| William F. Sharpe: Selected Works Contributor(s): Sharpe, William F. (Editor) |
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ISBN: 9814329959 ISBN-13: 9789814329958 Publisher: World Scientific Publishing Company OUR PRICE: $245.10 Product Type: Hardcover Published: November 2011 |
| Additional Information |
| BISAC Categories: - Business & Economics | Investments & Securities - General - Business & Economics | Finance - General - Business & Economics | Money & Monetary Policy |
| Dewey: 332.6 |
| Series: World Scientific--Nobel Laureate |
| Physical Information: 1.7" H x 6.5" W x 9.8" (2.90 lbs) 716 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |