William F. Sharpe

Stanford University - Graduate School of Business

STANCO 25 Professor of Finance, Emeritus

655 Knight Way

Stanford, CA 94305-5015

United States

http://www.wsharpe.com

  • Stanford University - Graduate School of Business

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    • Tel: 650-725-4876
    • Fax: 650-725-7979
SCHOLARLY PAPERS

14

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SSRN CITATIONS
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Top 11,869

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10

CROSSREF CITATIONS

79

Scholarly Papers (14)

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1.

The 4% Rule - At What Price?

Journal Of Investment Management (JOIM), Third Quarter 2009
Number of pages: 24 Posted: 02 Apr 2008 Last Revised: 10 Nov 2009
Jason S. Scott, William F. Sharpe and John G. Watson
Financial Engines, Inc., Stanford University - Graduate School of Business and Stanford Graduate School of Business
Downloads 3,289 (3,476)
Citation 3

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Retirement economics, expected utility, fixed withdrawals

2.

Efficient Retirement Financial Strategies

Pension Research Council Working Paper Series
Number of pages: 30 Posted: 13 Aug 2007
William F. Sharpe, Jason S. Scott and John G. Watson
Stanford University - Graduate School of Business, Financial Engines, Inc. and Stanford Graduate School of Business
Downloads 1,591 (11,690)
Citation 5

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Retirement, Drawdown, Planning, Lockbox

3.

Measuring Consumer Risk-Return Tradeoffs

Number of pages: 38 Posted: 13 Oct 2005
Daniel G. Goldstein, Eric J. Johnson and William F. Sharpe
Microsoft Research New York City, Columbia Business School - Marketing and Stanford University - Graduate School of Business
Downloads 1,548 (12,177)
Citation 7

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marketing research tools, consumer behavior, decision-making, parameter estimation, measurement, segmentation, risk, utility, uncertainty

4.

Choosing Outcomes Versus Choosing Products: Consumer-Focused Retirement Investment Advice

Journal of Consumer Research, Vol. 35, pp. 440-456
Number of pages: 17 Posted: 18 Jun 2009
Daniel G. Goldstein, Eric J. Johnson and William F. Sharpe
Microsoft Research New York City, Columbia Business School - Marketing and Stanford University - Graduate School of Business
Downloads 205 (160,798)
Citation 3

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5.

Optimal Funding and Asset Allocation Rules for Defined-Benefit Pension Plans

NBER Working Paper No. w0935
Number of pages: 31 Posted: 19 Jun 2004 Last Revised: 24 Jul 2010
J. Michael Harrison and William F. Sharpe
Stanford Graduate School of Business and Stanford University - Graduate School of Business
Downloads 102 (282,580)
Citation 1

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6.

Perspective on Bank Capital Adequacy: Time-Series Analysis

NBER Working Paper No. w0247
Number of pages: 97 Posted: 14 Jan 2001 Last Revised: 06 Sep 2010
William F. Sharpe and Laurie S. Goodman
Stanford University - Graduate School of Business and The Urban Institute - Housing Finance Policy Center
Downloads 65 (369,309)

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7.

Bank Capital Adequacy, Deposit Insurance and Security Values, Part I

NBER Working Paper No. w0209
Number of pages: 25 Posted: 15 Feb 2001 Last Revised: 30 Jul 2010
William F. Sharpe
Stanford University - Graduate School of Business
Downloads 54 (404,352)
Citation 2

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8.

Post‐Retirement Financial Strategies: Forecasts and Valuation

European Financial Management, Vol. 18, Issue 3, pp. 324-351, 2012
Number of pages: 28 Posted: 19 May 2012
William F. Sharpe
Stanford University - Graduate School of Business
Downloads 1 (700,660)
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retirement, strategy, simulation, pricing, valuation

9.

The Arithmetic of Investment Expenses

Financial Analysts Journal, Vol. 69, No. 2, 2013
Posted: 31 Mar 2013
William F. Sharpe
Stanford University - Graduate School of Business

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Alternative Investments, Investment Companies, Fund Management Fees, Performance Measurement and Evaluation, Risk-Adjusted Measures, Effect of Expenses, Portfolio Management, Performance Measurement, Attribution, and Appraisal, Mutual Funds, Pooled Funds, Exchange-Traded Funds (ETFs)

10.

Adaptive Asset Allocation Policies

Financial Analysts Journal, Vol. 66, No. 3, 2010
Posted: 25 May 2010
William F. Sharpe
Stanford University - Graduate School of Business

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Portfolio Management, Asset Allocation, Portfolio Construction and Revision, Risk Management, Portfolio Risk Management

11.

The 4% Rt What Price?

Journal Of Investment Management (JOIM), Third Quarter, 2009
Posted: 13 Oct 2009 Last Revised: 02 Jun 2010
Jason S. Scott, William F. Sharpe and John G. Watson
Financial Engines, Inc., Stanford University - Graduate School of Business and Stanford Graduate School of Business

Abstract:

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Retirement economics, expected utility

12.

Expected Utility Asset Allocation

Financial Analysts Journal, Vol. 63, No. 5, 2007
Posted: 27 Sep 2007
William F. Sharpe
Stanford University - Graduate School of Business

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Portfolio Management, Asset Allocation, Investment Theory, CAPM, APT, and Other Pricing Theories, Efficient Market Theory, Portfolio Theory

13.

Budgeting and Monitoring Pension Fund Risk

Financial Analysts Journal, Vol. 58, No. 5, 2002
Posted: 06 May 2003
William F. Sharpe
Stanford University - Graduate School of Business

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Risk Measurement and Management: portfolio risk

14.

Statement of Financial Economists Roundtable on Risk Disclosure by Mutual Funds

J. OF FINANCIAL ENGINEERING, Vol. 5 No. 4
Posted: 18 Jun 1997
Martin J. Gruber, William F. Sharpe and Franklin R. Edwards
New York University (NYU) - Department of Finance, Stanford University - Graduate School of Business and Columbia Business School - Finance and Economics

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