William F. Sharpe : Citation Profile

Are you William F. Sharpe?

Stanford University

13

H index

14

i10 index

3979

Citations

RESEARCH PRODUCTION:

29

Articles

6

Papers

2

Chapters

RESEARCH ACTIVITY:

   51 years (1961 - 2012). See details.
   Cites by year: 78
   Journals where William F. Sharpe has often published
   Relations with other researchers
   Recent citing documents: 309.    Total self citations: 2 (0.05 %)

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   Permalink: http://citec.repec.org/psh27
   Updated: 2021-02-20    RAS profile: 2019-05-25    
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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 (46)

Wong, Wing-Keung (34)

Allen, David (16)

Lean, Hooi Hooi (15)

Ilomäki, Jukka (14)

Ormos, Mihály (14)

Teulon, Frédéric (14)

Demirguc-Kunt, Asli (14)

Chang, Chia-Lin (12)

Weber, Martin (12)

Drew, Michael (12)

Cites to:

Dybvig, Phillip (2)

Dybvig, Philip (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 (2021 and 2020)

YearTitle of citing document
2020Crop Rotations and Risk Management in Mississippi Delta Agriculture. (2020). Bradley, William B ; Stevens, Andrew W. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304246.

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2020Toward a macroprudential regulatory framework for mutual funds. (2020). Hasse, Jean-Baptiste ; Candelon, Bertrand ; Panopoulou, Ekaterini ; Argyropoulos, Christos. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020008.

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2020High Dimensional Estimation and Multi-Factor Models. (2019). Jarrow, Robert ; Wells, Martin T ; Basu, Sumanta ; Zhu, Liao. In: Papers. RePEc:arx:papers:1804.08472.

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2020Tail Risks, Asset prices, and Investment Horizons. (2018). Baruník, Jozef ; Nevrla, Matvej. In: Papers. RePEc:arx:papers:1806.06148.

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2020Risk-neutral pricing for APT. (2019). Rasonyi, Miklos ; Carassus, Laurence. In: Papers. RePEc:arx:papers:1904.11252.

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2020From small markets to big markets. (2019). Rasonyi, Miklos ; Carassus, Laurence. In: Papers. RePEc:arx:papers:1907.05593.

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2020The Size Effect Revisited. (2019). Sarantsev, Andrey ; Liu, YI ; Grove, Taran ; Flores, Brandon. In: Papers. RePEc:arx:papers:1907.08911.

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2020Trading Strategies and Market Color: The Benefits of Friendship with Quantitative Analysts and Financial Engineers. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1910.02144.

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2020A review of the Dividend Discount Model: from deterministic to stochastic models. (2020). de Blasis, Riccardo ; D'Amico, Guglielmo. In: Papers. RePEc:arx:papers:2001.00465.

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2020Housing Investment, Stock Market Participation and Household Portfolio choice: Evidence from Chinas Urban Areas. (2020). Liu, Huirong. In: Papers. RePEc:arx:papers:2001.01641.

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2020Refined model of the covariance/correlation matrix between securities. (2020). Valeyre, Sebastien. In: Papers. RePEc:arx:papers:2001.08911.

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2020Reinforcement-Learning based Portfolio Management with Augmented Asset Movement Prediction States. (2020). Xiao, Jun ; Zhu, Yada ; Chen, Pin-Yu ; Wang, Boxin ; Pei, Hengzhi ; Ye, Yunan ; Li, BO. In: Papers. RePEc:arx:papers:2002.05780.

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2020AutoAlpha: an Efficient Hierarchical Evolutionary Algorithm for Mining Alpha Factors in Quantitative Investment. (2020). Li, Jian ; Jin, Yifei ; Zhang, Tianping. In: Papers. RePEc:arx:papers:2002.08245.

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2020Equity Factors: To Short Or Not To Short, That Is The Question. (2020). Ciliberti, Stefano ; Bouchaud, Jean-Philippe ; Benaych-Georges, Florent . In: Papers. RePEc:arx:papers:2003.10419.

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2020Machine Learning Algorithms for Financial Asset Price Forecasting. (2020). Ndikum, Philip. In: Papers. RePEc:arx:papers:2004.01504.

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2020Spanning analysis of stock market anomalies under Prospect Stochastic Dominance. (2020). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:2004.02670.

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2020Robust Arbitrage Conditions for Financial Markets. (2020). Zhang, Shuzhong ; Singh, Derek. In: Papers. RePEc:arx:papers:2004.09432.

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2020Defining an intrinsic stickiness parameter of stock price returns. (2020). Andersen, Jorgen Vitting ; Massad, Naji. In: Papers. RePEc:arx:papers:2005.02351.

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2020Short-Term Investments and Indices of Risk. (2020). Schreiber, Amnon ; Heller, Yuval. In: Papers. RePEc:arx:papers:2005.06576.

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2020Mean-Variance Portfolio Management with Functional Optimization. (2020). He, Zhaoyi ; Tsang, Ka Wai. In: Papers. RePEc:arx:papers:2005.12774.

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2020Changes in Household Net Financial Assets After the Great Recession: Did Financial Planners Make a Difference?. (2020). Chatterjee, Swarn ; Zhang, Lini ; Palmer, Lance ; Goetz, Joseph W. In: Papers. RePEc:arx:papers:2006.00949.

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2020A New Look to Three-Factor Fama-French Regression Model using Sample Innovations. (2020). Jafari, Aliakbar ; Shaabani, Javad. In: Papers. RePEc:arx:papers:2006.02467.

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2020Expectation and Price in Incomplete Markets. (2020). McCloud, Paul. In: Papers. RePEc:arx:papers:2006.16703.

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2020The Inverted Parabola World of Classical Quantitative Finance: Non-Equilibrium and Non-Perturbative Finance Perspective. (2020). Halperin, Igor. In: Papers. RePEc:arx:papers:2008.03623.

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2021Tax-Aware Portfolio Construction via Convex Optimization. (2020). Ang, Andrew ; Boyd, Stephen ; Kochenderfer, Mykel J ; Moehle, Nicholas. In: Papers. RePEc:arx:papers:2008.04985.

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2020Measuring and Managing Carbon Risk in Investment Portfolios. (2020). Roncalli, Thierry ; Sekine, Takaya ; Fr'ed'eric Lepetit, ; le Guenedal, Th'Eo. In: Papers. RePEc:arx:papers:2008.13198.

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2020Generalized distance to a simplex and a new geometrical method for portfolio optimization. (2020). Fr'ed'eric Butin, . In: Papers. RePEc:arx:papers:2009.08826.

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2020Stock2Vec: A Hybrid Deep Learning Framework for Stock Market Prediction with Representation Learning and Temporal Convolutional Network. (2020). Vinel, Aleksandr ; Weng, Bin ; Wang, Yijun. In: Papers. RePEc:arx:papers:2010.01197.

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2021Learning Time Varying Risk Preferences from Investment Portfolios using Inverse Optimization with Applications on Mutual Funds. (2020). Dong, Chaosheng ; Chen, Yuxin ; Yu, Shi. In: Papers. RePEc:arx:papers:2010.01687.

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2020Hierarchical PCA and Modeling Asset Correlations. (2020). Serur, Juan Andr'Es ; Avellaneda, Marco. In: Papers. RePEc:arx:papers:2010.04140.

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2020Endogenous Representation of Asset Returns. (2020). Shkolnik, Alexander ; Zhou, Zhipu ; Oh, Sang-Yun . In: Papers. RePEc:arx:papers:2010.13245.

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2020Risk Preferences and Efficiency of Household Portfolios. (2020). Zhang, Zhaoyu ; Capponi, Agostino. In: Papers. RePEc:arx:papers:2010.13928.

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2020Event-Driven Learning of Systematic Behaviours in Stock Markets. (2020). Wu, Xianchao. In: Papers. RePEc:arx:papers:2010.15586.

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2020Competition in Fund Management and Forward Relative Performance Criteria. (2020). Anthropelos, Michail ; Geng, Tianran ; Zariphopoulou, Thaleia. In: Papers. RePEc:arx:papers:2011.00838.

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2020A Two-Way Transformed Factor Model for Matrix-Variate Time Series. (2020). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2011.09029.

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2020Fat Tailed Factors. (2020). Rosenzweig, Jan. In: Papers. RePEc:arx:papers:2011.13637.

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2020Trader-Company Method: A Metaheuristic for Interpretable Stock Price Prediction. (2020). Minami, Kentaro ; Ito, Katsuya ; Nakagawa, Kei ; Imajo, Kentaro. In: Papers. RePEc:arx:papers:2012.10215.

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2021Forward indifference valuation and hedging of basis risk under partial information. (2021). Tahvildari, Mahan. In: Papers. RePEc:arx:papers:2101.00251.

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2020Portfolio Optimization with 2D Relative-Attentional Gated Transformer. (2020). Khushi, Matloob ; Kim, Taewan. In: Papers. RePEc:arx:papers:2101.03138.

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2021Beating the Market with Generalized Generating Portfolios. (2021). Mijatovic, Patrick. In: Papers. RePEc:arx:papers:2101.07084.

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2020Monetary Policy and Stock Market Returns: Evidence from ARDL Bounds Testing Approach for the Case of Vietnam. (2020). Minh, Tram Thi ; Mai, Hong Thi ; Nguyen, Thuy Thu . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:758-777.

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2020What can commercial property performance reveal about bank valuations?. (2020). Takats, Elod ; Kohlscheen, Emanuel. In: BIS Working Papers. RePEc:bis:biswps:900.

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2020What Does the CAPM Say About Operating Leverage?. (2020). Liang, Zini ; Zhu, Yushu ; Shen, Yun ; Smith, Tom ; Linnenluecke, Martina K. In: Abacus. RePEc:bla:abacus:v:56:y:2020:i:2:p:288-291.

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2020Market segmentation and supply‐chain predictability: evidence from China. (2020). Wu, Chongfeng ; Diao, Xundi ; Li, Rui. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:2:p:1531-1562.

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2020The importance of cash flow disclosure and cost of capital. (2020). Bu, DI ; Kent, Richard Anthony . In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:877-908.

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2020The impact on the cost of equity capital in the effects of integrated reporting quality. (2020). Salvi, Antonio ; Vitolla, Filippo ; Rubino, Michele ; Petruzzella, Felice ; Raimo, Nicola. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:2:p:519-529.

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2020Idiosyncratic momentum and the cross‐section of stock returns: Further evidence. (2020). Lin, QI. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:579-627.

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2020Consumption, asset wealth, equity premium, term spread, and flight to quality. (2020). Sousa, Ricardo ; Costantini, Mauro. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:778-807.

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2020Unveiling Contemporaneous Relations Between Jump Risk and Cross Section of Stock Returns. (2020). Prasanna, Krishna ; Kshatriya, Saranya. In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:3:p:581-604.

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2020Does religiosity enhance the quality of management earnings forecasts?. (2020). Zhong, Ligang ; He, Luo ; Chourou, Lamia. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:47:y:2020:i:7-8:p:910-948.

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2020Understanding Systematic Risk: A High‐Frequency Approach. (2020). Pelger, Markus. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:2179-2220.

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2020Low‐Risk Anomalies?. (2020). Zechner, Josef ; Wagner, Christian ; Schneider, Paul. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2673-2718.

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2020Pension Regulation, Firm Borrowing, and Investment Risk. (2020). Lay, Margaret J. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:4:p:935-968.

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2020PERFORMANCE-RISK NEXUS OF GLOBAL LOW-RATED ETFS DURING THE QE-TAPERING PERIOD. (2020). Koutsioukis, Anastasios-Taxiarchis ; Katsaros, Efthimios ; Anastasiadis, Panagiotis. In: Studies in Business and Economics. RePEc:blg:journl:v:15:y:2020:i:1:p:194-211.

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2020Text-Based Linkages and Local Risk Spillovers in the Equity Market. (2020). Ge, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20115.

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2020Measurement of Factor Strenght: Theory and Practice. (2020). Bailey, Natalia ; Kapetanios, George ; Pesaran, Hashem M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8146.

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2020Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market. (2020). Gil-Alana, Luis ; Martin-Valmayor, Miguel ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8171.

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2020Did Globalization Kill Contagion?. (2020). Szafarz, Ariane ; Oosterlinck, Kim ; Burietz, Aurore ; Briere, Marie ; Accominotti, Olivier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14395.

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2020Currency Futures Risk Premia and Risk Factors. (2020). Bernoth, Kerstin ; de Vries, Casper G ; Vonhagen, Jurgen ; von Hagen, Jurgen. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1866.

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2020How financial markets react to Total’s strategy of becoming a responsible energy major?. (2020). Escoffier, Margaux. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-30.

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2020Conditional capital asset pricing model, long-run risk, and stock valuation. (2020). Gueyie, Jean-Pierre ; Assogbavi, Tov ; Bergeron, Claude. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-01100.

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2021Measuring the cost of equity of euro area banks. (2021). Rycx, Francois ; Palligkinis, Spyros ; Dumitru, Ana-Maria ; de Ryck, Jeroen ; Bochmann, Paul ; Altavilla, Carlo ; Carlo Altavilla , ; Odonnell, Charles ; Mosthaf, Jonas ; Fernandes, Cecilia Melo ; Kick, Heinrich ; Grodzicki, Maciej . In: Occasional Paper Series. RePEc:ecb:ecbops:2021254.

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2020Risk and return in international corporate bond markets. (2020). Bekaert, Geert ; de Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20202452.

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2020An Empirical Analysis of Behavioral Finance in the Saudi Stock Market: Evidence of Overconfidence Behavior. (2020). Alarfaj, Omar ; Alsabban, Soleman. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-01-10.

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2020Issues that Matter When Behavioral Finance Factors Drive the Largest Initial Public Offering in the Saudi Financial Market. (2020). Alsaggaf, Mohammed ; Shaddady, Ali. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-06-15.

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2020Does social capital influence corporate risk-taking?. (2020). Panta, Humnath. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:26:y:2020:i:c:s2214635019300772.

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2020Latent factor model for asset pricing. (2020). Yu, Dantong ; Uddin, Ajim. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019302333.

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2020High-dimensional two-sample mean vectors test and support recovery with factor adjustment. (2020). Zhang, Mingjuan ; He, Yong ; Zhou, Wang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:151:y:2020:i:c:s0167947320300955.

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2020Mean-variance analysis and the Modified Market Portfolio. (2020). Wenzelburger, Jan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919302167.

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2020Investor overconfidence and the security market line: New evidence from China. (2020). Li, Youwei ; Han, Xing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301299.

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2020Tree networks to assess financial contagion. (2020). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Agosto, Arianna. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:349-366.

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2020Can investment advisors promote rational investment? Evidence from micro-data in China. (2020). Wang, Lin ; Zhang, Yixing ; Lu, Xiaomeng. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:251-263.

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2020Common risk factors in the returns on cryptocurrencies. (2020). Cui, Guowei ; Liang, Xuan ; Liu, Weiyi. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:299-305.

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2020Credit risk – Return puzzle: Evidence from India. (2020). Bhandari, Anup Kumar ; Nedumparambil, Elizabeth. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:195-206.

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2020Systemic risk: The coordination of macroprudential and monetary policies in China. (2020). Weng, Yin-Che ; Liu, Bai ; Pan, Mengmeng ; Zhang, Ailian. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:415-429.

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2020Role of credit and monetary policy in determining asset prices: Evidence from emerging market economies. (2020). Nadkarni, Avadhoot R ; Singh, Bhupal. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302900.

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2020Risk decomposition, estimation error, and naïve diversification. (2020). Haensly, Paul J. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302165.

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2020Compensation for illiquidity in China: Evidence from an alternative measure. (2020). Wang, Guanying ; Zhang, Yiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s106294082030084x.

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2020Price delay and post-earnings announcement drift anomalies: The role of option-implied betas. (2020). Tsai, Wei-Che ; Ho, Hwai-Chung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818300330.

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2020United States oil and gas stock returns with multi-factor pricing models: 2008–2018. (2020). Carson, Scott Alan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301339.

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2020Time-varying beta in functional factor models: Evidence from China. (2020). Horvath, Lajos ; Liu, Zhenya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301753.

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2020Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement. (2020). de Angelis, Luca ; Monasterolo, Irene. In: Ecological Economics. RePEc:eee:ecolec:v:170:y:2020:i:c:s0921800919309607.

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2020Diversification and bank stability. (2020). Lee, Joosung ; Moreira, Fernando ; Liang, Shuo. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520302081.

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2020High-dimensional minimum variance portfolio estimation based on high-frequency data. (2020). Zheng, Xinghua ; Li, Yingying ; Hu, Jianchang ; Cai, Tony T. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:2:p:482-494.

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2020Variance swap payoffs, risk premia and extreme market conditions. (2020). Violante, Francesco ; Stentoft, Lars. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:106-124.

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2021Horses for courses: Mean-variance for asset allocation and 1/N for stock selection. (2021). Sutcliffe, Charles ; Ye, Xiaoxia ; Platanakis, Emmanouil. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:1:p:302-317.

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2020International comparison of household asset allocation: Micro-evidence from cross-country comparisons. (2020). Gan, Li ; Guo, Jiaojiao ; Lu, Xiaomeng. In: Emerging Markets Review. RePEc:eee:ememar:v:43:y:2020:i:c:s156601411930514x.

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2020Which firms do prefer Islamic debt? An analysis and evidence from global sukuk and bonds issuing firms. (2020). Liu, Jia ; Abdul, Nor Shaipah ; Hossain, Mohammed Sawkat ; Kabir, Sarkar Humayun ; Uddin, Md Hamid. In: Emerging Markets Review. RePEc:eee:ememar:v:44:y:2020:i:c:s1566014119305254.

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2020Factor state–space models for high-dimensional realized covariance matrices of asset returns. (2020). Gribisch, Bastian ; Liesenfeld, Roman ; Hartkopf, Jan Patrick. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:1-20.

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2020Global investigation on the country-level idiosyncratic volatility and its determinants. (2020). Caglayan, Mustafa Onur ; Zhang, Liwen ; Xue, Wenjun. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:143-160.

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2020Value at risk, cross-sectional returns and the role of investor sentiment. (2020). Zhu, Yifeng ; Bi, Jia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:56:y:2020:i:c:p:1-18.

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2020Energy commodity uncertainties and the systematic risk of US industries. (2020). Balli, Faruk ; Naeem, Muhammad Abubakr ; de Bruin, Anne ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303846.

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2020U.S. equity and commodity futures markets: Hedging or financialization?. (2020). Sousa, Ricardo ; Sensoy, Ahmet ; Nguyen, Duc Khuong ; Uddin, Gazi Salah. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304578.

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2020Estimating the cost of capital for renewable energy projects. (2020). Steffen, Bjarne. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301237.

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2020Competitive and risk-adequate auction bids for onshore wind projects in Germany. (2020). Breitner, Michael H ; Piel, Jan-Hendrik ; Stetter, Chris. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301894.

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2020Capital asset pricing model, beta stability, and the pricing puzzle of electricity transmission in Brazil. (2020). da Silva, Walter E ; Brunaldi, Eduardo O ; Martelanc, Roy ; Kayo, Eduardo K. In: Energy Policy. RePEc:eee:enepol:v:142:y:2020:i:c:s0301421520302330.

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2020Quantifying the impact of R&D on PV project financing costs. (2020). Margolis, Robert ; Jones-Albertus, Rebecca ; Feldman, David. In: Energy Policy. RePEc:eee:enepol:v:142:y:2020:i:c:s0301421520302706.

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2020Effects of oil price fall on the betas in the Unconventional Oil & Gas Industry. (2020). de Sanctis, Daniele ; Dallocchio, Maurizio ; Teti, Emanuele. In: Energy Policy. RePEc:eee:enepol:v:144:y:2020:i:c:s030142152030402x.

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2020Investors time preferences and takeover performance. (2020). Breuer, Wolfgang ; Salzmann, Astrid Juliane ; Ghufran, Bushra. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s105752191930540x.

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2020Alternative reversal variable. (2020). Nguyen, Anh Duy. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319300856.

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2020Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe. (2020). Demir, Ender ; Zaremba, Adam ; Aharon, David Y ; Kizys, Renatas. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320306310.

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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]		article3040
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]		article6
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]		article46
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]		article60
1990Capital Asset Prices With and Without Negative Holding.(1990) In: Nobel Prize in Economics documents.
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This paper has another version. Agregated cites: 60		paper
1978Duration and Security Risk In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article7
1978Bank Capital Adequacy, Deposit Insurance and Security Values In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article57
1981Bank Capital Adequacy, Deposit Insurance, and Security Values.(1981) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57		chapter
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]		article32
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]		article89
1967A Linear Programming Algorithm for Mutual Fund Portfolio Selection In: Management Science.
[Full Text][Citation analysis]		article15
1971Mean-Absolute-Deviation Characteristic Lines for Securities and Portfolios In: Management Science.
[Full Text][Citation analysis]		article10
1963A Simplified Model for Portfolio Analysis In: Management Science.
[Full Text][Citation analysis]		article320
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]		chapter14
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: 14		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]		article58
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]		article134
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

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