William F. Sharpe Selected Works. World Scientific - Nobel Laureate Series: Vol 2.

William F. Sharpe: Selected Works (World Scientific, 2012), the second volume in World Scientific's Nobel Laureate Series, is a comprehensive scholarly anthology gathering fifty-two of the foundational papers of one of the most consequential figures in the history of modern finance. Sharpe received the Nobel Prize in Economics in 1990 for his work on equilibrium pricing in capital markets, and was one of the originators of the Capital Asset Pricing Model — the framework that fundamentally transformed how investors and institutions understand the relationship between risk and expected return. The volume assembles his seminal contributions across several interlocking domains: the development of the Sharpe Ratio for risk-adjusted 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. Taken together, these papers constitute nothing less than the intellectual architecture of contemporary portfolio theory and quantitative finance. Sharpe holds the position of STANCO 25 Professor of Finance, Emeritus at Stanford University's Graduate School of Business.