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![[photo - William F. Sharpe]](../../../images/facultypublications/sharpe.jpg)
William F. Sharpe's research interests focus on macro-investment analysis and equilibrium in capital markets. Sharpe 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.
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Faculty Books: Investors and Markets
Investors and Markets: Portfolio Choices, Asset Prices, and Investment Advice
by William F. Sharpe
Princeton University Press, 2007
Nobel Laureate financial economist William Sharpe shows that investment professionals cannot make good portfolio choices unless they understand the determinants of asset prices. But until now asset-price analysis has largely been inaccessible to everyone except PhDs in financial economics. Based on his Princeton lecture in finance, Sharpe details his state-of-the-art approach to asset pricing in a nonmathematical form that will be comprehensible to a broad range of investment professionals. Sharpe makes this technique accessible through his computer program (available for free on his website) enabling users to create virtual markets, set the starting conditions, and then allow trading until equilibrium is reached and trading stops.