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William F. Sharpe: Selected Works
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William F. Sharpe: Selected Works Hardcover - 2011

by William F. Sharpe (Editor)

From the jacket flap

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 who 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.

Details

  • Title William F. Sharpe: Selected Works
  • Author William F. Sharpe (Editor)
  • Binding Hardcover
  • Pages 716
  • Volumes 1
  • Language ENG
  • Publisher World Scientific Publishing Company
  • Date 2011-11-30
  • Illustrated Yes
  • Features Bibliography, Illustrated, Table of Contents
  • ISBN 9789814329958 / 9814329959
  • Weight 2.9 lbs (1.32 kg)
  • Dimensions 9.8 x 6.5 x 1.7 in (24.89 x 16.51 x 4.32 cm)
  • Dewey Decimal Code 332.6

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WILLIAM F. SHARPE: SELECTED WORKS

WILLIAM F. SHARPE: SELECTED WORKS

by William F. Sharpe

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William F Sharpe
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William F Sharpe

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William F. Sharpe: Selected Works
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William F. Sharpe: Selected Works

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