William F. Sharpe: Selected Works

William F. Sharpe: Selected Works

William F Sharpe

Format: Print Book

ISBN: 9789814329958

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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.

Format: Hardcover
No of Pages: 716
Imprint: World Scientific
Publication date: 20120224
Series: World Scientific-nobel Laureate Series

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