William F. Sharpe (Stanford University)

William F. Sharpe (Stanford University)

Mar 8 2018

Financing Retirement: Social Security, Public Pensions and Defined Contribution Plans
 

About Sharpe:

William F. Sharpe is the STANCO 25 Professor of Finance, Emeritus at Stanford University's Graduate School of Business. He joined the Stanford faculty in 1970, having previously taught at the University of Washington and the University of California at Irvine. 
 
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.
 
Dr. Sharpe has published articles in a number of professional journals, including Management Science, The Journal of Business, The Journal of Finance, The Journal of Financial Economics, The Journal of Financial and Quantitative Analysis, The Journal of Portfolio Management, and The Financial Analysts' Journal.
 
He has also written seven books, including Portfolio Theory and Capital Markets (McGraw-Hill, 1970 and 2000), Asset Allocation Tools (Scientific Press, 1987), Fundamentals of Investments (with Gordon J. Alexander and Jeffrey Bailey, Prentice-Hall, 2000), Investments (with Gordon J. Alexander and Jeffrey Bailey, Prentice-Hall, 1999) and Investors and Markets: Portfolio Choices, Asset Prices and Investment Advice (Princeton University Press, 2007).
 
His most recent work is a free ebook and accompanying software suite titled Retirement Income Scenario Matrices. It can be obtained at www.stanford.edu/~wfsharpe/RISMAT.
 
Dr. Sharpe is past President of the American Finance Association. In 1990 he received the Nobel Prize in Economic Sciences.
 
He received his Ph.D., M.A. and B.A. in Economics from the University of California at Los Angeles. He is also the recipient of a Doctor of Humane Letters, Honoris Causa from DePaul University, a Doctor Honoris Causa from the University of Alicante (Spain), a Doctor Honoris Causa from the University of Vienna (Austria), a Doctor of Science, Economics, Honoris Causa from the London Business School and the UCLA Medal, UCLA’s highest honor.
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