William F. Sharpe

                   STANCO 25 Professor of Finance, Emeritus, 

    >           Graduate School of Business, Stanford University

                     Nobel Prize in Economic Sciences, 1990


May, 2017


A free Ebook and Matlab software



Published in 2012: Now available from Amazon



My blogs

Lifetime Finance

Retirement Income Scenarios

Satirical Videos

The Wrong Financial Advisor

Un Mal Asesor (Spanish version of "The Wrong Financial Advisor") by Juan Palacios

Pension Obligation Bonds

The State Pension Actuary

Information about me



Nobel Biography

Interviews and Lectures

Video: Meeting of Laureates in Economic Sciences, 2004

Video: American Finance Association

Audio: Part 1, ProMoney Talk, 2006

Audio: Part 2, ProMoney Talk, 2006

Video: Stanford University, October 7, 2009

Video: Interview at the FTSE World Investment Forum, May 2011. (Topics include Adaptive Asset Allocation Policies and the Sharpe Ratio).

Video Interview at the CFA Institute Annual Conference, May 2014. (A conversation with Robert Litterman about Past, Present and Future Financial Thinking).

Video Lecture on the Economic Analysis of Retirement Income Strategies at the 5th Lindau Meeting on Economic Sciences, August 2014.

Video Interview with Michael Ferber, Neue Burcher Zeitung, Lindau Germany, August 2014

Video Interview with Richard Roll at the FTSE World Investment Forum, May 2015 (topics include adaptive asset allocation and pricing kernels)

Video 2016 Interview with Andrew Lo, In Pursuit of the Perfect Portfolio

Video 2016 Interview at FTSE Conference, Retirement Incomes Products and Services: A Wish List

Audio, 2017 Bloomberg View Columnist Barry Ritholtz interview

Video, 2017 UBS Nobel Perspectives: William F. Sharpe

Video 2017 Interview at FTSE Conference, Retirement Income, Part 1

Video 2017 Interview at FTSE Conference, Retirement Income, part2

Video 2018 Rice University Initiative for the Study of Economics: Financing Retirement: Social Security, Public Pensions and Defined Contribution Plans

Recent and Current Research and Publications

Retirement Financial Strategies

Adaptive Asset Allocation Policies


Investors and Markets: Portfolio Choices, Asset Prices and Investment Advice

Online Publications

Other Publications

Investments Text (partial)

Computer Programs


APSIM: an equilibrium simulation program

For more, see Retirement Income Scenarios blog (above)