William F. Sharpe

Names

Contact

Affiliations

• Stanford University → Graduate School of Business
  • website
  • location: Stanford, California (United States)

Research profile

author of:

• Bank Capital Adequacy, Deposit Insurance and Security Values, Part I
  by William F. Sharpe
• Perspective on Bank Capital Adequacy: Time-Series Analysis
  by Laurie Goodman & William F. Sharpe
• Optimal Funding and Asset Allocation Rules for Defined-Benefit Pension Plans
  by J. Michael Harrison & William F. Sharpe
• Basic Data for Policy and Public Decisions: Technical Aspects: Discussion.
  by Sharpe, William F.
• Capital Asset Pricing Theory: Discussion.
  by Sharpe, William F.
• Stock Market Price Behavior. A Discussion.
  by Sharpe, William F.
• Portfolio Theory and Security Analysis: Discussion.
  by Sharpe, William F.
• Capital Asset Prices with and without Negative Holdings.
  by Sharpe, William F.
• Decentralized Investment Management.
  by Sharpe, W. F.
• Combining Financial and Actuarial Risk: Simulation Analysis: Discussion.
  by Sharpe, W. F.
• Simple Strategies for Portfolio Diversification: Comment.
  by Sharpe, William F.
• Corporate pension funding policy
  by Sharpe, William F.
• Mutual Fund Performance
  by William F. Sharpe
• [Mutual Fund Performance and the Theory of Capital Asset Pricing]: Reply
  by W. F. Sharpe
• Bank Capital Adequacy, Deposit Insurance and Security Values
  by Sharpe, William F.
• The Controversy Over Executive Compensation
  by 32 authorsEDWARD ALTMAN & GEORGE BENSTON & GERALD BIERWAG & MARSHALL BLUME & RICHARD BREALEY & WILLARD CARLETON & ANDREW CHEN & ELROY DIMSON & FRANKLIN EDWARDS & ROBERT EISENBEIS & WAYNE FERSON & MARK FLANNERY & CHARLES GOODHART & NILS HAKANSSON & KOSE JOHN & EDWARD KANE & GEORGE KAUFMAN & RICHARD HERRING & ALAN KRAUS & DENNIS LOGUE & STEWART MYERS & STEPHEN SCHAEFER & EDUARDO SCHWARTZ & KENNETH SCOTT & LEMMA SENBET & WILLIAM SHARPE & JEREMY SIEGEL & SEYMOUR SMIDT & MARTI SUBRAHMANYAM & JAMES VAN HORNE & INGO WALTER & RICHARD WEST & J. FRED WESTON
• Optimal Funding and Asset Allocation Rules for Defined-Benefit Pension Plans
  by J. Michael Harrison & William F. Sharpe
  edited by
• Duration and Security Risk
  by Lanstein, Ronald & Sharpe, William F.
• Portfolio Analysis
  by Sharpe, William F.
• Autobiography
  by Sharpe, William F.
• A Linear Programming Approximation for the General Portfolio Analysis Problem
  by Sharpe, William F.
• Imputing Expected Security Returns from Portfolio Composition
  by Sharpe, William F.
• Capital Asset Prices With and Without Negative Holding
  by Sharpe, William F.
• Interview with Nobel Prize Laureate William F. Sharpe
  by Sharpe, William F.
• Computer-Assisted Economics
  by Sharpe, William F.
• Communication to the Editor
  by William F. Sharpe
• A Simplified Model for Portfolio Analysis
  by William F. Sharpe
• A Linear Programming Algorithm for Mutual Fund Portfolio Selection
  by William F. Sharpe
• Mean-Absolute-Deviation Characteristic Lines for Securities and Portfolios
  by William F. Sharpe
• SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION: REPLY
  by W. F. Sharpe
• Choosing Outcomes versus Choosing Products: Consumer-Focused Retirement Investment Advice
  by Daniel G. Goldstein & Eric J. Johnson & William F. Sharpe
• CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK
  by William F. Sharpe
• RISK‐AVERSION IN THE STOCK MARKET: SOME EMPIRICAL EVIDENCE
  by William F. Sharpe
• REPLY
  by William F. Sharpe
• Post†Retirement Financial Strategies: Forecasts and Valuation
  by William F. Sharpe
• Aircraft compartment design criteria for the army deployment mission
  by W. F. Sharpe
• Bank Capital Adequacy, Deposit Insurance, and Security Values
  by W. F. Sharpe
  edited by