Synopsis
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About the Author
William F. Sharpe, Ph.D., was awarded the 1990 Nobel Prize in Economic Sciences, along with Harry Markowitz and Merton Miller, for the development of the CAPM. A member of the Stanford University faculty since 1970, Dr. Sharpe is currently The STANCO 25 Professor Emeritus of Finance at Stanford University's graduate school of business. Along with the Capital Asset Pricing Model (CAPM) and the widelyused Sharpe Ratio for evaluating investment performance, his other contributions to the field of investment include an essential method for the valuation of options and other contingent claims, a computer algorithm used in many asset allocation procedures, and a technique for evaluating the style and performance of investment funds. Dr. Sharpe's other books include Asset Allocation Tools, Fundamentals of Investments and Investments, (which was coauthored with Gordon J. Alexander and Jeffrey Bailey). He is past president of the American Finance Association and chairman of Financial Engines, Inc., which provides online investment advice.
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