William F. Sharpe, Ph.D., Nobel Laureate is the STANCO 25 Professor of Finance 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.

In 1990, he received the Nobel Prize in Economic Sciences.  Dr. Sharpe has published articles in a number of professional journals and written six books, including Portfolio Theory and Capital Markets (McGraw-Hill, 1970), Asset Allocation Tools (Scientific Press, 1987), Fundamentals of Investments (with Gordon J. Alexander and Jeffrey Bailey, Prentice-Hall, 1993) and Investments (with Gordon J. Alexander and Jeffrey bailey, Prentice-Hall, 1998).  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 as well as the UCLA Medal, UCLA's highest honor.  Dr. Sharpe serves as Chairman of the Board of Financial Engines, a firm that provides electronic investment adviceto individuals.

Journal Interview - William Sharpe