William F. Sharpe
Also known as William Sharpe, William Forsyth Sharpe
American economist
AI overview
William F. Sharpe is an American economist who made significant contributions to the field of finance and investment theory. His work matters because it has fundamentally shaped how investors understand and measure investment risk and returns.
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Person · Open Library
- Works
- 13
Top works
- Mean-variance analysis in portfolio choice and capital markets
- The founders of modern finance
- Portfolio Theory and Capital Markets
- Investments
- Investments
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Article
William Forsyth Sharpe (born June 16, 1934) 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.
Sharpe was one of the originators of the capital asset pricing model (CAPM). He created the Sharpe ratio for risk-adjusted investment performance analysis, and he contributed to the development of 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.
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1934 birthsAmerican financial economistsAmerican Nobel laureatesLiving peopleNobel laureates in EconomicsPresidents of the American Finance AssociationRAND Corporation peopleStanford University Graduate School of Business facultyUniversity of California, Los Angeles alumniUniversity of Washington faculty