William F. Sharpe : Citation Profile


Are you William F. Sharpe?

Stanford University

13

H index

13

i10 index

3212

Citations

RESEARCH PRODUCTION:

30

Articles

6

Papers

1

Chapters

RESEARCH ACTIVITY:

   51 years (1961 - 2012). See details.
   Cites by year: 62
   Journals where William F. Sharpe has often published
   Relations with other researchers
   Recent citing documents: 509.    Total self citations: 2 (0.06 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh27
   Updated: 2019-04-13    RAS profile: 2019-01-19    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with William F. Sharpe.

Is cited by:

McAleer, Michael (42)

Wong, Wing-Keung (36)

Allen, David (16)

Lean, Hooi Hooi (15)

Ormos, Mihály (14)

Demirguc-Kunt, Asli (14)

Drew, Michael (13)

Teulon, Frédéric (12)

Levy, Moshe (12)

Harvey, Campbell (12)

Weber, Martin (11)

Cites to:

Dybvig, Philip (2)

Dybvig, Phillip (2)

merton, robert (1)

Main data


Where William F. Sharpe has published?


Journals with more than one article published# docs
Journal of Finance11
Journal of Financial and Quantitative Analysis6
Management Science4
The Journal of Business2

Recent works citing William F. Sharpe (2018 and 2017)


YearTitle of citing document
2018Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2018-14.

Full description at Econpapers || Download paper

2018Time-varying parameters: New test tailored to applications in finance and macroeconomics. (2018). Davidson, Russell ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-22.

Full description at Econpapers || Download paper

2017Modeling the Premium and Contract Properties of Family Takaful (Islamic Life Insurance) نمذجة قسط وخصائص عقد التكافل الأسري (التأمين الإسلامي على الح. (2017). Sanusi, Nur Azura ; Kusairi, Suhal ; Saputra, Jumadil. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:30:y:2017:i:2:no:12:p:135-157.

Full description at Econpapers || Download paper

2017Modeling the Premium and Contract Properties of Family Takaful (Islamic Life Insurance) نمذجة قسط وخصائص عقد التكافل الأسري (التأمين الإسلامي على الح. (2017). Sanusi, Nur Azura ; Kusairi, Suhal ; Saputra, Jumadil. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:30:y:2017:i:2:p:135-157.

Full description at Econpapers || Download paper

2017Earn-outs to bridge gap between negotiation parties – curse or blessing?. (2017). Rolinck, Jan-Phillipp ; Toll, Christian. In: Managerial Economics. RePEc:agh:journl:v:18:y:2017:i:1:p:103-116.

Full description at Econpapers || Download paper

2018Farmer behaviour towards the agricultural risk management tools provided by the CAP: a comparison between Italy and Poland. (2018). Trestini, Samuel ; Smiglak-Krajewska, Magdalena ; Giampietri, Elisa. In: 162nd Seminar, April 26-27, 2018, Budapest, Hungary. RePEc:ags:eaa162:271978.

Full description at Econpapers || Download paper

2018Operating and financial leverage as risk measures in agricultural companies. (2018). Zabolotnyy, Serihiy ; Wasilewski, Mirosaw. In: Problems of Agricultural Economics. RePEc:ags:iafepa:276377.

Full description at Econpapers || Download paper

2018The Conventional Past, Behavioral Present, and Algorithmic Future of Risk and Finance. (2018). Maymin, Philip Z. In: Finante - provocarile viitorului (Finance - Challenges of the Future). RePEc:aio:fpvfcf:v:1:y:2018:i:20:p:74-84.

Full description at Econpapers || Download paper

2018Using Social Media Analytics: The Effect of President Trump’s Tweets On Companies’ Performance. (2018). Jumah, Ahmad H ; Alnsour, Yazan. In: Journal of Accounting and Management Information Systems. RePEc:ami:journl:v:17:y:2018:i:1:p:100-121.

Full description at Econpapers || Download paper

2017Russian-Doll Risk Models. (2017). Kakushadze, Zura. In: Papers. RePEc:arx:papers:1412.4342.

Full description at Econpapers || Download paper

2017Law on the Market? Abnormal Stock Returns and Supreme Court Decision-Making. (2017). Bommarito, Michael ; Chen, James Ming ; Soellinger, Tyler ; Katz, Daniel Martin . In: Papers. RePEc:arx:papers:1508.05751.

Full description at Econpapers || Download paper

2018Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction. (2018). Pirino, Davide ; di Gangi, Domenico ; Lillo, Fabrizio. In: Papers. RePEc:arx:papers:1509.00607.

Full description at Econpapers || Download paper

2018Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables. (2018). Baruník, Jozef ; Kley, Tobias. In: Papers. RePEc:arx:papers:1510.06946.

Full description at Econpapers || Download paper

2017Portfolio Selection: The Power of Equal Weight. (2017). Ernst, Philip ; Miao, Yinsen ; Thompson, James. In: Papers. RePEc:arx:papers:1602.00782.

Full description at Econpapers || Download paper

2017Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1602.08070.

Full description at Econpapers || Download paper

2017Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models. (2017). Kastner, Gregor ; Lopes, Hedibert Freitas ; Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:1602.08154.

Full description at Econpapers || Download paper

2017Evidence of Self-Organization in Time Series of Capital Markets. (2017). , Leopoldo ; Garc, Alba Lucero ; Morales-Matamoros, Oswaldo ; Soto-Campos, Carlos Arturo . In: Papers. RePEc:arx:papers:1604.03996.

Full description at Econpapers || Download paper

2018Random selection of factors preserves the correlation structure in a linear factor model to a high degree. (2018). Tanskanen, Antti ; Vatanen, Kari ; Lukkarinen, Jani. In: Papers. RePEc:arx:papers:1604.05896.

Full description at Econpapers || Download paper

2018Deep Portfolio Theory. (2018). Heaton, J B ; Polson, N G ; Witte, J H. In: Papers. RePEc:arx:papers:1605.07230.

Full description at Econpapers || Download paper

2017A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990.

Full description at Econpapers || Download paper

2017Day of the Week Effect in biotechnology stocks: An Application of the GARCH processes. (2017). Chatterjee, Swarnankur. In: Papers. RePEc:arx:papers:1701.07175.

Full description at Econpapers || Download paper

2017Non-parametric and semi-parametric asset pricing. (2017). Ormos, Mihály ; Erdos, Peter ; Zibriczky, David . In: Papers. RePEc:arx:papers:1703.09500.

Full description at Econpapers || Download paper

2017How Wave - Wavelet Trading Wins and Beats the Market. (2017). Tran, Lanh . In: Papers. RePEc:arx:papers:1704.00383.

Full description at Econpapers || Download paper

2017The case of Less is more: Modelling risk-preference with Expected Downside Risk. (2017). Ormos, Mihály ; Timotity, Dusan . In: Papers. RePEc:arx:papers:1704.05332.

Full description at Econpapers || Download paper

2017Market Efficiency and Growth Optimal Portfolio. (2017). Platen, Eckhard ; Rendek, Renata . In: Papers. RePEc:arx:papers:1706.06832.

Full description at Econpapers || Download paper

2017A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem. (2017). Jiang, Zhengyao ; Liang, Jinjun ; Xu, Dixing . In: Papers. RePEc:arx:papers:1706.10059.

Full description at Econpapers || Download paper

2017Cardinality constrained portfolio selection via factor models. (2017). Monge, Juan Francisco . In: Papers. RePEc:arx:papers:1708.02424.

Full description at Econpapers || Download paper

2017Portfolio Optimization with Entropic Value-at-Risk. (2017). Ahmadi-Javid, Amir ; Fallah-Tafti, Malihe . In: Papers. RePEc:arx:papers:1708.05713.

Full description at Econpapers || Download paper

2017A General Framework for Portfolio Theory. Part I: theory and various models. (2017). Maier-Paape, Stanislaus ; Zhu, Qiji Jim. In: Papers. RePEc:arx:papers:1710.04579.

Full description at Econpapers || Download paper

2017A General Framework for Portfolio Theory. Part II: drawdown risk measures. (2017). Maier-Paape, Stanislaus ; Zhu, Qiji Jim. In: Papers. RePEc:arx:papers:1710.04818.

Full description at Econpapers || Download paper

2018Nonlinear dependencies on Brazilian equity network from mutual information minimum spanning trees. (2018). Barbi, A Q ; Prataviera, G A. In: Papers. RePEc:arx:papers:1711.06185.

Full description at Econpapers || Download paper

2018A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering. (2018). Verma, Anshul ; di Matteo, Tiziana ; Buonocore, Riccardo Junior . In: Papers. RePEc:arx:papers:1712.02138.

Full description at Econpapers || Download paper

2018Numeraire markets. (2018). Fernholz, Robert. In: Papers. RePEc:arx:papers:1801.07309.

Full description at Econpapers || Download paper

2018Spurious seasonality detection: a non-parametric test proposal. (2018). Fernandez Bariviera, Aurelio ; Judge, George ; Plastino, Angelo. In: Papers. RePEc:arx:papers:1801.07941.

Full description at Econpapers || Download paper

2018The Dividend Discount Model with Multiple Growth Rates of Any Order for Stock Evaluation. (2018). Hatemi-J, Abdulnasser ; El-Khatib, Youssef. In: Papers. RePEc:arx:papers:1802.08987.

Full description at Econpapers || Download paper

2018Fear Universality and Doubt in Asset price movements. (2018). Rivin, Igor. In: Papers. RePEc:arx:papers:1803.07138.

Full description at Econpapers || Download paper

2019High Dimensional Estimation and Multi-Factor Models. (2018). Jarrow, Robert ; Wells, Martin T ; Basu, Sumanta ; Zhu, Liao. In: Papers. RePEc:arx:papers:1804.08472.

Full description at Econpapers || Download paper

2018Estimation of Covariance Matrices for Portfolio Optimization using Gaussian Processes. (2018). Nirwan, Rajbir-Singh ; Bertschinger, Nils. In: Papers. RePEc:arx:papers:1806.03294.

Full description at Econpapers || Download paper

2018Tail Risks, Asset prices, and Investment Horizons. (2018). Baruník, Jozef ; Nevrla, Matvej. In: Papers. RePEc:arx:papers:1806.06148.

Full description at Econpapers || Download paper

2018Reconstruction methods for networks: the case of economic and financial systems. (2018). Squartini, Tiziano ; Garlaschelli, Diego ; Gabrielli, Andrea ; Cimini, Giulio ; Caldarelli, Guido. In: Papers. RePEc:arx:papers:1806.06941.

Full description at Econpapers || Download paper

2018Factor models with many assets: strong factors, weak factors, and the two-pass procedure. (2018). Anatolyev, Stanislav ; Mikusheva, Anna. In: Papers. RePEc:arx:papers:1807.04094.

Full description at Econpapers || Download paper

2018Betas, Benchmarks and Beating the Market. (2018). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1807.09919.

Full description at Econpapers || Download paper

2018Stock Price Correlation Coefficient Prediction with ARIMA-LSTM Hybrid Model. (2018). Choi, Hyeong Kyu. In: Papers. RePEc:arx:papers:1808.01560.

Full description at Econpapers || Download paper

2018Diversification, Volatility, and Surprising Alpha. (2018). Banner, Adrian ; Schofield, David ; Ruf, Johannes ; Papathanakos, Vassilios ; Fernholz, Robert. In: Papers. RePEc:arx:papers:1809.03769.

Full description at Econpapers || Download paper

2018Measuring Systematic Risk with Neural Network Factor Model. (2018). Huh, Jeonggyu. In: Papers. RePEc:arx:papers:1809.04925.

Full description at Econpapers || Download paper

2018A six-factor asset pricing model. (2018). Roy, Rahul ; Shijin, Santhakumar. In: Papers. RePEc:arx:papers:1810.07790.

Full description at Econpapers || Download paper

2018Asset Price Distributions and Efficient Markets. (2018). Stroup, Caleb ; Fernholz, Ricardo. In: Papers. RePEc:arx:papers:1810.12840.

Full description at Econpapers || Download paper

2018The Rank Effect. (2018). Fernholz, Ricardo T ; Koch, Christoffer . In: Papers. RePEc:arx:papers:1812.06000.

Full description at Econpapers || Download paper

2019Financial Portfolios based on Tsallis Relative Entropy as the Risk Measure. (2019). Devi, Sandhya. In: Papers. RePEc:arx:papers:1901.04945.

Full description at Econpapers || Download paper

2019Robust Asset Allocation for Robo-Advisors. (2019). Roncalli, Thierry ; Lezmi, Edmond ; Bourgeron, Thibault. In: Papers. RePEc:arx:papers:1902.07449.

Full description at Econpapers || Download paper

2017Residential Real Estate, Risk, Return and Home Characteristics: Evidence from Sydney 2002-14. (2017). Melser, Daniel. In: ERES. RePEc:arz:wpaper:eres2017_296.

Full description at Econpapers || Download paper

2017The Interest Rate Sensitivity of Value and Growth Stocks - Evidence from Listed Real Estate. (2017). Christian, Weis ; Sebastian, Steffen ; Woltering, Rene-Ojas. In: ERES. RePEc:arz:wpaper:eres2017_325.

Full description at Econpapers || Download paper

2017Corporate Valuation Modeling for Strategic Financial Decisions. (2017). Trinh, Truong ; Tran, LO. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:1153-1166.

Full description at Econpapers || Download paper

2017Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence*. (2017). Guidolin, Massimo ; Chincoli, Francesco . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1754.

Full description at Econpapers || Download paper

2018Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment. (2018). Hansen, Erwin ; Guidolin, Massimo ; Lozano-Banda, Martin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1885.

Full description at Econpapers || Download paper

2018Multivariate Jump Diffusion Model with Markovian Contagion. (2018). de Carvalho, Pablo ; Gupta, Aparna ; Campos, Pablo Jose. In: Working Papers Series. RePEc:bcb:wpaper:482.

Full description at Econpapers || Download paper

2018The taxation of savings: the Italian system and international comparison. (2018). Branzoli, Nicola ; Zangari, Ernesto ; Ricotti, Giacomo ; Pisano, Elena ; Messina, Giovanna. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_464_18.

Full description at Econpapers || Download paper

2017Role of Liquidity in Explaining Anomalous Returns: Evidence from Emerging Market. (2017). Sadaqat, Mohsin ; Butt, Hilal Anwar. In: Business & Economic Review. RePEc:bec:imsber:v:9:y:2017:i:3:p:1-35.

Full description at Econpapers || Download paper

2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

Full description at Econpapers || Download paper

2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

Full description at Econpapers || Download paper

2018Future Realized Return, Firm‐specific Risk and the Implied Expected Return. (2018). Wang, Pengguo. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:1:p:105-132.

Full description at Econpapers || Download paper

2018Partial moment volatility indices. (2018). Liu, Zhangxin ; O'Neill, Michael J. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:1:p:195-215.

Full description at Econpapers || Download paper

2018Analysts’ stock recommendations, earnings growth and risk. (2018). Peasnell, Kenneth ; Lubberink, Martien ; Yin, Yuan. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:1:p:217-254.

Full description at Econpapers || Download paper

2018Investor sentiment and the risk–return tradeoff in the Brazilian market. (2018). Piccoli, Pedro ; da Silva, Wesley Vieira. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:599-618.

Full description at Econpapers || Download paper

2017Risk attitudes and the structure of decision†making: evidence from the Illinois hog industry. (2017). Garcia, Philip. In: Agricultural Economics. RePEc:bla:agecon:v:48:y:2017:i:1:p:41-50.

Full description at Econpapers || Download paper

2017The Investment CAPM. (2017). Zhang, LU. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:4:p:545-603.

Full description at Econpapers || Download paper

2018Yes, the Composition of the Market Portfolio Matters: The Estimated Cost of Equity. (2018). Kamara, Avraham ; Young, Lance . In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:4:p:911-929.

Full description at Econpapers || Download paper

2017Understanding the Formation of Consumers Stock Market Expectations. (2017). Chin, Alycia ; Bruin, Wandi . In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:51:y:2017:i:1:p:200-210.

Full description at Econpapers || Download paper

2017A CLOSER LOOK AT VALUE PREMIUM: LITERATURE REVIEW AND SYNTHESIS. (2017). Pätäri, Eero ; Leivo, Timo ; Patari, Eero. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:1:p:79-168.

Full description at Econpapers || Download paper

2017Detecting at-Most-m Changes in Linear Regression Models. (2017). Wang, Shixuan ; Pouliot, William ; Horvath, Lajos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:4:p:552-590.

Full description at Econpapers || Download paper

2017Art Auctions and Art Investment in the Golden Age of British Painting. (2017). Stepanova, Elena ; Etro, Federico. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:64:y:2017:i:2:p:191-225.

Full description at Econpapers || Download paper

2017Is R&D risky?. (2017). Bromiley, Philip ; Zhang, YU ; Rau, Devaki. In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:4:p:876-891.

Full description at Econpapers || Download paper

2017Global electricity demand, generation, grid system, and renewable energy polices: a review. (2017). Zheng, Anqing ; Hasanuzzaman, M ; Thiffault, Evelyne ; Kolb, Thomas ; Srivastava, A K ; J. W. A. ) Langeveld, ; Eberhard, Mark ; Banerjee, P ; Dimitriou, Ioannis ; Abeln, Johannes ; Mallikeswaran, A ; Bentsen, Niclas Scott ; Dahmen, Nicolaus ; Cui, B ; Berndes, Goran ; Lattimore, Brenna ; Wei, Guoqiang ; Lee, H ; Smith, Tattersall C ; Zhao, Kun ; Che, Hang Seng ; Zimmerlin, Bernd ; Huang, Zhen ; Taminiau, Job ; Ilham, Nur Iqtiyani ; Stapf, Dieter ; Byrne, John ; Iqtiyaniilham, Nur ; Sauer, Jorg ; Jiang, Liqun ; Zubir, Ummu Salamah ; Nyangon, Joseph ; Leibold, Hans. In: Wiley Interdisciplinary Reviews: Energy and Environment. RePEc:bla:wireae:v:6:y:2017:i:3:p:n/a-n/a.

2018

DO INVESTORS MIMIC TRADING STRATEGIES OF FOREIGN INVESTORS OR THE MARKET: IMPLICATIONS FOR CAPITAL ASSET PRICING. (2018). Chamil, Senarathne W ; Wei, Jianguo. In: Studies in Business and Economics. RePEc:blg:journl:v:13:y:2018:i:3:p:171-205.

Full description at Econpapers || Download paper

2017PORTFOLIO OPTIMIZATION - APPLICATION OF SHARPE MODEL USING LAGRANGE. (2017). Vasile, Bratian. In: Revista Economica. RePEc:blg:reveco:v:69:y:2017:i:5:p:8-21.

Full description at Econpapers || Download paper

2018Unconventional monetary policy and the portfolio choice of international mutual funds. (2018). Cenedese, Gino ; Elard, Ilaf. In: Bank of England working papers. RePEc:boe:boeewp:0705.

Full description at Econpapers || Download paper

2018What drives UK defined benefit pension funds investment behaviour?. (2018). Roberts-Sklar, Matt ; Douglas, Graeme . In: Bank of England working papers. RePEc:boe:boeewp:0757.

Full description at Econpapers || Download paper

2017Impact of Japanese Banks Strategic Stockholdings on their Cost of Capital. (2017). Ikeda, Kei . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp17e04.

Full description at Econpapers || Download paper

2017Diversification benefit and return performance of REITs using CAPM and Fama-French: Evidence from Turkey. (2017). coskun, yener ; Yilmaz, Bilgi ; Selcuk-Kestel, Sevtap A. In: Borsa Istanbul Review. RePEc:bor:bistre:v:17:y:2017:i:4:p:199-215.

Full description at Econpapers || Download paper

2017Value Investing: Circle of Competence in the Thai Insurance Industry. (2017). Sampan, Nettayanun . In: Asia-Pacific Journal of Risk and Insurance. RePEc:bpj:apjrin:v:11:y:2017:i:1:p:33:n:2.

Full description at Econpapers || Download paper

2017The Case of “Less is More”: Modelling Risk-Preference with Expected Downside Risk. (2017). Ormos, Mihály ; Dusan, Timotity . In: The B.E. Journal of Theoretical Economics. RePEc:bpj:bejtec:v:17:y:2017:i:2:p:14:n:8.

Full description at Econpapers || Download paper

201725 Jahre Fama-French-Modell: Erklärungsgehalt, Anomalien und praktische Implikationen. (2017). Christoph, Kaserer ; Matthias, Hanauer . In: Perspektiven der Wirtschaftspolitik. RePEc:bpj:pewipo:v:18:y:2017:i:2:p:98-116:n:4.

Full description at Econpapers || Download paper

2018Regulated electricity networks, investment mistakes in retrospect and stranded assets under uncertainty. (2018). Simshauser, Paul ; Akimov, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1853.

Full description at Econpapers || Download paper

2017Dissecting Characteristics Nonparametrically. (2017). Weber, Michael ; Freyberger, Joachim ; Neuhierl, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6391.

Full description at Econpapers || Download paper

2017Why Does Idiosyncratic Risk Increase with Market Risk?. (2017). Bartram, Söhnke ; Stulz, Rene M ; Brown, Gregory . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6560.

Full description at Econpapers || Download paper

2018Dissecting Characteristics Nonparametrically. (2018). Weber, Michael ; Neuhierl, Andreas ; Freyberger, Joachim. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7187.

Full description at Econpapers || Download paper

2018Exponent of Cross-sectional Dependence for Residuals. (2018). Pesaran, M ; Kapetanios, George ; Bailey, Natalia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7223.

Full description at Econpapers || Download paper

2017Five Essays on International Trade, Factor Flows and the Gains from Globalization. (2017). Heiland, Inga. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:74.

Full description at Econpapers || Download paper

2017Creating Investment Scheme with State Space Modeling. (2017). Nakano, Masafumi ; Takahashi, Soichiro. In: CARF F-Series. RePEc:cfi:fseres:cf406.

Full description at Econpapers || Download paper

2017Robust Estimation of beta and the hedging ratio in Stock Index Futures In the Integrated Latin American Market. (2017). Gutierrez, Juan Carlos . In: REVISTA ECOS DE ECONOMÍA. RePEc:col:000442:015652.

Full description at Econpapers || Download paper

2017Beresfords Revenge: British equity holdings in Latin America, 1869-1929. (2017). Grossman, Richard. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12042.

Full description at Econpapers || Download paper

2017Stocks for the Long Run: New Monthly Indices of British Equities, 1869-1929. (2017). Grossman, Richard. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12121.

Full description at Econpapers || Download paper

2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

Full description at Econpapers || Download paper

2017CAPM-Based Company (Mis)valuations. (2017). thesmar, david ; Otto, Clemens ; Olivier, Jacques ; Dessaint, Olivier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12526.

Full description at Econpapers || Download paper

2019Corporate Pension Plan Funding Levels and Pension Assumptions. (2019). Milidonis, Andreas ; Papakyriakou, Panayiotis ; Michaelides, Alexander. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13591.

Full description at Econpapers || Download paper

2017The impact of crude oil prices on stock prices of oil firms: Should upstream-downstream dichotomy in supply chain be ignored?. (2017). Salisu, Afees ; Swaray, Raymond. In: Working Papers. RePEc:cui:wpaper:0021.

Full description at Econpapers || Download paper

2017Systemic risk and individual risk: A trade-off?. (2017). Yongoua Tchikanda, Gaelle Tatiana. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-16.

Full description at Econpapers || Download paper

2017Risk Attitudes, Sample Selection and Attrition in a Longitudinal Field Experiment. (2017). Yoo, Hong Il ; Lau, Morten ; Harrison, Glenn. In: Working Papers. RePEc:dur:durham:2017_07.

Full description at Econpapers || Download paper

2017Portfolio Diversification, Market Power, and the Theory of the Firm. (2017). Azar, Jose. In: IESE Research Papers. RePEc:ebg:iesewp:d-1170.

Full description at Econpapers || Download paper

2017Risk Disclosure and Company Unsystematic, Systematic, and Total Risks. (2017). Zreik, Ousayna ; Louhichi, Wael. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00531.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by William F. Sharpe:


YearTitleTypeCited
1970Basic Data for Policy and Public Decisions: Technical Aspects: Discussion. In: American Economic Review.
[Full Text][Citation analysis]
article0
2012Post†Retirement Financial Strategies: Forecasts and Valuation In: European Financial Management.
[Full Text][Citation analysis]
article0
2004The Controversy Over Executive Compensation In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]
article0
1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK In: Journal of Finance.
[Full Text][Citation analysis]
article2376
1965REPLY In: Journal of Finance.
[Full Text][Citation analysis]
article0
1965RISK‐AVERSION IN THE STOCK MARKET: SOME EMPIRICAL EVIDENCE In: Journal of Finance.
[Full Text][Citation analysis]
article4
1966SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION: REPLY In: Journal of Finance.
[Full Text][Citation analysis]
article1
1970Stock Market Price Behavior. A Discussion. In: Journal of Finance.
[Full Text][Citation analysis]
article1
1972Simple Strategies for Portfolio Diversification: Comment. In: Journal of Finance.
[Full Text][Citation analysis]
article0
1972Portfolio Theory and Security Analysis: Discussion. In: Journal of Finance.
[Citation analysis]
article0
1978Capital Asset Pricing Theory: Discussion. In: Journal of Finance.
[Full Text][Citation analysis]
article0
1981Decentralized Investment Management. In: Journal of Finance.
[Full Text][Citation analysis]
article40
1982 Combining Financial and Actuarial Risk: Simulation Analysis: Discussion. In: Journal of Finance.
[Full Text][Citation analysis]
article1
1991 Capital Asset Prices with and without Negative Holdings. In: Journal of Finance.
[Full Text][Citation analysis]
article55
1990Capital Asset Prices With and Without Negative Holding.(1990) In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55
paper
1991 The Nobel Memorial Prize in Economics 1990: This Years Laureates Are Pioneers in the Theory of Financial Economics and Corporate Finance. In: Scandinavian Journal of Economics.
[Citation analysis]
article0
1978Duration and Security Risk In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article5
1978Bank Capital Adequacy, Deposit Insurance and Security Values In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article50
1967Portfolio Analysis In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article58
1970Computer-Assisted Economics In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article0
1971A Linear Programming Approximation for the General Portfolio Analysis Problem In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article29
1974Imputing Expected Security Returns from Portfolio Composition In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
article7
1976Corporate pension funding policy In: Journal of Financial Economics.
[Full Text][Citation analysis]
article75
1967A Linear Programming Algorithm for Mutual Fund Portfolio Selection In: Management Science.
[Full Text][Citation analysis]
article13
1971Mean-Absolute-Deviation Characteristic Lines for Securities and Portfolios In: Management Science.
[Full Text][Citation analysis]
article9
1963A Simplified Model for Portfolio Analysis In: Management Science.
[Full Text][Citation analysis]
article271
1963Communication to the Editor In: Management Science.
[Full Text][Citation analysis]
article0
1983Optimal Funding and Asset Allocation Rules for Defined-Benefit Pension Plans In: NBER Chapters.
[Full Text][Citation analysis]
chapter13
1982Optimal Funding and Asset Allocation Rules for Defined-Benefit Pension Plans.(1982) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
1977Bank Capital Adequacy, Deposit Insurance and Security Values, Part I In: NBER Working Papers.
[Full Text][Citation analysis]
paper19
1978Perspective on Bank Capital Adequacy: Time-Series Analysis In: NBER Working Papers.
[Full Text][Citation analysis]
paper4
2008Choosing Outcomes versus Choosing Products: Consumer-Focused Retirement Investment Advice In: Journal of Consumer Research.
[Full Text][Citation analysis]
article46
1991Autobiography In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]
paper0
2004Interview with Nobel Prize Laureate William F. Sharpe In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]
paper0
1965Mutual Fund Performance In: The Journal of Business.
[Full Text][Citation analysis]
article135
1968[Mutual Fund Performance and the Theory of Capital Asset Pricing]: Reply In: The Journal of Business.
[Full Text][Citation analysis]
article0
1961Aircraft compartment design criteria for the army deployment mission In: Naval Research Logistics Quarterly.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2019. Contact: CitEc Team