William F. Sharpe: Selected Works
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Book Overview William F Sharpe received the Nobel Prize in Economics in 1990 for his work on equilibrium pricing in capital markets. He was one of the ...
William F Sharpe received the Nobel Prize in Economics in 1990 for his work on equilibrium pricing in capital markets. He was one of the originators of the Capital Asset Pricing Model, developed the Sharpe Ratio for investment performance analysis, the binomial method for the valuation of options, the gradient method for asset allocation optimization, and returns-based style analysis for evaluating the style and performance of investment funds. This book consists of a collection of Dr Sharpe's work in these and other areas.
Book Details Format: Hardcover | Pages: 692 | Language: English | Publisher: WORLD SCIENTIFIC PUB CO INC | ISBN: 9814329959
FormatHardcover
Pages692
LanguageEnglish
ISBN9814329959
EAN9789814329958
PublisherWORLD SCIENTIFIC PUB CO INC
Publication Date1970-01-01
Edition1
AccessoriesNo Accessory
ConditionNew
Product TypeHARD COVER BOOKS
Weight2.9 Pounds
Length9.8 Inches
Width6.5 Inches
Height1.7 Inches
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