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William Forsyth Sharpe (born June 16, 1934) is Professor of Finance, Emeritus at Stanford University's Graduate School of Business and the winner of the 1990 Nobel Prize in Economics. is the 167th day of the year (168th in leap years) in the Gregorian calendar. ...
Year 1934 (MCMXXXIV) was a common year starting on Monday (link will display full 1934 calendar) of the Gregorian calendar. ...
Leland Stanford Junior University, commonly known as Stanford University (or simply Stanford), is a private university located approximately 37 miles (60 kilometers) southeast of San Francisco and approximately 20 miles northwest of San José in Stanford, California. ...
Year 1990 (MCMXC) was a common year starting on Monday (link displays the 1990 Gregorian calendar). ...
The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel[1] (Swedish: Sveriges Riksbanks pris i ekonomisk vetenskap till Alfred Nobels minne), commonly called the Nobel Prize in Economics, or more acurately the Nobel Memorial Prize in Economic Sciences, is a prize awarded each year for outstanding intellectual...
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 options, the gradient method for asset allocation optimization, and returns-based style analysis for evaluating the style and performance of investment funds. The University of Washington, founded in 1861, is a public research university in Seattle, Washington. ...
The University of California, Irvine is a public research university primarily situated in suburban Irvine, California, USA; a significant portion of the campus falls into the neighboring community of Newport Beach. ...
1970 (MCMLXX) was a common year starting on Thursday. ...
An estimation of the CAPM and the Security Market Line (purple) for the Dow Jones Industrial Average over the last 3 years for monthly data. ...
The Sharpe ratio or Sharpe index or Sharpe measure or reward-to-variability ratio is a measure of the mean excess return per unit of risk in an investment asset or a trading strategy. ...
In finance, the binomial options model provides a generalisable numerical method for the valuation of options. ...
In finance options are types of derivative contracts, including call options and put options, where the future payoffs to the buyer and seller of the contract are determined by the price of another security, such as a common stock. ...
He served as a President of the American Finance Association and he is a trustee of the Economists for Peace and Security. The American Finance Association is an academic organization whose focus is the study and promotion of knowledge of financial economics. ...
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. This article needs additional references or sources for verification. ...
The University of California, Los Angeles, generally known as UCLA, is a public university whose main campus is located in the affluent Westwood neighborhood of Los Angeles, California, United States. ...
DePaul University is a private institution of higher education and research in Chicago, Illinois, USA. Founded by the Vincentians in 1898, the university takes its name from the 17th century French priest who valued philanthropy, Saint Vincent de Paul. ...
The University of Alicante (Valencian: Universitat dAlacant, UA) was started in 1979. ...
The University of Vienna (German: Universität Wien) in Vienna, Austria is the oldest university in the current Austro-Hungarian domain; it formally opened in 1365. ...
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)
External links - Personal web site of Dr. Sharpe
- pioneering work in the theory of financial economics.
- Economista estadounidense, estudió en UCLA donde fue discípulo de Armen A. Alchian y obtuvo el doctorado en 1961.
| 1976: Friedman | 1977: Ohlin, Meade | 1978: Simon | 1979: Schultz, Lewis | 1980: Klein | 1981: Tobin | 1982: Stigler | 1983: Debreu | 1984: Stone | 1985: Modigliani | 1986: Buchanan | 1987: Solow | 1988: Allais | 1989: Haavelmo | 1990: Markowitz, Miller, Sharpe | 1991: Coase | 1992: Becker | 1993: Fogel, North | 1994: Harsanyi, Nash, Selten | 1995: Lucas | 1996: Mirrlees, Vickrey | 1997: Merton, Scholes | 1998: Sen | 1999: Mundell | 2000: Heckman, McFadden The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel[1] (Swedish: Sveriges Riksbanks pris i ekonomisk vetenskap till Alfred Nobels minne), commonly called the Nobel Prize in Economics, or more acurately the Nobel Memorial Prize in Economic Sciences, is a prize awarded each year for outstanding intellectual...
Winners of the Nobel Prize are scientists, writers and peacemakers who have been awarded in their field of endeavour, and who are known collectively as either Nobel laureates or Nobel Prize winners. ...
Milton Friedman (July 31, 1912 â November 16, 2006) was a prominent American economist and public intellectual. ...
Bertil Ohlin (April 23, 1899 â August 3, 1979), was a Swedish economist and winner of the 1977 Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel. ...
James Edward Meade (June 23, 1907, Swanage, Dorset â December 22, 1995, Cambridge) was an English economist and winner of the 1977 Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel jointly with the Norwegian Bertil Ohlin for their Pathbreaking contribution to the theory of international trade and...
Herbert Alexander Simon (June 15, 1916 â February 9, 2001) was an American political scientist whose research ranged across the fields of cognitive psychology, computer science, public administration, economics, management, and philosophy of science and a professor, most notably, at Carnegie Mellon University. ...
Theodore William Schultz (April 30, 1902 â February 26, 1998) was the 1979 winner (jointly with William Arthur Lewis) of the Nobel Memorial Prize in Economics. ...
Sir William Arthur Lewis (January 23, 1915 â June 15, 1991) was a Saint Lucian economist well known for his contributions in the field of economic development. ...
Lawrence Robert Klein (born September 14, 1920) is an American economist. ...
For the convicted Republican political operative, see James Tobin (political operative). ...
George Joseph Stigler (1911 - 1991) was a U.S. economist. ...
Gerard Debreu was a naturalized US citizen from France Gerard Debreu (July 4, 1921 â December 31, 2004) was a French economist and mathematician (In July 1975, he became a naturalized citizen of the United States). ...
Sir John Richard Nicholas Stone (August 30, 1913 â December 6, 1991) was an eminent British economist who in 1984 received the Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel for developing an accounting model that could be used to track economic activities on a national and...
Franco Modigliani (June 18, 1918 â September 25, 2003) was an Italian-American economist at the MIT Sloan School of Management, and winner of the Nobel Memorial Prize in Economics in 1985. ...
For other persons named James Buchanan, see James Buchanan (disambiguation). ...
Robert Merton Solow (born August 23, 1924) is an American economist particularly known for his work on the theory of economic growth. ...
Maurice Allais (born May 31, 1911) was the 1988 winner of The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel for his pioneering contributions to the theory of markets and efficient utilization of resources. ...
Trygve Magnus Haavelmo (13 December 1911 â 26 July 1999), born in Skedsmo, Norway, was an influential economist with main research interests centered on the fields of econometrics and economics theory. ...
Harry Max Markowitz (born August 24, 1927) is an influential economist at the Rady School of Management at the University of California, San Diego. ...
Merton Howard Miller (May 16, 1923 â June 3, 2000) won the Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel in 1990, along with Harry Markowitz and William Sharpe. ...
Ronald Coase (born December 29, 1910) is a British economist. ...
Gary Stanley Becker (born December 2, 1930) is an economist and a Nobel laureate. ...
Robert William Fogel (born July 1, 1926) is an American economic historian and scientist, and winner (with Douglass North) of the 1993 Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel. ...
Douglass Cecil North (born November 5, 1920) is co-recipient of the 1993 Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel. ...
John Charles Harsanyi (Hungarian: Harsányi János) (born May 29, 1920 in Budapest, Hungary; died August 9, 2000 in Berkeley, California, United States) was a Hungarian- Australian-American economist and Nobel Laureate. ...
John Forbes Nash, Jr. ...
Reinhard Selten (born October 5, 1930) is a German economist. ...
Robert Emerson Lucas, Jr. ...
James Alexander Mirrlees (born July 5, 1936, Minnigaff, Scotland) is a Scottish economist and winner of the 1996 Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel. ...
William Vickrey (June 21, 1914, Victoria, British Columbia - October 11, 1996, New York State) was a Columbia University professor, who was awarded the Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel. ...
Robert C. Merton (born July 31, 1944), a leading scholar in the field of finance, was one of three men who, in the early 1970s, developed the mathematics of the stock options markets. ...
Myron S. Scholes (born July 1, 1941) is one of the authors of the famous Black-Scholes equation. ...
This article does not cite any references or sources. ...
Robert Alexander Mundell CC (born October 24, 1932) is a professor of economics at Columbia University. ...
James Heckman (born April 19, 1944) is an economist at the University of Chicago. ...
Daniel L. McFadden (born July 29, 1937) is an econometrician who won (jointly with James Heckman) the 2000 Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel for his development of theory and methods for analyzing discrete choice. He is currently the E. Morris Cox Professor of...
Complete List | Laureates (1969-1975) | Laureates (2001- ) | |