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Topic: William Sharpe


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In the News (Tue 15 Dec 09)

  
  William Forsyth Sharpe - Wikipedia, the free encyclopedia
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.
en.wikipedia.org /wiki/William_Forsyth_Sharpe   (264 words)

  
 William Sharpe   (Site not responding. Last check: 2007-10-08)
William Sharpe was the eldest son of Thomas Sharpe and was born in Cecil County, Maryland on Dec. 13, 1742.
Sharpe came to be known as “Lawyer Billy” and was a staunch supporter of Independence and served as secretary of the Rowan County Committee of Resolves.
William Sharpe represented Rowan County in the Provincial Congresses at New Bern and at Hillsborough.
www.iredell.lib.nc.us /localhistory/William%20Sharpe.htm   (858 words)

  
 Headlines - Stanford Business School Professor William F. Sharpe Shares Nobel Prize for Economics - Stanford GSB
Sharpe shared the award with Harry Markowitz of the City University of New York, and Merton Miller of the University of Chicago.
Sharpe, 56, is the ninth Nobel laureate on the Stanford faculty and the first member of the Graduate School of Business faculty to win the award.
Sharpe’s model is considered the standard for the investment industry and is used by corporate, institutional, and pension fund managers to plan and judge their investments.
www.gsb.stanford.edu /news/headlines/sharpe_nobel.shtml   (1002 words)

  
 William F. Sharpe, Biography: The Concise Encyclopedia of Economics: Library of Economics and Liberty
One implication of Sharpe's work is that the expected return on a portfolio in excess of a riskless return should be beta times the excess return of the market.
Sharpe was a Ph.D. candidate at the University of California at Los Angeles and an employee of the Rand Corporation when he first met Markowitz, who was also employed at Rand.
Sharpe chose Markowitz as his dissertation adviser, even though Markowitz was not on the faculty at UCLA.
www.econlib.org /library/Enc/bios/Sharpe.html   (498 words)

  
 William Sharpe, Nobel Laureate, UCLA Alumnus (UCLA Gateway)
On Nov. 2, 1998 Nobel Laureate William F. Sharpe was awarded the UCLA Medal.
Chancellor Albert Carnesale bestowed UCLA's highest honor on Sharpe, an alumnus of UCLA, "for his meticulous scholarship and diligent work in unraveling fundamental truths about the dynamics of financial economics," at a ceremony at the Bradley Hall International Room.
Sharpe earned his B.A. in 1955, M.A. in 1956 and Ph.D. in 1961 in economics from UCLA.
www.ucla.edu /about/nobelwinners/sharpe.html   (223 words)

  
 UW Business ONLINE • William Sharpe lecture   (Site not responding. Last check: 2007-10-08)
Sharp will then give a talk entitled "Financial Economics: Past, Present and Future." He is expected to recount major developments in finance as well as address some of the critical personal financial planning issues facing investors.
William F. Sharpe is a pioneer in the field of financial economics.
Sharpe was a member of the University of Washington Business School faculty from 1961 to 1968, the period during which he developed and published his seminal work on the Capital Asset Pricing Model.
depts.washington.edu /bschool/newsonline/*JUNE_2002/sharpe.html   (234 words)

  
 William Sharpe   (Site not responding. Last check: 2007-10-08)
Defensive tackle Altariq Brown and running back Paul Sharpe were among the group of seven who...
William Hill offer odds of 4/7 that David Cameron will continue to...
William Forsyth Sharpe (born June 16, 1934) won the 1990 Nobel Prize in Economics.
www.wikiverse.org /william-sharpe   (183 words)

  
 Serebella Contents William Shakespear---William Sharpe   (Site not responding. Last check: 2007-10-08)
It uses material from the Wiktionary page "A-sharp".
(The oboe was an eighth of a tone sharp.
It uses material from the Wiktionary page "Sharp".
www.serebella.com /encyclopedia/contains-474255-474258-William_Shakespear-William_Sharpe.html   (176 words)

  
 William F. Sharpe, Biography   (Site not responding. Last check: 2007-10-08)
William F. Sharpe is the STANCO 25 Professor of Finance, Emeritus at Stanford University's Graduate School of Business.
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.
Sharpe has published articles in a number of professional journals, including Management Science, The Journal of Business, The Journal of Finance, The Journal of Financial Economics, The Journal of Financial and Quantitative Analysis, The Journal of Portfolio Management, and The Financial Analysts' Journal.
www.stanford.edu /~wfsharpe/bio/bio.htm   (288 words)

  
 The Sharpe Ratio
William Sharpe, now at of Stanford University who was one of three economist who received the Nobel Prize in Economics in 1990 for their contributions to what is now called "Modern Portfolio Theory".
Conclusions The Sharpe Ratio, which is a reward to risk ratio, is independent of the leverage we use so long as the standard deviation is small.
Understanding the Sharpe Ratio of your trading system is fundamental to understanding the risk involved in trading it.
www.venus.it /homes/ik2hlb/sr.htm   (1872 words)

  
 sharpe benchmark   (Site not responding. Last check: 2007-10-08)
It was introduced by William Sharpe, Lintner and Mossin independently...
It was introduced by William Sharpe, Lintner and...
It was introduced by William Sharpe, Lintner and Mossin independently, though it is commonly...
www.mcclproject.org /money/sharpe+benchmark   (454 words)

  
 sharpe benchmark
Sharpe benchmark A statistically created benchmark that adjusts for a manager's index-like tendencies.
Theory was invented by William Sharpe (1964) and John Lintner (1965).
Named after William Sharpe, Nobel Laureate, and developer of the capital asset...
www.idrassociate.org /5lq-6ahb.html   (446 words)

  
 William F. Sharpe
He received the Nobel Prize in Economics for developing the Capital Asset Pricing Model which is now widely used by investment firms to predict how a stock will perform in relation to the overall market.
  Sharpe is past president of the American Finance Association and serves as a consultant to many corporations and investment organizations.
The Nobel Committee recognized Professor Sharpe jointly with Harry M. Markowitz and Merton H. Miller “for his pioneering work in the theory of financial economics.”
www.trinity.edu /nobel/Sharpe_files/Sharpe.htm   (739 words)

  
 SHARPE: Genealogy Queries
SHARPE : SHARP : Seeking descendants of the Sharp/Sharpe families that came from Chambers County, AL, Forsythe, GA andamp; Somerset Co., MD. I am putting together the complete genealogy for this family and have muuch i...
SHARPE : SHARP : This is an inquiry on the Sharp(e) family.
SHARPE search results at Interment.net - Burial records and tombstone inscriptions from thousands of cemeteries across the world.
www.cousinconnect.com /p/a/0/s/SHARPE   (478 words)

  
 Sharpe, William F. --  Encyclopædia Britannica
Sharpe, William F. American economist who shared the Nobel Prize for Economics in 1990 with Harry M. Markowitz and Merton H. Miller.
Vilas, William F. a leader of the U.S. Democratic Party in the late 19th century and a member of President Grover Cleveland's Cabinet.
Born on July 31, 1945, in New York City, William Floyd Weld was educated at Harvard College and Oxford University and received a law degree from Harvard Law School in 1970.
www.britannica.com /eb/article-9067165?tocId=9067165   (809 words)

  
 William Sharpe   (Site not responding. Last check: 2007-10-08)
William Kenneth Jeremy Sharpe, 24, of Osgood, Indiana died Saturday, November 29, 2003.
William was born on July 26, 1979 in Cincinnati, Ohio.
William is survived by his parents: John and Martha (Tucker) Sharpe, his finance: Tara Davidson, his sister: Rebecca (Jeremy J.) Sharpe Owens, his nieces: Makayla Sharpe and Madison Owens and his nephew: Tyler Owens.
fitchdenney.com /william_sharpe.htm   (147 words)

  
 SEVENTH GENERATION
Sharpe, at Stony Point, was held this morning at 11 o'clock at Trinity
Sharpe was the widow of the late W.P. Sharpe, and was 86
Lawrence Calloway SHARPE was born on 29 Jun 1882 in Iredell Co., North Carolina.
home.earthlink.net /~hovarter/Sharpe/d10832.html   (490 words)

  
 Exclusive Interview: Prof. William Sharpe
In an article for the July/August 1998 Financial Analysts Journal, Sharpe examined in depth the various metrics of Morningstar, Inc. for analyzing mutual funds.
Sharpe's landmark study Morningstar's Risk-adjusted Ratings calls into question the practical benefit of some, but certainly not all, of the more popular metrics of the world's best known mutual fund research group.
"If you have to use one, use the category ratings because the comparisons are somewhat more homogeneous," Sharpe said.
www.indexfundsonline.com /articles/1999_sharpe3_iss_int_WM.htm   (280 words)

  
 William Sharpe ( - ) Artwork Images, Exhibitions, Reviews
William Faithorne, At the upper end of the plate you have the woman"s arm..., plate 8 opposite page 22 in the book The Art of Graveing and Etching by William Faithorne (London: William Faithorne, 1662), 1662
William Henry Bartlett, The Danube by William Beattie (London & New York: Virtue & Co., [ca.
William Faithorne, The manner of Casting the Aqua Fortis Upon the Plate, plate 7 opposite page 19 in the book The Art of Graveing and Etching by William Faithorne (London: William Faithorne, 1662), 1662
www.wwar.com /masters/s/sharpe-william.html   (844 words)

  
 Brill's Mutual Funds Interactive(R) -- Funds 101
With the help of a nifty formula called the Sharpe Ratio, named after its creator, Nobel Laureate and Stanford Economics Professor William Sharpe, investors can measure how effectively a fund utilizes risk, and compare funds with different risk profiles.
The Sharpe Ratio measures a fund's returns in excess of the risk free rate (usually 90 day Tbills) for a given period (usually 36 months) and divides it by the standard deviation (a statistical measure of risk) of those returns in the given period.
Despite its wide acceptance among academics and institutions, the Sharpe ratio is not well known among the general investing public.
www.brill.com /funds101/par06001.html   (576 words)

  
 AIM25: University College London: Sharpe Family Papers
Administrative/Biographical history: Sutton Sharpe (1756-1806) was the son of Joseph Sharpe and Ann Telford.
William married Lucy Reid (1814-1895) and they had eight children.
There are also papers and family correspondence relating to William and Lucy's children.
www.aim25.ac.uk /cats/13/4056.htm   (203 words)

  
 William Sharpe - Wikipedia, the free encyclopedia
The following men have had the name of William Sharpe:
William Sharpe (politician), a delegate to the Continental Congress from North Carolina.
This is a disambiguation page, a list of pages that otherwise might share the same title.
en.wikipedia.org /wiki/William_Sharpe   (87 words)

  
 Exclusive Interview: Prof. William Sharpe
PALO ALTO, CALIF. - Few individuals have advanced theoretical underpinnings of index investing more than Professor William Sharpe, STANCO 25 Professor of Finance at Stanford University and Nobel Laureate in economics.
Few individuals are doing more to make the case for prudent, science-based investing understandable to the average investor.
At his office next to Stanford Business School, Sharpe fielded questions on the state of indexing during academic "office hours".
www.indexfunds.com /articles/1999_sharpe_iss_int_WM.htm   (243 words)

  
 capital asset pricing model (CAPM)
Because of this, the option models are often referred to as "relative" valuation models, while the CAPM is considered an "absolute" valuation model.
William Sharpe won the Nobel Prize in Economics principally for his role in the development of the CAPM.
To find out more about William Sharpe and read his on-line and in-progress investment text, go to:
www.in-the-money.com /glossarynet/capital_.htm   (307 words)

  
 Sutton Sharpe ( - ) Artwork Images, Exhibitions, Reviews
William Sharpe, Merry Wives Of Windsor, Act V Scene V., 18th - 19th century
William Radclyffe, Birmingham, from Sutton Coldfield, plate 29 opposite page 110 in the book Graphic Illustrations of Warwickshire (Birmingham: Beilby, Knott, and Beilbyä, 1829), 1824
William Radclyffe, Sutton Coldfield, from the Park, plate 11 opposite page 35 in the book Graphic Illustrations of Warwickshire (Birmingham: Beilby, Knott, and Beilbyä, 1829), 1827
wwar.com /masters/s/sharpe-sutton.html   (526 words)

  
 William F. Sharpe at IDEAS
This is information that was supplied by William Sharpe in registering through RePEc.
If you are William F. Sharpe, you may change this information at RePEc.
Postal Address: William F. Sharpe obtained the Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel in 1990.
ideas.repec.org /e/psh27.html   (310 words)

  
 Definition of Sharpe Ratio   (Site not responding. Last check: 2007-10-08)
The Sharpe Ratio is a risk-adjusted measure developed by William Sharpe.
Is calculated by first determining the incremental average return over the risk free rate of return and then dividing this result by the standard deviation.
The higher the Sharpe ratio, the better the investment's historical risk-adjusted performance.
www.autumngold.com /Performance/DescriptionSharpe.htm   (157 words)

  
 Amazon.com: Books: Investments (6th Edition)   (Site not responding. Last check: 2007-10-08)
I borrowed Sharpe's text from the library and have been blasting through it for the past few days.
William Sharpe is a professor at Stanford and a Nobel Prize winner in 1990, along with Markowitz, for portfolio theory.
Sharpe later extended this and introduced Capital Asset Pricing Model (CAPM) and it is explained as part of a lesson in this book.
www.amazon.com /exec/obidos/tg/detail/-/0130101303?v=glance   (1651 words)

  
 Alibris: William Sharpe
by Sharpe, William F. This volume uses various investment vehicles to help the reader consider factor models, arbitrage pricing theory and original and extended capital and pricing models.
In their introduction, the editors outline three phases in the evolution of the modern city--each having its own distinctive morphology and metaphor--and argue that a new vocabulary is needed to describe the sprawling "urban field" of today.
by Sharpe, Lawrence A., and William, of Saint-Thierry, Abbot of Saint-Thierry, and Arnaldus, Abbot of Bonneval, and Geoffrey, of Auxerre
www.alibris.com /search/books/author/William_Sharpe   (484 words)

  
 Books by William Sharpe   (Site not responding. Last check: 2007-10-08)
And although the results of the general solution are used in a few advanced portfolio optimization programs, the solution to the general problem should not be seen merely as a computing procedure.
By providing invaluable insights into the Capital Asset Pricing Model (CAPM), Dr. William Sharpe assured myself a position as one of the most influential financial minds of the twentieth century.
With its discussions of how financial markets should act--and if they act as expected, how investors should respond--its value to today's investor is perhaps greater than at any time in the past.
books.bankhacker.com /William+Sharpe   (707 words)

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