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Encyclopedia > William Forsyth Sharpe

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.

  Results from FactBites:
 
Definition of William Forsyth Sharpe (286 words)
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 Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel.
Sharpe taught at the University of Washington and the University of California at Irvine.
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.
William Forsyth Sharpe at AllExperts (318 words)
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 Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel.
Sharpe taught at the University of Washington and the University of California, Irvine.
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.
  More results at FactBites »


 

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