William F. Sharpe: Selected Works Hardback
Edited by William F (Stanford Univ, Usa) Sharpe
Part of the World Scientific-nobel Laureate Series series
Hardback
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.
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:716 pages
- Publisher:World Scientific Publishing Co Pte Ltd
- Publication Date:24/02/2012
- Category:
- ISBN:9789814329958
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:716 pages
- Publisher:World Scientific Publishing Co Pte Ltd
- Publication Date:24/02/2012
- Category:
- ISBN:9789814329958