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Focusing on the groundbreaking contributions of William F. Sharpe to economics, this collection highlights his influential theories on equilibrium pricing and investment performance analysis. It covers the development of the Capital Asset Pricing Model, the Sharpe Ratio, and innovative methods for option valuation and asset allocation optimization. The book serves as a comprehensive resource on Sharpe's methodologies and their impact on evaluating investment strategies and fund performance, reflecting his significant role in modern finance.
Nákup knihy
WILLIAM F. SHARPE, William Forsyth Sharpe
- Jazyk
- Rok vydania
- 2012
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- Titul
- WILLIAM F. SHARPE
- Podtitul
- SELECTED WORKS
- Jazyk
- anglicky
- Autori
- William Forsyth Sharpe
- Vydavateľ
- World Scientific
- Vydavateľ
- 2012
- Väzba
- pevná
- Počet strán
- 706
- ISBN13
- 9789814329958
- Kategórie
- Podnikanie a ekonómia
- Anotácia
- Focusing on the groundbreaking contributions of William F. Sharpe to economics, this collection highlights his influential theories on equilibrium pricing and investment performance analysis. It covers the development of the Capital Asset Pricing Model, the Sharpe Ratio, and innovative methods for option valuation and asset allocation optimization. The book serves as a comprehensive resource on Sharpe's methodologies and their impact on evaluating investment strategies and fund performance, reflecting his significant role in modern finance.