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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6,982

SSRN CITATIONS
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SSRN RANKINGS

Top 13,003

in Total Papers Citations

11

CROSSREF CITATIONS

78

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 3,325 (3,860)
Citation 4

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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 1,651 (12,395)
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 1,565 (13,475)
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 209 (173,222)
Citation 5

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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 106 (300,367)

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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: 07 Mar 2021
William F. Sharpe and Laurie S. Goodman
Stanford University - Graduate School of Business and The Urban Institute - Housing Finance Policy Center
Downloads 67 (395,844)

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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: 28 Jan 2021
William F. Sharpe
Stanford University - Graduate School of Business
Downloads 58 (425,620)
Citation 1

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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 (756,281)
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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

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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