Major Works of William F. Sharpe

• "A Simplified Model for Portfolio Analysis", 1963, Management Science
• "A Linear Programming Algorithm for Mutual Fund Portfolio Selection", 1967, Management Science
• "Capital Asset Prices: A theory of market equilibrium under conditions of risk", 1964, J of Finance [pdf]
• "Risk-Aversion in the Stock Market: Some Empirical Evidence", 1965, J of Finance
• "Porfolio Analysis", 1967, JFQA
• Portfolio Theory and Capital Markets, 1970
• "A Linear Programming Approximation for the General Portfolio Analysis Problem", 1971, J of Fin and Quant Analysis
• "Corporate Pension Funding Policy", 1976, J Financial Analysis
• "The Capital Asset Pricing Model: A ‘Multi-Beta’ Interpretation", 1977, in H. Levy and M. Sarnat, eds, Financial Decision Making Under Uncertainty.
• "Bank Capital Adequacy, Deposit Insurance and Security Values", 1978, JFQA [draft nber]
• "Perspectives on Bank Capital Adequacy: Time-series analysis", with Laurie Goodman, 1978 [draft nber]
• "Optimal Funding and Asset Allocation Rules for Defined-Benefit Pension Plans" with J.M. Harrison, 1983, in Financial Aspects of the United States Pension System [nber]
•  "Capital Asset Prices With or Without Negative Holdings", 1991, J of Finance [nobel]

Resources on William F. Sharpe

• William F. Sharpe's homepage
• William F. Sharpe faculty page at Stanford GSB
• 1990 Nobel Memorial Prize site: press release, facts, autobiography, lecture
• Sharpe Page at Nobel Prize Internet Archive
• Citation from 1989 John von Neumann Theory Prize from INFORMS
• "Diversification pitfalls", 1998, Money
• Sharpe page at repec/ideas
• Sharpe entry at Britannica
• Sharpe entry at Concise Encycl of Economics, LibertyFund
• Wikipedia