William F. Sharpe
William F. Sharpe | |
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| Kelahiran | 16 Jun 1934 |
| Warganegara | Amerika Syarikat |
| Pusat pendidikan | UCLA |
| Terkenal kerana | CAPM Nisbah Sharpe |
| Anugerah | Hadiah Peringatan Nobel dalam Sains Ekonomi (1990) |
| Kerjaya saintifik | |
| Bidang | Ekonomi |
| Institusi | William F. Sharpe Associates Universiti Stanford UC Irvine Universiti Washington 1961-67 RAND Corporation |
| Penasihat kedoktoran | Armen Alchian Harry Markowitz (tidak rasmi) |
| Pelajar kedoktoran | Howard Sosin |
William Forsyth Sharpe (lahir 16 Jun 1934) ialah seorang ahli ekonomi Amerika. Beliau ialah Profesor Kewangan, Emeritus STANCO 25 di Sekolah Perniagaan Siswazah Universiti Stanford, dan pemenang Hadiah Peringatan Nobel dalam Sains Ekonomi 1990.[1][2][3]
Sharpe ialah salah satu daripada pemula model harga aset modal. Beliau menciptakan nisbah Sharpe untuk analisis prestasi pelaburan yang disesuaikan dengan risiko, dan menyumbang kepada pembangunan kaedah binomial untuk penilaian opsyen, kaedah kecerunan pengoptimuman peruntukan aset, dan analisis gaya berasaskan pulangan untuk menilai gaya dan prestasi dana pelaburan.[4][5]
Penerbitan terpilih[sunting | sunting sumber]
Kertas
- Sharpe, William F. (1963). "A Simplified Model for Portfolio Analysis". Management Science. 9 (2): 277–93. doi:10.1287/mnsc.9.2.277.
- Sharpe, William F. (1964). "Capital Asset Prices – A Theory of Market Equilibrium Under Conditions of Risk". Journal of Finance. XIX (3): 425–442. doi:10.2307/2977928. JSTOR 2977928.
Buku
- Portfolio Theory and Capital Markets (McGraw-Hill, 1970 and 2000). ISBN 0-07-135320-8
- Asset Allocation Tools (Scientific Press, 1987)
- Fundamentals of Investments (with Gordon J. Alexander and Jeffrey Bailey, Prentice-Hall, 2000). ISBN 0-13-292617-2
- Investments (with Gordon J. Alexander and Jeffrey Bailey, Prentice-Hall, 1999). ISBN 0-13-010130-3
- Sharpe, William F. (2012). William F Sharpe: Selected Works. World Scientific-Nobel Laureate Series: Vol. 2. World Scientific. m/s. 712. ISBN 978-981-4329-95-8. Diarkibkan daripada yang asal pada 2012-07-10. Dicapai pada 2019-07-04.
Rujukan[sunting | sunting sumber]
- ^ Durian, Hal (July 9, 2011). "Poly Highs Class of 1951 Left its Mark". The Press-Enterprise. Dicapai pada February 9, 2013.
- ^ Research by Professor William F. Sharpe ftse.com website 2011 (includes video interview)
- ^ Sharpe, William F. "Adaptive asset allocation policies." Financial Analysts Journal 66.3 (2010): 45-59.
- ^ William F. Sharpe, "Autobiography", in The Nobel Prizes 1990, Editor Tore Frängsmyr, Nobel Foundation, Stockholm, 1991
- ^ Sharpe, William F. (December 1988). "Determining a Fund's Effective Asset Mix". Investment Management Review: 59–69.
Pautan luar[sunting | sunting sumber]
- Personal web site of Dr. Sharpe
- IDEAS/RePEc
- William F. Sharpe (1934– ). The Concise Encyclopedia of Economics. Library of Economics and Liberty (ed. 2nd). Liberty Fund. 2008.
- Penerbitan William F. Sharpe diindekskan oleh Google Scholar
- "William F. Sharpe". JSTOR.
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