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William Sharpe

William Sharpe

Formal First Name
William
Dates
1934 - present
Location
United States

William Sharpe is a Nobel Prize-winning economist and the STANCO 25 Professor of Finance, Emeritus at Stanford Graduate School of Business. Sharpe was one of the originators of the Capital Asset Pricing Model, best  known for his groundbreaking work on financial asset pricing and the link between risk and return, widely known as the Sharpe ratio. Together with Harry Markowitz and Merton Miller, they received the Nobel Prize "for their pioneering work in the theory of financial economics." Prior to joining the Stanford faculty in 1970, Sharpe taught at the University of Washington and the University of California at Irvine. He also co-founded Financial Engines, a firm that provides online investment advice and management for individuals. He has written several books and has published articles in a number of professional journals.

NOTABLE CONTRIBUTIONS

  • Sharpe was one of the originators of the Capital Asset Pricing Model for gauging systematic risk.

  • He is behind the eponymous Sharpe ratio, which measures investment performance analysis and captures risk-adjusted return.

  • Some of his most notable contributions also include 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. 


RESEARCH


RECOGNITIONS

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