William F. Sharpe : Citation Profile

Stanford University

14

H index

16

i10 index

6601

Citations

RESEARCH PRODUCTION:

36

Articles

6

Papers

3

Chapters

RESEARCH ACTIVITY:

   53 years (1961 - 2014). See details.
   Cites by year: 124
   Journals where William F. Sharpe has often published
   Relations with other researchers
   Recent citing documents: 477.    Total self citations: 2 (0.03 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psh27
   Updated: 2025-12-20    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)

Ormos, Mihály (16)

Demirguc-Kunt, Asli (16)

Zhou, Guofu (16)

Jagannathan, Ravi (15)

He, Xuezhong (Tony) (15)

Harvey, Campbell (15)

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
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 (2025 and 2024)

YearTitle of citing document
2025Effect of Esg Scores on Portfolio Performance: Evidence From Developing (E-7) Countries. (2025). Ankaya, Serkan ; Imek, Ouz. In: Journal of Finance Letters (Maliye ve Finans Yazıları). RePEc:acc:malfin:v:40:y:2025:i:123:p:35-63.

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2025The intertemporal relationship between downside risks and expected stock returns: Evidence from time-varying transition probability models. (2025). Enow, Samuel Tabot. In: International Journal of Business Ecosystem & Strategy (2687-2293). RePEc:adi:ijbess:v:7:y:2025:i:2:p:319-323.

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2024The essential role of U.S.-China tensions: a fresh insight into the gold market. (2024). Qin, Meng. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:227-246.

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2025The Impact of Financial Indicators and Stock Market Volatility on Stock Returns in Nigeria: Evidence from Panel Analysis. (2025). Ayinuola, Tunde Folorunso ; Otonne, Adewumi. In: African Journal of Economic Review. RePEc:ags:afjecr:362950.

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2025.

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2025Zarządzanie ryzykiem w funduszach inwestycyjnych – metody i skuteczność w latach 2007-2024. (2025). Nowicki, Karol. In: Nowoczesne Systemy Zarządzania. Modern Management Systems. RePEc:aou:nszioz:y:2025:i:2:p:55-74.

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2024Robustifying Conditional Portfolio Decisions via Optimal Transport. (2024). Ye, Yinyu ; Nguyen, Viet Anh ; Blanchet, Jose ; Zhang, Fan ; Delage, Erick. In: Papers. RePEc:arx:papers:2103.16451.

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

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2024Diversification quotients: Quantifying diversification via risk measures. (2024). Han, Xia ; Wang, Ruodu ; Lin, Liyuan. In: Papers. RePEc:arx:papers:2206.13679.

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

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2025Online 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. (2024). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998.

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2025Navigating Uncertainty in ESG Investing. (2025). Wirjanto, Tony S ; Porth, Lysa ; Tan, Ken Seng ; Zhang, Jiayue. In: Papers. RePEc:arx:papers:2310.02163.

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

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2024Asset and Factor Risk Budgeting: A Balanced Approach. (2024). Gu, Olivier ; Cetingoz, Adil Rengim. In: Papers. RePEc:arx:papers:2312.11132.

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2024Markowitz Portfolio Construction at Seventy. (2024). Schmelzer, Thomas ; Boyd, Stephen ; Kahn, Ronald ; Schiele, Philipp ; Johansson, Kasper. In: Papers. RePEc:arx:papers:2401.05080.

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2024Quantum Probability Theoretic Asset Return Modeling: A Novel Schr\odinger-Like Trading Equation and Multimodal Distribution. (2024). Lin, LI. In: Papers. RePEc:arx:papers:2401.05823.

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2025Decomposing Global Bank Network Connectedness: What is Common, Idiosyncratic and When?. (2025). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2402.02482.

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2024FNSPID: A Comprehensive Financial News Dataset in Time Series. (2024). Dong, Zihan ; Peng, Zhiyuan ; Fan, Xinyu. In: Papers. RePEc:arx:papers:2402.06698.

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2024End-to-End Policy Learning of a Statistical Arbitrage Autoencoder Architecture. (2024). Calliess, Jan-Peter ; Krause, Fabian. In: Papers. RePEc:arx:papers:2402.08233.

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2024The Famous American Economist H. Markowitz and Mathematical Overview of his Portfolio Selection Theory. (2024). Gasparavivcius, Ignas ; Grigutis, Andrius. In: Papers. RePEc:arx:papers:2402.10253.

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2024Randomized Control in Performance Analysis and Empirical Asset Pricing. (2024). Fisikopoulos, Vissarion ; Tsigaridas, Elias ; Bachelard, Cyril ; Chalkis, Apostolos. 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). Ye, Junyi ; Gu, Jingyi ; Wang, Guiling ; Goswami, Bhaskar ; Uddin, Ajim. In: Papers. RePEc:arx:papers:2403.06779.

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

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2025Quantformer: from attention to profit with a quantitative transformer trading strategy. (2024). Zhang, Zhaofeng ; Zhu, Shengxin ; Langren, Nicolas ; Chen, Banghao. 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). Chen, Xilin ; Panda, Prabhu Prasad ; Gharanchaei, Maysam Khodayari ; Lyu, Haoshu. In: Papers. RePEc:arx:papers:2404.18017.

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2025Dynamic Black-Litterman. (2025). Lim, Andrew ; Abdelhakmi, Anas. In: Papers. RePEc:arx:papers:2404.18822.

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

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

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2024Risk, utility and sensitivity to large losses. (2024). Khan, Nazem ; Herdegen, Martin ; Munari, Cosimo. In: Papers. RePEc:arx:papers:2405.12154.

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2024Intertemporal Cost-efficient Consumption. (2024). Sturm, Stephan ; Elizalde, Mauricio. In: Papers. RePEc:arx:papers:2405.16336.

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2024Dynamic Asset Allocation with Asset-Specific Regime Forecasts. (2024). Shu, Yizhan ; Mulvey, John M ; Yu, Chenyu. In: Papers. RePEc:arx:papers:2406.09578.

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2024Covariance Matrix Analysis for Optimal Portfolio Selection. (2024). Shen, Lim Hao. In: Papers. RePEc:arx:papers:2407.08748.

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2024Temporal Representation Learning for Stock Similarities and Its Applications in Investment Management. (2024). Hwang, Yoontae ; Lee, Yongjae ; Zohren, Stefan. In: Papers. RePEc:arx:papers:2407.13751.

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2024Contrastive Learning of Asset Embeddings from Financial Time Series. (2024). Dong, Ruihai ; Dolphin, Rian ; Smyth, Barry. In: Papers. RePEc:arx:papers:2407.18645.

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2024NeuralBeta: Estimating Beta Using Deep Learning. (2024). Liu, Yuxin ; Lin, Jimin ; Gopal, Achintya. In: Papers. RePEc:arx:papers:2408.01387.

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2024KAN based Autoencoders for Factor Models. (2024). Wang, Tianqi ; Singh, Shubham. In: Papers. RePEc:arx:papers:2408.02694.

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2024A nonparametric test for diurnal variation in spot correlation processes. (2024). Liu, Zhi ; Hounyo, Ulrich ; Christensen, Kim. In: Papers. RePEc:arx:papers:2408.02757.

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2024Existence and uniqueness of quadratic and linear mean-variance equilibria in general semimartingale markets. (2024). Herdegen, Martin ; Martins, David ; Czichowsky, Christoph. In: Papers. RePEc:arx:papers:2408.03134.

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2025Network-based diversification of stock and cryptocurrency portfolios. (2025). Stojkoski, Viktor ; Mirchev, Miroslav ; Mishkovski, Igor ; Kitanovski, Dimitar. In: Papers. RePEc:arx:papers:2408.11739.

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2025Fundamental properties of linear factor models. (2025). Schneider, Paul ; Filipovic, Damir. In: Papers. RePEc:arx:papers:2409.02521.

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2024A Krasnoselskii-Mann Proximity Algorithm for Markowitz Portfolios with Adaptive Expected Return Level. (2024). Lai, Zhao-Rong ; He, Yongxin ; Lin, Yizun. In: Papers. RePEc:arx:papers:2409.13608.

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2024Improving Estimation of Portfolio Risk Using New Statistical Factors. (2024). Tsay, Ruey ; Chen, Rong ; Guerard, John ; Liu, Xialu. In: Papers. RePEc:arx:papers:2409.17182.

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2024Dynamic Factor Allocation Leveraging Regime-Switching Signals. (2024). Mulvey, John M ; Shu, Yizhan. In: Papers. RePEc:arx:papers:2410.14841.

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2025Isotropic Correlation Models for the Cross-Section of Equity Returns. (2025). Giller, Graham. In: Papers. RePEc:arx:papers:2411.08864.

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2024Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence. (2024). Lis, Szymon. In: Papers. RePEc:arx:papers:2411.13180.

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2024Capital Asset Pricing Model with Size Factor and Normalizing by Volatility Index. (2024). Sarantsev, Andrey ; Atsiwo, Abraham. In: Papers. RePEc:arx:papers:2411.19444.

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2024Alpha Mining and Enhancing via Warm Start Genetic Programming for Quantitative Investment. (2024). Li, Yang ; Qin, Yichen ; Ren, Weizhe. In: Papers. RePEc:arx:papers:2412.00896.

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2025Mean--Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study. (2024). Yu, Xun ; Jia, Yanwei ; Huang, Yilie. In: Papers. RePEc:arx:papers:2412.16175.

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2024Indices of quadratic programs over reproducing kernel Hilbert spaces for fun and profit. (2024). Pascoe, J E ; Hutinet, Geoffrey. In: Papers. RePEc:arx:papers:2412.18201.

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2025Asset Pricing Model in Markets of Imperfect Information and Subjective Views. (2025). Bellalah, Makram ; ben Amar, Amine ; Lalioui, Hafid. In: Papers. RePEc:arx:papers:2501.11983.

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2025Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolios and Minimum Risk Rate Frameworks. (2025). Rachev, Svetlozar T ; Jaffri, Ali ; Shirvani, Abootaleb ; Jha, Ayush ; Fabozzi, Frank J. In: Papers. RePEc:arx:papers:2501.15793.

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2025AI Governance through Markets. (2025). Franklin, Matija ; Jain, Rupal ; Tomei, Philip Moreira. In: Papers. RePEc:arx:papers:2501.17755.

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2025Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization. (2025). Lee, Yongjae ; Zohren, Stefan ; Kong, Yaxuan ; Hwang, Yoontae. In: Papers. RePEc:arx:papers:2502.00828.

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2025FactorGCL: A Hypergraph-Based Factor Model with Temporal Residual Contrastive Learning for Stock Returns Prediction. (2025). Wang, Weiran ; Duan, Yitong ; Li, Jian. In: Papers. RePEc:arx:papers:2502.05218.

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2025Pursuing Top Growth with Novel Loss Function. (2025). Qiu, Haochen ; Guo, Ruoyu. In: Papers. RePEc:arx:papers:2502.17493.

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2025Natural Asset Beta. (2025). Grainger, Daniel. In: Papers. RePEc:arx:papers:2502.20706.

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2025The Role of Deep Learning in Financial Asset Management: A Systematic Review. (2025). Reis, Pedro ; Serra, Ana Paula ; Gama, Joao. In: Papers. RePEc:arx:papers:2503.01591.

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2025A cost of capital approach to determining the LGD discount rate. (2025). Botha, Arno ; Larney, Janette ; Grobler, Gerrit Lodewicus ; Raubenheimer, Helgard. In: Papers. RePEc:arx:papers:2503.23992.

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2025Statistical applications of the 20/60/20 rule in risk management and portfolio optimization. (2025). Wyloma, Agnieszka ; Pitera, Marcin ; Pkaczek, Kewin ; Jelito, Damian. In: Papers. RePEc:arx:papers:2504.02840.

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2025DBOT: Artificial Intelligence for Systematic Long-Term Investing. (2025). Sedoc, Joao ; Dhar, Vasant. In: Papers. RePEc:arx:papers:2504.05639.

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2025Causal Portfolio Optimization: Principles and Sensitivity-Based Solutions. (2025). Dominguez, Alejandro Rodriguez. In: Papers. RePEc:arx:papers:2504.05743.

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2025Climate Physical Risk Assessment in Asset Management. (2025). Viola, Lorenzo ; Stocco, Davide ; Ghesini, Matteo ; Azzone, Michele. In: Papers. RePEc:arx:papers:2504.19307.

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2025NewsNet-SDF: Stochastic Discount Factor Estimation with Pretrained Language Model News Embeddings via Adversarial Networks. (2025). Wang, Shunyao ; Cheng, Ming. In: Papers. RePEc:arx:papers:2505.06864.

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2025The Role of Intangible Investment in Predicting Stock Returns: Six Decades of Evidence. (2025). Li, Lin. In: Papers. RePEc:arx:papers:2505.16336.

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2025Supervised Similarity for Firm Linkages. (2025). Duchnowski, Paul ; di Matteo, Tiziana ; Cottrell, Sebastien ; Candelori, Luca ; Banner, Adrian ; Samson, Ryan ; Stever, Ryan ; Villani, Dario ; Pasquali, Stefano ; Musaelian, Kharen ; Marques, Jose ; Kirakosyan, Vahagn. In: Papers. RePEc:arx:papers:2506.19856.

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2025Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach. (2025). Sarafidis, Vasilis ; Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios ; Kapetanios, George. In: Papers. RePEc:arx:papers:2506.21100.

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2025Integration of Wavelet Transform Convolution and Channel Attention with LSTM for Stock Price Prediction based Portfolio Allocation. (2025). Guo, Junjie. In: Papers. RePEc:arx:papers:2507.01973.

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2025Quantum Stochastic Walks for Portfolio Optimization: Theory and Implementation on Financial Networks. (2025). Chang, Yen Jui ; Wang, Yun-Yuan ; Chen, Kuan-Cheng ; Liu, Chen-Yu. In: Papers. RePEc:arx:papers:2507.03963.

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2025Behavioral Probability Weighting and Portfolio Optimization under Semi-Heavy Tails. (2025). Jha, Ayush ; Fabozzi, Frank J ; Rachev, Svetlozar T ; Jaffri, Ali M ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2507.04208.

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2025Longitudinal review of portfolios with minimum variance approach before during and after the pandemic. (2025). Restrepo, Luis H ; Ossa, Genjis A. In: Papers. RePEc:arx:papers:2507.15111.

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2025A general randomized test for Alpha. (2025). Vallarino, Pierluigi ; Sarno, Lucio ; Trapani, Lorenzo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2507.17599.

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2025Higher moments under dependence uncertainty with applications in insurance. (2025). Vanduffel, Steven ; Bernard, Carole ; Chen, Jinghui. In: Papers. RePEc:arx:papers:2508.16600.

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2025Robust MCVaR Portfolio Optimization with Ellipsoidal Support and Reproducing Kernel Hilbert Space-based Uncertainty. (2025). Yadav, Rupendra ; Mehra, Aparna. In: Papers. RePEc:arx:papers:2509.00447.

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2025Deep Learning for Conditional Asset Pricing Models. (2025). Liu, Hongyi. In: Papers. RePEc:arx:papers:2509.04812.

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2025Causal PDE-Control Models: A Structural Framework for Dynamic Portfolio Optimization. (2025). Dominguez, Alejandro Rodriguez. In: Papers. RePEc:arx:papers:2509.09585.

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2025Community-level Contagion among Diverse Financial Assets. (2025). Crane, Martin ; Bezbradica, Marija ; Ngoc, An Pham. In: Papers. RePEc:arx:papers:2509.15232.

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2025Large Language Models and Futures Price Factors in China. (2025). Zhou, Heyang ; Cheng, Yuhan ; Liu, Yanchu. In: Papers. RePEc:arx:papers:2509.23609.

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2025Evaluating Investment Performance: The p-index and Empirical Efficient Frontier. (2025). Li, Jing ; Guo, Bowei ; Xie, Xinqi ; Chang, Kuo-Ping. In: Papers. RePEc:arx:papers:2510.11074.

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2025Beyond Returns: A Candlestick-Based Approach to Spot Covariance Estimation. (2025). Simsek, Yasin. In: Papers. RePEc:arx:papers:2510.12911.

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2025DeepAries: Adaptive Rebalancing Interval Selection for Enhanced Portfolio Selection. (2025). Choi, Donghee ; Kim, Jinkyu ; Kang, Jaewoo ; Gim, Mogan ; Yi, Hyunjung. In: Papers. RePEc:arx:papers:2510.14985.

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2025RegimeFolio: A Regime Aware ML System for Sectoral Portfolio Optimization in Dynamic Markets. (2025). Zhang, Yiyao ; Goel, Diksha ; Szabo, Claudia ; Ahmad, Hussain. In: Papers. RePEc:arx:papers:2510.14986.

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2025Dynamic Factor Analysis of Price Movements in the Philippine Stock Exchange. (2025). Dominic, Len Patrick ; Lim, Brian Godwin ; Dayta, Dominic ; Tiu, Benedict Ryan ; Tan, Renzo Roel ; Ikeda, Kazushi. In: Papers. RePEc:arx:papers:2510.15938.

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2025High-Dimensional Spatial Arbitrage Pricing Theory with Heterogeneous Interactions. (2025). Gao, Zhaoxing ; Tu, Sihan ; Tsay, Ruey S. In: Papers. RePEc:arx:papers:2511.01271.

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2025Inferential Theory for Pricing Errors with Latent Factors and Firm Characteristics. (2025). Yuan, Ming ; Choi, Jungjun. In: Papers. RePEc:arx:papers:2511.03076.

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2025Robust distortion risk metrics and portfolio optimization. (2025). Vanduffel, Steven ; Liu, Peng ; Xia, YI. In: Papers. RePEc:arx:papers:2511.08662.

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2025How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs. (2025). Guidolin, Massimo ; Andronoudis, Dimos ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp25241.

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2024Willingness to Sacrifice to Optimize Financial and Non-Financial Goals in Ethical Investing. (2024). Demi, Irene Rini ; Muharam, Harjum ; Amalia, Farah. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:8:p:114-129.

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2024A Study of Hierarchical Risk Parity in Portfolio Construction. (2024). Prybutok, Victor R ; Palit, Debjani. In: Journal of Economic Analysis. RePEc:bba:j00001:v:3:y:2024:i:3:p:106-125:d:218.

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2025Stock Return€™s Prediction Using Financial Ratios for Malaysian Construction Firms. (2025). Zahid, Putra Faizurrahman ; Hashim, Nasiha. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-6:p:4723-4733.

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2025Bridging the Climate Finance Gap: Behavioral and Market Barriers to Efficient Climate Risk Pricing in Emerging Economies. (2025). Perveen, Ashi. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-6:p:6392-6426.

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2025Portfolio Optimization and Performance Evaluation in Malaysia: A Comparative Analysis of Markowitz Mean€“Variance and Sharpe Single Index Models. (2025). Zaki, Bushra Mohd ; Nik, Nik Rozila ; Ghul, Zahirah Hamid ; Aqilah, Siti Nur ; Ibrahim, Irwan ; Omar, Heizal Hezry. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-9:p:1652-1683.

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2025Risk€“Return Efficiency in Emerging Dual Financial Markets: A Comparative Study of Markowitz Mean€“Variance and Sharpe Single-Index Portfolio Models in Malaysia. (2025). Nik, Nik Rozila ; Hadi, Muhammad Abd ; Hussain, Nordianah Jusoh ; Talib, Adi Hakim ; Ahmad, Nurul Ainun ; Zaki, Bushra Mohd. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-9:p:2934-2948.

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2025Determination of Economic and Financial Factors Affecting Investment Instruments: An Application on Borsa Ä°stanbul. (2025). Ege, Ilhan ; Koycu, Erol. In: Journal of BRSA Banking and Financial Markets. RePEc:bdd:journl:v:19:y:2025:i:1:p:22-45.

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2024Direct Elicitation of Parametric Belief Distributions: An application to inflation expectations. (2024). Meissner, Thomas ; Bosch-Rosa, Ciril ; Gonzalez-Fernandez, Pedro. In: Berlin School of Economics Discussion Papers. RePEc:bdp:dpaper:0048.

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2025Evaluating the Financial Instability Hypothesis: a Positive and Normative Analysis of Leveraged Risk-Taking and Extrapolative Expectations. (2025). Camous, Antoine ; van der Ghote, Alejandro. In: Working papers. RePEc:bfr:banfra:1009.

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2025Macroeconomic Risk Diversification and Sectoral Structure Evolution: An Adaptation of the Portfolio Model in CEMAC. (2025). Alain, Zolo Eyea. In: International Journal of Economic Policy. RePEc:bhx:ijecop:v:5:y:2025:i:3:p:12-28:id:2782.

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2025Capital Market, Selected Macroeconomic Variables and Nigeria Economic Growth €“ A Quantile Regression Approach. (2025). Amakiri, Ajie Hycient ; Uzoma, Kelechi Promise ; Solomon, Okechukwu ; Fortunatus, Okorontah Chikeziem. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:12:y:2025:i:6:p:503-519.

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2024Optimization of Portfolio Management Models with Indexed Stocks on the Lima Stock Exchange. (2024). Puyen, Nelson Alejandro ; Raunelli, Juan Manuel. In: Academic Journal of Interdisciplinary Studies. RePEc:bjz:ajisjr:2531.

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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]		article5325
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]		article7
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]		article63
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]		article75
1990Capital Asset Prices With and Without Negative Holding.(1990) In: Nobel Prize in Economics documents.
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This paper has nother version. Agregated cites: 75		paper
1978Duration and Security Risk In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article10
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]		article44
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]		article102
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]		article15
1963A Simplified Model for Portfolio Analysis In: Management Science.
[Full Text][Citation analysis]		article530
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]		chapter19
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: 19		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]		article77
2014Financing Retirement In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
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
1998Morningstars Risk-Adjusted Ratings In: Financial Analysts Journal.
[Full Text][Citation analysis]		article2
2002Budgeting and Monitoring Pension Fund Risk In: Financial Analysts Journal.
[Full Text][Citation analysis]		article1
2007Expected Utility Asset Allocation In: Financial Analysts Journal.
[Full Text][Citation analysis]		article4
2010Adaptive Asset Allocation Policies In: Financial Analysts Journal.
[Full Text][Citation analysis]		article1
2010“Adaptive Asset Allocation Policies”: Author Response In: Financial Analysts Journal.
[Full Text][Citation analysis]		article0
2013The Arithmetic of Investment Expenses In: Financial Analysts Journal.
[Full Text][Citation analysis]		article0
2014Past, Present, and Future Financial Thinking In: Financial Analysts Journal.
[Full Text][Citation analysis]		article0
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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