William F. Sharpe
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Most Influential Person Now
American economist
William F. Sharpe's AcademicInfluence.com Rankings
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Economics
Why Is William F. Sharpe Influential?
(Suggest an Edit or Addition)According to Wikipedia, William Forsyth Sharpe is an American economist. He is the STANCO 25 Professor of Finance, Emeritus at Stanford University's Graduate School of Business, and the winner of the 1990 Nobel Memorial Prize in Economic Sciences.
William F. Sharpe's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964) (18030)
- A Simplified Model for Portfolio Analysis (1963) (2613)
- The Sharpe Ratio (1994) (2528)
- Portfolio Theory and Capital Markets (1970) (1082)
- Asset allocation (1992) (992)
- ASSET ALLOCATION : MANAGEMENT STYLE AND PERFORMANCE MEASUREMENT An Asset class factor model can help make order out of chaos (2002) (743)
- Increasing Saving Behavior Through Age-Progressed Renderings of the Future Self (2011) (495)
- The Arithmetic of Active Management (1991) (484)
- Dynamic Strategies for Asset Allocation (1988) (472)
- International Value and Growth Stock Returns (1993) (441)
- Corporate pension funding policy (1976) (358)
- Liabilities— A New Approach (1990) (314)
- Bank Capital Adequacy, Deposit Insurance and Security Values (1977) (219)
- A Linear Programming Approximation for the General Portfolio Analysis Problem (1971) (216)
- A Linear Programming Algorithm for Mutual Fund Portfolio Selection (1967) (195)
- Adjusting for Risk in Portfolio Performance Measurement (1975) (177)
- Risk-Return Classes of New York Stock Exchange Common Stocks, 1931–1967 (1972) (167)
- Choosing Outcomes Versus Choosing Products: Consumer-Focused Retirement Investment Advice (2008) (165)
- Decentralized Investment Management (1981) (162)
- Mean-Absolute-Deviation Characteristic Lines for Securities and Portfolios (1971) (150)
- Financial Implications of South African Divestment (1986) (140)
- Likely Gains from Market Timing (1975) (129)
- Capital Asset Prices With and Without Negative Holding (1991) (128)
- The Economics of Computers (1969) (118)
- Investors and Markets: Portfolio Choices, Asset Prices, and Investment Advice (2006) (106)
- Expected Utility Asset Allocation (2007) (102)
- Optimal Funding and Asset Allocation Rules for Defined-Benefit Pension Plans (1982) (95)
- Adaptive Asset Allocation Policies (2010) (87)
- Factors in New York Stock Exchange security returns, 1931–1979* (1982) (86)
- Imputing Expected Security Returns from Portfolio Composition (1974) (85)
- RISK‐AVERSION IN THE STOCK MARKET: SOME EMPIRICAL EVIDENCE (1965) (81)
- Financial Economics: Essays in Honor of Paul Cootner (1988) (68)
- Risk, Market Sensitivity and Diversification (1972) (64)
- The 4% Rule - At What Price? (2008) (63)
- Integrated Asset Allocation (1987) (61)
- Budgeting and Monitoring Pension Fund Risk (2002) (56)
- THE CAPITAL ASSET PRICING MODEL: A “Multi-Beta” Interpretation (1977) (50)
- Factor models, CAPMs,and the ABT (1984) (42)
- Duration and Security Risk (1978) (41)
- The Arithmetic of Investment Expenses (2013) (33)
- The Distribution Builder: A Tool for Inferring Investor Preferences (2000) (31)
- Capital Asset Pricing Theory: Discussion (1978) (28)
- Bonds versus Stocks: Some Lessons from Capital Market Theory (1973) (25)
- Efficient Retirement Financial Strategies (2007) (24)
- Business Finance: Theory and Management (1972) (20)
- Stock Market Price Behavior. A Discussion (1970) (19)
- SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION: REPLY (1966) (18)
- Major Investment Styles* (1978) (18)
- Measuring Consumer Risk-Return Tradeoffs (2006) (15)
- The Founders of Modern Finance: Their Prize-Winning Concepts and 1990 Nobel Lectures (1991) (13)
- Investing: The Collected Works of Martin L. Leibowitz (1992) (13)
- Simple Strategies for Portfolio Diversification: Comment (1972) (11)
- Risk, Return and Yield: New York Stock Exchange Common Stocks, 1928–1969 (1976) (11)
- Aat Asset Allocation Tools (1987) (8)
- [Mutual Fund Performance and the Theory of Capital Asset Pricing]: Reply (1968) (8)
- On the Use of the CAPM in Public Utility Rate Cases: Comment (1978) (7)
- Past, Present, and Future Financial Thinking (2014) (7)
- Combining Financial and Actuarial Risk: Simulation Analysis: Discussion (1982) (6)
- On Capital Asset Prices: Reply (1965) (5)
- Factor models, CAPMs, and the ABT Linking them together provides a valuable framework. (1984) (5)
- Age-Progressed Renderings of (2011) (5)
- Investment Strategy for the Long Term (2008) (5)
- SIMPLE STRATEGIES FOR PORTFOLIO DIVERSIFICATION: COMMENT A CORRECTION (1972) (3)
- IncreasingSavingBehaviorThrough Age-ProgressedRenderingsof theFutureSelf (2011) (3)
- Retirement Income Analysis with scenario matrices (2019) (3)
- Portfolio Theory and Security Analysis: Discussion (1972) (3)
- William F. Sharpe : selected works (2012) (3)
- 1985-1994 Dynamic Strategies for Asset Allocation (2003) (3)
- “Sideways Betas” (1976) (2)
- Determining the Rank of the Beta Matrix in a Factor Model with Factor-Candidate Regressors (2010) (2)
- The AT&T pension fund (2002) (2)
- Perspective on Bank Capital Adequacy: Time-Series Analysis (1978) (2)
- PROPOSAL FOR A 'SMOG TAX' (1959) (2)
- The Controversy Over Executive Compensation (2004) (2)
- Aircraft Compartment Design Criteria for the Army Deployment Mission (1961) (1)
- The 4% Rt What Price? (2009) (1)
- Fromthe Board The Arithmetic of Active Management (2004) (1)
- Adaptive Asset Allocation Policies 1 Adaptive Asset Allocation Policies (2009) (1)
- Session Topic: Risk, Information and Capital Budgeting (1974) (1)
- Computer-Assisted Economics (1970) (1)
- Introduction to Managerial Economics (1973) (1)
- Enabling Consumers to Specify Risk Preferences Directly As an Example of Transformative Consumer Research (2006) (1)
- Communication to the Editor (1963) (1)
- Brain Surgeon: The Autobiography Of William Sharpe (1952) (1)
- William Sharpe. Review of "Nuits américaines: L’art du nocturne aux États-Unis, 1890–1917" by Hélène Valance. (2017) (0)
- .2. Methods 1.2.2. Simulation (2006) (0)
- MODELING FOR THE ANALYSIS OF THE INVESTMENT POTENTIAL OF THE CONSTRUCTION SECTOR (2018) (0)
- Interview with Nobel Prize Laureate William F. Sharpe (2004) (0)
- The Sharpe Ratio (Fall 1994) (2021) (0)
- Wendy Sharpe in conversation with Anita Taylor (2016) (0)
- A FEW POINTS REGARDING SHARPE RATIO (2016) (0)
- Factors in New York Stock Exchange security returns, 1931-1979 (Summer 1982) (2021) (0)
- The Nobel Memorial Prize in Economics 1990: This Year's Laureates Are Pioneers in the Theory of Financial Economics and Corporate Finance (1991) (0)
- Adding Investor Sentiment Factors into Multi-Factor Asset Pricing Models (2014) (0)
- Basic Data for Policy and Public Decisions: Technical Aspects: Discussion (1970) (0)
- INSURANCE AND SECURITY VALUES (2016) (0)
- Post‐Retirement Financial Strategies: Forecasts and Valuation (2012) (0)
- the mean-variance rule and the capital asset pricing model : overview (2012) (0)
- ANALYSIS OF NSE NIFTY 50 STOCKS BASED ON SHARPE’S SINGLE INDEX MODEL (2020) (0)
- What an experience : Will and Marjorie Sharpe : an autobiography of their endeavours from 1927 and still in active service (1989) (0)
- William Sharpe to James Madison, June 5, 1801. (0)
- Equilibrium Exchange Rate Hedging (2016) (0)
- “Adaptive Asset Allocation Policies”: Author Response (2010) (0)
- Development of the elevation drive assembly for orbiting solar observatory I (EYE). [rotation of sun pointed spectrometers] (1973) (0)
- Investments / William F. Sharpe (1981) (0)
- FOREIGN DIRECT INVESTMENT IN UKRAINE: PROBLEMS AND SOLUTIONS (2017) (0)
- The distribution builder: An interactive tool for measuring risk profile in investors (1999) (0)
- Statement of Financial Economists Roundtable on Risk Disclosure by Mutual Funds (1997) (0)
- Business Finance: Innovations in Analysis: Discussion (1966) (0)
- Assessing the risk preferences of individual investors (1999) (0)
- Abstract of Computer Programs (1967) (0)
- A study of the effects of corruption on variance of realised returns (2008) (0)
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What Schools Are Affiliated With William F. Sharpe?
William F. Sharpe is affiliated with the following schools:
