe, 1965. "Mutual Fund Performance," The Journal of Business, University of Chicago Press, vol. 39, pages 119.
  25. William F. Sharpe, 1965. "Risk‐Aversion In The Stock Market: Some Empirical Evidence," Journal of Finance, American Finance Association, vol. 20(3), pages 416-422, 09.
  26. William F. Sharpe, 1964. "Capital Asset Prices: A Theory Of Market Equilibrium Under Conditions Of Risk," Journal of Finance, American Finance Association, vol. 19(3), pages 425-442, 09.
  27. William F. Sharpe, 1963. "Communication to the Editor," Management Science, INFORMS, vol. 9(3), pages 498-498, April.
  28. William F. Sharpe, 1963. "A Simplified Model for Portfolio Analysis," Management Science, INFORMS, vol. 9(2), pages 277-293, January.
  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.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. No paper was announced in a field specific NEP report
This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  3. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  4. Number of Citations
  5. Number of Citations, Discounted by Citation Age
  6. Number of Citations, Weighted by Simple Impact Factor
  7. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  8. Number of Citations, Weighted by Recursive Impact Factor
  9. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Number of Authors
  11. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  13. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  16. Number of Registered Citing Authors
  17. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  18. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  19. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  20. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  21. Breadth of citations across fields
  22. Wu-Index

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, William Sharpe should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.