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William F. Sharpe: Selected Works

William F. Sharpe: Selected Works

Hardcover

Series: Ws-Nobel Laureate, Book 2

Investing & Finance

ISBN10: 9814329959
ISBN13: 9789814329958
Publisher: World Scientific Publishing Company
Published: Nov 30 2011
Pages: 716
Weight: 2.90
Height: 1.70 Width: 6.50 Depth: 9.80
Language: English
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.

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Investing & Finance