William F. Sharpe : Citation Profile

Are you William F. Sharpe?

Stanford University

14

H index

15

i10 index

6238

Citations

RESEARCH PRODUCTION:

35

Articles

6

Papers

3

Chapters

RESEARCH ACTIVITY:

   53 years (1961 - 2014). See details.
   Cites by year: 117
   Journals where William F. Sharpe has often published
   Relations with other researchers
   Recent citing documents: 473.    Total self citations: 2 (0.03 %)

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   Permalink: http://citec.repec.org/psh27
   Updated: 2024-12-03    RAS profile: 2023-03-10    
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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:

Wong, Wing-Keung (43)

Zaremba, Adam (26)

Allen, David (19)

Pesaran, Mohammad (18)

Lean, Hooi Hooi (17)

Zhou, Guofu (16)

Ormos, Mihály (16)

Demirguc-Kunt, Asli (16)

Ilomäki, Jukka (15)

Jagannathan, Ravi (15)

He, Xuezhong (Tony) (15)

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 Finance10
Financial Analysts Journal7
Journal of Financial and Quantitative Analysis6
The Journal of Business2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc3

Recent works citing William F. Sharpe (2024 and 2023)

YearTitle of citing document
2023Changes in SMEs financing:Risks and opportunities for agro-food companies. (2023). Bertinetti, Giorgio Stefano. In: Economia agro-alimentare / Food Economy. RePEc:ags:sieaea:338621.

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2023EFFECTS OF INDEX ADDITIONS ON STOCK PRICE INFORMATIVENESS. (2023). Gavrilova, Daria. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2023:j:31:gavrilovad.

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2023Profitability Premium in Indonesia Stock Market. (2023). Dananjaya, Yanuar. In: International Journal of Science and Business. RePEc:aif:journl:v:18:y:2023:i:1:p:73-79.

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2023Sektorowe zró?nicowanie efektu interwa?u akcji spó?ek z GPW w dobie pandemii COVID-19. (2023). Lisicki, Bartomiej. In: Ekonomista. RePEc:aoq:ekonom:y:2023:i:2:p:174-194.

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2023Sustainable Investing and the Cross-Section of Maximum Drawdown. (2019). Mouti, Saad ; Goldberg, Lisa R. In: Papers. RePEc:arx:papers:1905.05237.

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2024Robustifying 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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2024Price and Payoff Autocorrelations in the Consumption-Based Asset Pricing Model. (2022). Olkhov, Victor. In: Papers. RePEc:arx:papers:2204.07506.

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2024Diversification Quotients: Quantifying Diversification via Risk Measures. (2022). Wang, Ruodu ; Lin, Liyuan ; Han, Xia. In: Papers. RePEc:arx:papers:2206.13679.

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2023Cost-efficient Payoffs under Model Ambiguity. (2022). Vanduffel, Steven ; Lux, Thibaut ; Junike, Gero ; Bernard, Carole. In: Papers. RePEc:arx:papers:2207.02948.

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2023Stochastic Algorithms for Advanced Risk Budgeting. (2022). Gu, Olivier ; Fermanian, Jean-David ; Cetingoz, Adil Rengim. In: Papers. RePEc:arx:papers:2211.07212.

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2023Acceptable Bilateral Gamma Parameters. (2023). Shirai, Yoshihiro. In: Papers. RePEc:arx:papers:2301.05333.

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2023View fusion vis-\`a-vis a Bayesian interpretation of Black-Litterman for portfolio allocation. (2023). Roberts, Stephen ; Zohren, Stefan ; Spears, Trent. In: Papers. RePEc:arx:papers:2301.13594.

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2023f-Betas and Portfolio Optimization with f-Divergence induced Risk Measures. (2023). Ding, Rui. In: Papers. RePEc:arx:papers:2302.00452.

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2023A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208.

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2024Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets. (2023). Cucuringu, Mihai ; Reinert, Gesine ; Lu, Yutong. In: Papers. RePEc:arx:papers:2302.09382.

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2023Physical Momentum in the Indian Stock Market. (2023). Das, Tulasi Narendra ; Devulapally, Naresh Kumar. In: Papers. RePEc:arx:papers:2302.13245.

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2023Robust portfolio selection under Recovery Average Value at Risk. (2023). Weber, Stefan ; Pluckebaum, Justin ; Munari, Cosimo. In: Papers. RePEc:arx:papers:2303.01167.

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2023Portfolio Volatility Estimation Relative to Stock Market Cross-Sectional Intrinsic Entropy. (2023). Ausloos, Marcel ; Vinte, Claudiu. In: Papers. RePEc:arx:papers:2303.09330.

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2023Style Miner: Find Significant and Stable Explanatory Factors in Time Series with Constrained Reinforcement Learning. (2023). Fan, Guoliang ; Tu, Dandan ; Xu, Zhiwei ; He, Jia ; Pan, Feiyang ; Li, Dapeng. In: Papers. RePEc:arx:papers:2303.11716.

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2023A Unified Framework for Fast Large-Scale Portfolio Optimization. (2023). Safikhani, Abolfazl ; Polak, Pawel ; Shah, Ronakdilip ; Deng, Weichuan. In: Papers. RePEc:arx:papers:2303.12751.

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2023Adjust factor with volatility model using MAXFLAT low-pass filter and construct portfolio in China A share market. (2023). Zhang, KE. In: Papers. RePEc:arx:papers:2304.04676.

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2023Managing Portfolio for Maximizing Alpha and Minimizing Beta. (2023). Sarkar, Soumyadip. In: Papers. RePEc:arx:papers:2304.05900.

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2023Online Ensemble of Models for Optimal Predictive Performance with Applications to Sector Rotation Strategy. (2023). Polak, Pawel ; Miao, Jiaju. In: Papers. RePEc:arx:papers:2304.09947.

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2024On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2023). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998.

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2023Gated Deeper Models are Effective Factor Learners. (2023). Guo, Jingjing. In: Papers. RePEc:arx:papers:2305.10693.

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2023Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.11282.

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2023Integrating Different Informations for Portfolio Selection. (2023). Wang, Shikun ; Zhu, Shushang ; Li, Duan ; Huang, YI. In: Papers. RePEc:arx:papers:2305.17881.

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2023A Simple Method for Predicting Covariance Matrices of Financial Returns. (2023). Boyd, Stephen ; Schmelzer, Thomas ; Pelger, Markus ; Ogut, Mehmet Giray ; Johansson, Kasper. In: Papers. RePEc:arx:papers:2305.19484.

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2023The Chebyshev Polynomials Of The First Kind For Analysis Rates Shares Of Enterprises. (2023). Yekimov, Sergey. In: Papers. RePEc:arx:papers:2307.08465.

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2023Capital Structure Theories and its Practice, A study with reference to select NSE listed public sectors banks, India. (2023). Rao, Addada Narasimha. In: Papers. RePEc:arx:papers:2307.14049.

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2023Correlation-diversified portfolio construction by finding maximum independent set in large-scale market graph. (2023). Tatsumura, Kosuke ; Nakayama, Jun ; Hamakawa, Yohei ; Hidaka, Ryo. In: Papers. RePEc:arx:papers:2308.04769.

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2023Signature Trading: A Path-Dependent Extension of the Mean-Variance Framework with Exogenous Signals. (2023). Wiese, Magnus ; Horvath, Blanka ; Futter, Owen. In: Papers. RePEc:arx:papers:2308.15135.

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2023New general dependence measures: construction, estimation and application to high-frequency stock returns. (2023). Leeuwenkamp, Aleksy ; Hu, Wentao. In: Papers. RePEc:arx:papers:2309.00025.

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2023CAD: Clustering And Deep Reinforcement Learning Based Multi-Period Portfolio Management Strategy. (2023). Liang, Jinjun ; Su, Jionglong ; Thiayagalingam, Jeyan ; Jiang, Zhengyong. In: Papers. RePEc:arx:papers:2310.01319.

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2023Utility-based acceptability indices. (2023). , Mikl'Os ; Pitera, Marcin. In: Papers. RePEc:arx:papers:2310.02014.

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2023Navigating Uncertainty in ESG Investing. (2023). Porth, Lysa ; Wirjanto, Tony S ; Tan, Ken Seng ; Zhang, Jiayue. In: Papers. RePEc:arx:papers:2310.02163.

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2023Market Crowds Trading Behaviors, Agreement Prices, and the Implications of Trading Volume. (2023). Piao, Yan ; Wang, Yiwen ; Han, Liyan ; Zhu, Yingzi ; Shi, Leilei. In: Papers. RePEc:arx:papers:2310.05322.

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2023Beyond VaR and CVaR: Topological Risk Measures in Financial Markets. (2023). Jha, Amit Kumar. In: Papers. RePEc:arx:papers:2310.14604.

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2023Optimal portfolio allocation with uncertain covariance matrix. (2023). Markov, Vladimir. In: Papers. RePEc:arx:papers:2311.07478.

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2024Monotonic mean-deviation risk measures. (2023). Wang, Ruodu ; Han, Xia ; Wu, Qinyu. In: Papers. RePEc:arx:papers:2312.01034.

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2023Optimal insurance with mean-deviation measures. (2023). Han, Xia ; Boonen, Tim J. In: Papers. RePEc:arx:papers:2312.01813.

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2024Randomized Control in Performance Analysis and Empirical Asset Pricing. (2024). Tsigaridas, Elias ; Fisikopoulos, Vissarion ; Chalkis, Apostolos ; Bachelard, Cyril. In: Papers. RePEc:arx:papers:2403.00009.

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2024From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing. (2024). Wang, Guiling ; Uddin, Ajim ; Gu, Jingyi ; Goswami, Bhaskar ; Ye, Junyi. In: Papers. RePEc:arx:papers:2403.06779.

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2024High-Dimensional Mean-Variance Spanning Tests. (2024). Sessinou, Rosnel ; Laurent, S'Ebastien ; Ardia, David. In: Papers. RePEc:arx:papers:2403.17127.

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2024From attention to profit: quantitative trading strategy based on transformer. (2024). Langren, Nicolas ; Zhu, Shengxin ; Chen, Banghao ; Zhang, Zhaofeng. In: Papers. RePEc:arx:papers:2404.00424.

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2024Using Machine Learning to Forecast Market Direction with Efficient Frontier Coefficients. (2024). Scherer, William ; Alexander, Nolan. In: Papers. RePEc:arx:papers:2404.00825.

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2024An Asymmetric Capital Asset Pricing Model. (2024). Hatemi-J, Abdulnasser. In: Papers. RePEc:arx:papers:2404.14137.

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2024Application of Deep Learning for Factor Timing in Asset Management. (2024). Lyu, Haoshu ; Chen, Xilin ; Gharanchaei, Maysam Khodayari ; Panda, Prabhu Prasad. In: Papers. RePEc:arx:papers:2404.18017.

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2024A Multi-Period Black-Litterman Model. (2024). Lim, Andrew ; Abdelhakmi, Anas. In: Papers. RePEc:arx:papers:2404.18822.

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2024Autonomous Sparse Mean-CVaR Portfolio Optimization. (2024). Li, Cheng ; Lai, Zhao-Rong ; Zhang, Yangyu ; Lin, Yizun. In: Papers. RePEc:arx:papers:2405.08047.

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2024Data-generating process and time-series asset pricing. (2024). Liu, Qiang ; Guo, Shuxin. In: Papers. RePEc:arx:papers:2405.10920.

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2023Testing Distributions in Banking Sector Loans with Different Computer Programs: An Experimental Analysis for Turkey. (2023). Sahin, Afsin. In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev9i2-2.

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2023The Fama-French Five-Factor Asset Pricing Model: A Research on Borsa Istanbul. (2023). Alshiqi, Sevdie ; Demirel, Bilge Leyli ; Dogan, Mesut ; Altinay, Aysenur Tarakcioglu. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:4:p:3-21.

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2024.

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2023.

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2023Risk Analysis of Pension Fund Investment Choices. (2023). Do, Hung Xuan ; Brooks, Robert ; Bissoondoyalbheenick, Emawtee. In: Abacus. RePEc:bla:abacus:v:59:y:2023:i:3:p:872-898.

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2023How is illiquidity priced in the Chinese stock market?. (2023). Shen, Zhiqi ; Jiang, Fuwei ; Wu, Kai ; Liu, Jun. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1285-1320.

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2024.

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2023Impact investing in biodiversity conservation with bonds: An analysis of financial and environmental risk. (2023). Thompson, Benjamin S. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:353-368.

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2023Microstructure and asset pricing: An insight on African frontier stock markets. (2023). Nchofoung, Tii ; Hikouatcha, Prince ; Tchoffo, Pierre Ghislain ; Bidias, Hans Patrick ; Njamen, Arsene Aurelien. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:944-987.

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2024How certain are we about the role of uncertainty in the economy?. (2024). Lange, Alexander ; Herwartz, Helmut. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149.

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2023Idiosyncratic 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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2023Diagnostics for asset pricing models. (2023). Zhou, Guofu ; He, AI. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:4:p:617-642.

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2023Finance research: What are the new frontiers?. (2023). Thakor, Anjan V. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:453-462.

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2023An empirical evaluation of dynamic approaches for estimating firms’ expected cost of equity capital. (2023). Suprano, Francesco ; Kempkes, Jan A ; Wompener, Andreas. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:4:p:859-886.

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2024Risk analysis of Spanish companies. (2024). Fernandezmartin, Miguel ; Vallelado, Eleuterio ; Rodriguezsanz, Juan Antonio. In: Global Policy. RePEc:bla:glopol:v:15:y:2024:i:s1:p:76-91.

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2023On the General Deviation Measure and the Gini coefficient. (2023). Nisani, Doron. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:3:p:599-610.

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2023Are socially responsible exchange?traded funds paying off in performance?. (2023). Zhang, Hongxian ; Liu, Steve ; Guo, Liang ; Dai, YA. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:4-26.

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2024The Value Premium and Time‐Varying Volatility. (2009). Brooks, Chris ; Li, Xiafei ; Miffre, Joelle. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:36:y:2009:i:9-10:p:1252-1272.

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2023Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models. (2023). Julliard, Christian ; Huang, Jiantao ; Bryzgalova, Svetlana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:487-557.

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2023Who Owns What? A Factor Model for Direct Stockholding. (2023). Ramadorai, Tarun ; Campbell, John ; Ranish, Benjamin ; Balasubramaniam, Vimal. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1545-1591.

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2024.

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2023Dynamic deconvolution and identification of independent autoregressive sources. (2023). Jasiak, Joann ; Gourieroux, Christian. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:2:p:151-180.

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2023We Are All in the Same Boat: Cross-Border Spillovers of Climate Shocks through International Trade and Supply Chain. (2023). Wang, Yulin ; Li, Haishi ; Feng, Alan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10402.

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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]		article1
1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK In: Journal of Finance.
[Full Text][Citation analysis]		article5023
1965REPLY In: Journal of Finance.
[Full Text][Citation analysis]		article0
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]		article1
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]		article62
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]		article74
1990Capital Asset Prices With and Without Negative Holding.(1990) In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 74		paper
1978Duration and Security Risk In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article9
1978Bank Capital Adequacy, Deposit Insurance and Security Values In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article70
1981Bank Capital Adequacy, Deposit Insurance, and Security Values.(1981) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		chapter
1967Portfolio Analysis In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article56
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]		article42
1974Imputing Expected Security Returns from Portfolio Composition In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article11
1976Corporate pension funding policy In: Journal of Financial Economics.
[Full Text][Citation analysis]		article100
1967A Linear Programming Algorithm for Mutual Fund Portfolio Selection In: Management Science.
[Full Text][Citation analysis]		article20
1971Mean-Absolute-Deviation Characteristic Lines for Securities and Portfolios In: Management Science.
[Full Text][Citation analysis]		article14
1963A Simplified Model for Portfolio Analysis In: Management Science.
[Full Text][Citation analysis]		article492
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]		chapter17
1982Optimal Funding and Asset Allocation Rules for Defined-Benefit Pension Plans.(1982) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		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]		paper5
2008Choosing Outcomes versus Choosing Products: Consumer-Focused Retirement Investment Advice In: Journal of Consumer Research.
[Full Text][Citation analysis]		article73
2014Financing Retirement In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
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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In: .
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1965Mutual Fund Performance In: The Journal of Business.
[Full Text][Citation analysis]		article137
1968[Mutual Fund Performance and the Theory of Capital Asset Pricing]: Reply In: The Journal of Business.
[Full Text][Citation analysis]		article2
1961Aircraft compartment design criteria for the army deployment mission In: Naval Research Logistics Quarterly.
[Full Text][Citation analysis]		article1

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