William F. Sharpe : Citation Profile


Are you William F. Sharpe?

Stanford University

13

H index

14

i10 index

4288

Citations

RESEARCH PRODUCTION:

29

Articles

6

Papers

3

Chapters

RESEARCH ACTIVITY:

   53 years (1961 - 2014). See details.
   Cites by year: 80
   Journals where William F. Sharpe has often published
   Relations with other researchers
   Recent citing documents: 524.    Total self citations: 2 (0.05 %)

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   Permalink: http://citec.repec.org/psh27
   Updated: 2021-11-28    RAS profile: 2021-05-25    
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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 (36)

Allen, David (16)

Ilomäki, Jukka (15)

Lean, Hooi Hooi (15)

Teulon, Frédéric (14)

Demirguc-Kunt, Asli (14)

Ormos, Mihály (14)

Weber, Martin (12)

Drew, Michael (12)

Levy, Moshe (12)

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 (2021 and 2020)


YearTitle of citing document
2021Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas. (2021). Violante, Francesco ; Grassi, Stefano. In: CREATES Research Papers. RePEc:aah:create:2021-05.

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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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2021Downside Systematic Risk in Pakistani Stock Market: Role of Corporate Governance, Financial Liberalization and Investor Sentiment. (2021). Malik, Qaisar ; Akbar, Muhammad ; Hussain, Shahzad ; Abbas, Nasir ; Ahmad, Tanveer. In: CAFE Working Papers. RePEc:akf:cafewp:14.

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2021Inference on the Sharpe ratio via the upsilon distribution. (2015). Pav, Steven E.. In: Papers. RePEc:arx:papers:1505.00829.

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2021High 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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2021The 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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2021Equity 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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2021Fat 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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2021Overnight GARCH-It\^o Volatility Models. (2021). Wang, Yazhen ; Kim, Donggyu. In: Papers. RePEc:arx:papers:2102.13467.

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2021Portfolio Construction as Linearly Constrained Separable Optimization. (2021). Kochenderfer, Mykel ; Boyd, Stephen ; Gindi, Jack ; Moehle, Nicholas. In: Papers. RePEc:arx:papers:2103.05455.

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2021Robustifying Conditional Portfolio Decisions via Optimal Transport. (2021). Ye, Yinyu ; Delage, Erick ; Blanchet, Jose ; Zhang, Fan ; Nguyen, Viet Anh. In: Papers. RePEc:arx:papers:2103.16451.

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2021Power-law Portfolios. (2021). Rosenzweig, Jan. In: Papers. RePEc:arx:papers:2104.07976.

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2021Constructing long-short stock portfolio with a new listwise learn-to-rank algorithm. (2021). Zhang, Xin ; Chen, Zhixue ; Wu, Lan. In: Papers. RePEc:arx:papers:2104.12484.

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2021Optimal Portfolio with Power Utility of Absolute and Relative Wealth. (2021). Sarantsev, Andrey. In: Papers. RePEc:arx:papers:2105.08139.

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2021Robo-Advising: Enhancing Investment with Inverse Optimization and Deep Reinforcement Learning. (2021). Yu, Shi ; Wang, Haoran. In: Papers. RePEc:arx:papers:2105.09264.

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2021A note on the CAPM with endogenously consistent market returns. (2021). Krause, Andreas. In: Papers. RePEc:arx:papers:2105.10252.

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2021What Data Augmentation Do We Need for Deep-Learning-Based Finance?. (2021). Imajo, Kentaro ; Minami, Kentaro ; Ziyin, Liu. In: Papers. RePEc:arx:papers:2106.04114.

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2021An Interpretable Neural Network for Parameter Inference. (2021). Pfitzinger, Johann. In: Papers. RePEc:arx:papers:2106.05536.

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2021Diversified reward-risk parity in portfolio construction. (2021). Kim, Young Shin ; Choi, Jae Hyung. In: Papers. RePEc:arx:papers:2106.09055.

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2021Dispersion indexes based on bivariate measures of uncertainty. (2021). Longobardi, Maria ; Cali, Camilla ; Buono, Francesco. In: Papers. RePEc:arx:papers:2106.12292.

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2021Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation. (2021). Bian, Jiang ; Liu, Weiqing ; Zhou, Dong ; Lin, Hengxu. In: Papers. RePEc:arx:papers:2107.05201.

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2021Machine Learning and Factor-Based Portfolio Optimization. (2021). Kynigakis, Iason ; Cotter, John ; Conlon, Thomas. In: Papers. RePEc:arx:papers:2107.13866.

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2021Risk-Adjusted Valuation for Real Option Decisions. (2021). Ward, Charles ; Chen, XI ; Alexander, Carol. In: Papers. RePEc:arx:papers:2109.04793.

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2021Who are the arbitrageurs? Empirical evidence from Bitcoin traders in the Mt. Gox exchange platform. (2021). Belmonte, Alessandro ; Saggese, Pietro ; Bohme, Rainer ; Facchini, Angelo ; Dimitri, Nicola. In: Papers. RePEc:arx:papers:2109.10958.

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2021Reinforcement Learning for Quantitative Trading. (2021). An, BO ; Wang, Rundong ; Sun, Shuo. In: Papers. RePEc:arx:papers:2109.13851.

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2021Data-driven distributionally robust risk parity portfolio optimization. (2021). Kwon, Roy H ; Costa, Giorgio. In: Papers. RePEc:arx:papers:2110.06464.

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2021The Evolving Causal Structure of Equity Risk Factors. (2021). BONCHI, FRANCESCO ; Bajardi, Paolo ; D'Acunto, Gabriele ; de Francisci, Gianmarco. In: Papers. RePEc:arx:papers:2111.05072.

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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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2021The Impact of Quality of Accounting Information on Cost of Capital: Insight from an Emerging Economy. (2021). Shah, Attaullah ; Latif, Aysha Sami. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:292-307.

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2021Illiquidity Premium in the Indian Stock Market: An Empirical Study. (2021). Verma, Divya ; Kundlia, Shweta. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:501-511.

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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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2021Rethinking capital structure decision and corporate social responsibility in response to COVID?19. (2021). Ye, YE ; Huang, HE. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4757-4788.

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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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2021Looking for sustainable development: Socially responsible mutual funds and the low?carbon economy. (2021). Tortosa-Ausina, Emili ; TortosaAusina, Emili ; de Mingolopez, Diego Victor ; Matallinsaez, Juan Carlos ; Juan Carlos Matallin Saez, ; Solerdominguez, Amparo. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:1751-1766.

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2021The implications of efficiency differences in sustainable development: An empirical study in the consumer product industry. (2021). Su, Cheping ; Fu, Wayne. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:5:p:2489-2504.

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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). Katsaros, Efthimios ; Anastasiadis, Panagiotis ; Koutsioukis, Anastasios-Taxiarchis. 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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2021Oil Prices, Exchange Rates and Sectoral Stock Returns in the BRICS-T Countries: A Time-Varying Approach. (2021). Akdeniz, Coskun ; Helmi, Mohamad Husam ; Huyuguzel, Gul Serife ; Catik, Abdurrahman Nazif ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9322.

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2021The RQE-CAPM : New insights about the pricing of idiosyncratic risk. (2021). Moran, Kevin ; Koumou, Nettey Boevi Gilles ; Carmichael, Benoit. In: CIRANO Working Papers. RePEc:cir:cirwor:2021s-28.

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2020Asymmetric information and daily stock prices in Brazil. (2020). Ichimura, Denis ; Videira, Raphael ; Ripamonti, Alexandre. In: Estudios Gerenciales. RePEc:col:000129:019082.

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2021U.S. Cannabis Laws Projected to Cost Generic and Brand Pharmaceutical Firms Billions. (2021). Doremus, Jacqueline ; Stith, Sarah ; Bednarek, Ziemowit. In: Working Papers. RePEc:cpl:wpaper:2102.

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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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2021Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas. (2021). Violante, Francesco ; Grassi, Stefano. In: Working Papers. RePEc:crs:wpaper:2021-05.

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2021Circular Economy Approach: The benefits of a new business model for European Firms. (2021). Cannas, Claudia ; Pellegrini, Laura. In: DISCE - Quaderni del Dipartimento di Politica Economica. RePEc:ctc:serie5:dipe0018.

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2021How to explain the cross-section of equity returns through Common Principal Components. (2021). Cueto, Jose Manuel ; Chavez, Aurea Grane ; Fernandez, Ignacio Cascos. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:32258.

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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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2021The three-factor model without a linear return generating process. (2021). Bergeron, Claude. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00211.

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2021Measuring the cost of equity of euro area banks. (2021). Rycx, Francois ; Palligkinis, Spyros ; Odonnell, Charles ; Mosthaf, Jonas ; Fernandes, Cecilia Melo ; Kick, Heinrich ; Grodzicki, Maciej ; Dumitru, Ana-Maria ; de Ryck, Jeroen ; Bochmann, Paul ; Altavilla, Carlo ; Carlo Altavilla , . 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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2021Can the Leading US Energy Stock Prices be Predicted using the Ichimoku Cloud?. (2021). Kamalov, Firuz ; Gurrib, Ikhlaas ; Elshareif, Elgilani. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-7.

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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.
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article3311
1965REPLY In: Journal of Finance.
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article0
1965RISK?AVERSION IN THE STOCK MARKET: SOME EMPIRICAL EVIDENCE In: Journal of Finance.
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1966SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION: REPLY In: Journal of Finance.
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1970Stock Market Price Behavior. A Discussion. In: Journal of Finance.
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1972Simple Strategies for Portfolio Diversification: Comment. In: Journal of Finance.
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1972Portfolio Theory and Security Analysis: Discussion. In: Journal of Finance.
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1978Capital Asset Pricing Theory: Discussion. In: Journal of Finance.
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1981Decentralized Investment Management. In: Journal of Finance.
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1982 Combining Financial and Actuarial Risk: Simulation Analysis: Discussion. In: Journal of Finance.
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1991 Capital Asset Prices with and without Negative Holdings. In: Journal of Finance.
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1990Capital Asset Prices With and Without Negative Holding.(1990) In: Nobel Prize in Economics documents.
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1978Duration and Security Risk In: Journal of Financial and Quantitative Analysis.
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1978Bank Capital Adequacy, Deposit Insurance and Security Values In: Journal of Financial and Quantitative Analysis.
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1981Bank Capital Adequacy, Deposit Insurance, and Security Values.(1981) In: NBER Chapters.
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1967Portfolio Analysis In: Journal of Financial and Quantitative Analysis.
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1970Computer-Assisted Economics In: Journal of Financial and Quantitative Analysis.
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1971A Linear Programming Approximation for the General Portfolio Analysis Problem In: Journal of Financial and Quantitative Analysis.
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1974Imputing Expected Security Returns from Portfolio Composition In: Journal of Financial and Quantitative Analysis.
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1976Corporate pension funding policy In: Journal of Financial Economics.
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1967A Linear Programming Algorithm for Mutual Fund Portfolio Selection In: Management Science.
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1971Mean-Absolute-Deviation Characteristic Lines for Securities and Portfolios In: Management Science.
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1963A Simplified Model for Portfolio Analysis In: Management Science.
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1963Communication to the Editor In: Management Science.
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1983Optimal Funding and Asset Allocation Rules for Defined-Benefit Pension Plans In: NBER Chapters.
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1982Optimal Funding and Asset Allocation Rules for Defined-Benefit Pension Plans.(1982) In: NBER Working Papers.
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1977Bank Capital Adequacy, Deposit Insurance and Security Values, Part I In: NBER Working Papers.
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1978Perspective on Bank Capital Adequacy: Time-Series Analysis In: NBER Working Papers.
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2008Choosing Outcomes versus Choosing Products: Consumer-Focused Retirement Investment Advice In: Journal of Consumer Research.
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2014Financing Retirement In: Palgrave Macmillan Books.
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1991Autobiography In: Nobel Prize in Economics documents.
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2004Interview with Nobel Prize Laureate William F. Sharpe In: Nobel Prize in Economics documents.
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1965Mutual Fund Performance In: The Journal of Business.
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1968[Mutual Fund Performance and the Theory of Capital Asset Pricing]: Reply In: The Journal of Business.
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1961Aircraft compartment design criteria for the army deployment mission In: Naval Research Logistics Quarterly.
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