Description

Book Synopsis
William F Sharpe received the Nobel Prize in Economics in 1990 for his work on equilibrium pricing in capital markets. He 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. This book consists of a collection of Dr Sharpe's work in these and other areas.

Table of Contents
Portfolio Choice; Asset Prices; Asset Allocation; Performance and Risk Analysis; Empirical Analyses; Lifetime Finance.

William F. Sharpe: Selected Works

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    A Hardback by William F Sharpe

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      Publisher: World Scientific Publishing Co Pte Ltd
      Publication Date: Publication Date: 24/02/2012
      ISBN13: 9789814329958, 978-9814329958
      ISBN10: 9814329959

      Description

      Book Synopsis
      William F Sharpe received the Nobel Prize in Economics in 1990 for his work on equilibrium pricing in capital markets. He 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. This book consists of a collection of Dr Sharpe's work in these and other areas.

      Table of Contents
      Portfolio Choice; Asset Prices; Asset Allocation; Performance and Risk Analysis; Empirical Analyses; Lifetime Finance.

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