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William Forsyth Sharpe




Dr. Sharpe taught at the University Of Washington and the University Of California, Irvine . In 1970 he joined Stanford University. He was one of the originators of the Capital Asset Pricing Model , created the Sharpe Ratio for risk-adjusted investment performance analysis, contributed to the development of the Binomial Method for the valuation of Option s, the gradient method for asset allocation optimization, and returns-based style analysis for evaluating the style and performance of investment funds.

He served as a President of the American Finance Association .

He received his Ph.D., M.A., and B.A. in Economics from the University Of California, Los Angeles . He is also the recipient of a Doctor of Humane Letters, Honoris Causa from DePaul University , a Doctor Honoris Causa from the University Of Alicante ( Spain ), a Doctor Honoris Causa from the University Of Vienna and the UCLA Medal, UCLA's highest honor.


BIBLIOGRAPHY

  • Portfolio Theory and Capital Markets (McGraw-Hill, 1970 and 2000)

  • Asset Allocation Tools (Scientific Press, 1987)

  • Fundamentals of Investments (with Gordon J. Alexander and Jeffrey Bailey, Prentice-Hall, 2000)

  • Investments (with Gordon J. Alexander and Jeffrey Bailey, Prentice-Hall, 1999)



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