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William F. Sharpe

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Personal Details

First Name:William
Middle Name:F.
Last Name:Sharpe
Suffix:
RePEc Short-ID:psh27
Email:[This author has chosen not to make the email address public]
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.
Phone:
Location: Stanford, California (United States)
Homepage: http://www.gsb.stanford.edu/
Email:
Phone: (650) 723-2146
Fax: (650)725-6750
Postal: Stanford University, Stanford, CA 94305-5015
Handle: RePEc:edi:gsstaus (more details at EDIRC)

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

  1. William Forsyth Sharpe in Wikipedia (Turkish)
  2. Уилям Форсайт Шарп in Wikipedia (Bulgarian)
  3. ウィリアム・フォーサイス・シャープ in Wikipedia (Japanese)
  4. William Forsyth Sharpe in Wikipedia (English)
  5. William Forsyth Sharpe in Wikipedia (Vietnamese)
  6. ویلیام شارپ in Wikipedia (Persian)
  7. Nobel laureates in economics
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  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, University of Chicago 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. " Capital Asset Prices with and without Negative Holdings," Journal of Finance, American Finance Association, vol. 46(2), pages 489-509, June.
  4. 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.
  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. Sharpe, William F, 1978. "Capital Asset Pricing Theory: Discussion," Journal of Finance, American Finance Association, vol. 33(3), pages 917-20, June.
  9. 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.
  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. "Portfolio Theory and Security Analysis: Discussion," Journal of Finance, American Finance Association, vol. 27(2), pages 456-58, May.
  13. Sharpe, William F, 1972. "Simple Strategies for Portfolio Diversification: Comment," Journal of Finance, American Finance Association, vol. 27(1), pages 127-29, March.
  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. "Computer-Assisted Economics," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 5(03), pages 353-366, September.
  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. "Basic Data for Policy and Public Decisions: Technical Aspects: Discussion," American Economic Review, American Economic Association, vol. 60(2), pages 166-67, May.
  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. William F. Sharpe, 1965. "Mutual Fund Performance," The Journal of Business, University of Chicago Press, vol. 39, pages 119.
  23. William F. Sharpe, 1963. "A Simplified Model for Portfolio Analysis," Management Science, INFORMS, vol. 9(2), pages 277-293, January.
  24. William F. Sharpe, 1963. "Communication to the Editor," Management Science, INFORMS, vol. 9(3), pages 498-498, April.
  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.
1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. No paper was announced in a field specific NEP report
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