William F. Sharpe

Jun 10, 2011 Comments Off by

STANCO 25 Professor of Finance, Emeritus

Research interests: Macro-investment analysis and equilibrium in capital markets. Winner of the 1990 Nobel Memorial Prize in Economic Sciences. Dr. Sharpe was one of the originators of the Capital Asset Pricing Model, developed the Sharpe Ratio for investment performance analysis, the binomial method for the valuation of options, the gradient method for asset allocation optimization, and returns-based style analysis for evaluating the style and performance of investment funds

Department: Graduate School of Business

Email: wfsharpe@stanford.edu

Graduate Scool of Business
Stanford University, Stanford, CA 94305

Website: https://gsbapps.stanford.edu/facultyprofiles/biomain.asp?id=56280229


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