On the public citation graph
S harpe, W illiam F .
0 signed · 109 inferred · view as graph
Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.
Is this your work? Sign in with ORCID and put your name on the
claims that are yours.
Reference health. See whether every reference in this work resolves to a
known work and none has been retracted — and get a dated CiteStamped
badge you can embed.
What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1111/j.1540-6261.1964.tb02865.xopenalex-snapshot
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
inferredcites →https://doi.org/10.1287/mnsc.9.2.277openalex-snapshot
A Simplified Model for Portfolio Analysis
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.1314869openalex-extracted
Cross-Sectional Asset Pricing Puzzles: A Long-Run Perspective
inferred← citeshttps://doi.org/10.2139/ssrn.1326076openalex-extracted
The 101 Ways to Measure Portfolio Performance
inferred← citeshttps://doi.org/10.2139/ssrn.1342988openalex-extracted
CAPM with Option-Implied Betas: Another Rescue Attempt
inferred← citeshttps://doi.org/10.2139/ssrn.1364733openalex-extracted
The Information Content of Revealed Beliefs in Portfolio Holdings
inferred← citeshttps://doi.org/10.2139/ssrn.1368705openalex-extracted
The Size Premium in the Long Run
inferred← citeshttps://doi.org/10.2139/ssrn.1537551openalex-extracted
Speculative Component of Market Quotations of Financial Assets
inferred← citeshttps://doi.org/10.2139/ssrn.1717233openalex-extracted
Funding Constraints and Market Efficiency
inferred← citeshttps://doi.org/10.2139/ssrn.1753014openalex-extracted
Robust Reverse Engineering of Cross Sectional Returns and Improved Portfolio Allocation Performance Using the CAPM
inferred← citeshttps://doi.org/10.2139/ssrn.1785552openalex-extracted
The Mutual Fund Industry Worldwide: Explicit and Closet Indexing, Fees, and Performance
inferred← citeshttps://doi.org/10.2139/ssrn.1785728openalex-extracted
The Price of Commodity Risk in Stock and Futures Markets
inferred← citeshttps://doi.org/10.2139/ssrn.1915159openalex-extracted
Mutual Fund Herding, Short-Sales Constraints, and Stock Returns: A New Anomaly
inferred← citeshttps://doi.org/10.2139/ssrn.1921612openalex-extracted
Long-Run Investment Horizons and Implications for Mixed-Asset Portfolio Allocations
inferred← citeshttps://doi.org/10.2139/ssrn.1927764openalex-extracted
Testing Rebalancing Strategies for Stock-Bond Portfolios: Where Is the Value Added of Rebalancing?
inferred← citeshttps://doi.org/10.2139/ssrn.1943576openalex-extracted
Sex Matters: Gender and Prejudice in the Mutual Fund Industry
inferred← citeshttps://doi.org/10.2139/ssrn.1951485openalex-extracted
The Effect of Pay-For-Performance Compensation and Wealth Derived Income on the Growth-Income Inequality Relation in the US
inferred← citeshttps://doi.org/10.2139/ssrn.2139210openalex-extracted
Do Style and Sector Indexes Carry Momentum?
inferred← citeshttps://doi.org/10.2139/ssrn.2197370openalex-extracted
Network Centrality and the Cross Section of Stock Returns
inferred← citeshttps://doi.org/10.2139/ssrn.2200889openalex-extracted
Tradable Aggregate Risk Factors and the Cross-Section of Stock Returns
inferred← citeshttps://doi.org/10.2139/ssrn.2302453openalex-extracted
Minimum-Variance Stock Picking - A Shift in Preferences for Minimum-Variance Portfolio Constituents
inferred← citeshttps://doi.org/10.2139/ssrn.2538287openalex-extracted
Risk Shocks, Uncertainty Shocks, and Corporate Policies
inferred← citeshttps://doi.org/10.2139/ssrn.2556159openalex-extracted
Risk Taking: A Corporate Governance Perspective
inferred← citeshttps://doi.org/10.2139/ssrn.2820399openalex-extracted
Private Information in the Chinese Stock Market: Evidence from Mutual Funds and Corporate Insiders
inferred← citeshttps://doi.org/10.1002/9781119186229.ch22openalex-snapshot
The Efficient Market Model
inferred← citeshttps://doi.org/10.1002/9781119205401.ch7openalex-snapshot
Holdings‐Based and Returns‐Based Style Models
inferred← citeshttps://doi.org/10.1007/978-3-319-13449-9_15openalex-snapshot
Quantile Regression Under Asymmetric Laplace Distribution in Capital Asset Pricing Model
inferred← citeshttps://doi.org/10.1007/978-3-662-46987-3_7openalex-snapshot
Investitionsprogramme unter Risiko
inferred← citeshttps://doi.org/10.1007/978-3-662-46987-3_8openalex-snapshot
Ableitung des Kalkulationszinses für Investitionsentscheidungen unter Risiko
inferred← citeshttps://doi.org/10.1007/978-3-8349-6650-6_4openalex-snapshot
Risikoorientiertes Portfoliomanagement mit ETFs
inferred← citeshttps://doi.org/10.1007/978-3-8349-8729-7openalex-snapshot
Predictability of the Swiss Stock Market with Respect to Style
inferred← citeshttps://doi.org/10.1007/s11146-009-9190-2openalex-snapshot
Spatial Statistics Applied to Commercial Real Estate
inferred← citeshttps://doi.org/10.1007/s11846-009-0031-8openalex-snapshot
On the existence of sports sentiment: the relation between football match results and stock index returns in Europe
inferred← citeshttps://doi.org/10.1007/s12197-009-9104-4openalex-snapshot
Covariance estimation: do new methods outperform old ones?
inferred← citeshttps://doi.org/10.1016/b978-0-12-415875-7.00027-0openalex-snapshot
Asset Selection Using a Factor Model and Data Envelopment Analysis– A Quantile Regression Approach
inferred← citeshttps://doi.org/10.1016/j.ejor.2013.08.035openalex-snapshot
Twenty years of linear programming based portfolio optimization
inferred← citeshttps://doi.org/10.1016/j.finmar.2015.04.002openalex-snapshot
Frontier market transaction costs and diversification
inferred← citeshttps://doi.org/10.1016/j.intfin.2012.07.001openalex-snapshot
Foreign exchange volatility and stock returns
inferred← citeshttps://doi.org/10.1016/j.jfineco.2011.02.016openalex-snapshot
The effect of regulation on optimal corporate pension risk
inferred← citeshttps://doi.org/10.1017/s0022050709000813openalex-snapshot
Guano, Credible Commitments, and Sovereign Debt Repayment in Nineteenth-Century Peru
inferred← citeshttps://doi.org/10.1017/s1748499514000347openalex-snapshot
Modelling the liquidity premium on corporate bonds
inferred← citeshttps://doi.org/10.1057/be.2009.4openalex-snapshot
The Value of Private Businesses in the United States
inferred← citeshttps://doi.org/10.1057/be.2012.6openalex-snapshot
Disentangling Beta and Value Premium Using Macroeconomic Risk Factors
inferred← citeshttps://doi.org/10.1080/15427560.2011.548760openalex-snapshot
The Less You Know, the More You Are Afraid of—A Survey on Risk Perceptions of Investment Products
inferred← citeshttps://doi.org/10.1108/cfri-10-2016-0114openalex-snapshot
Modeling non-normality using multivariatet: implications for asset pricing
inferred← citeshttps://doi.org/10.1111/j.1467-629x.2011.00421.xopenalex-snapshot
Boundedly rational equilibrium and risk premium
inferred← citeshttps://doi.org/10.1111/j.1468-036x.2009.00480.xopenalex-snapshot
Portfolio Performance Measurement: a No Arbitrage Bounds Approach
inferred← citeshttps://doi.org/10.1257/jep.27.2.51openalex-snapshot
Moore's Law versus Murphy's Law: Algorithmic Trading and Its Discontents
inferred← citeshttps://doi.org/10.1365/s12176-012-0669-yopenalex-snapshot
Kapitalkostenbestimmung unter Berücksichtigung von Defined Benefit Plans
inferred← citeshttps://doi.org/10.1561/104.00000003openalex-snapshot
Testing Factor-Model Explanations of Market Anomalies
inferred← citeshttps://doi.org/10.20955/es.2009.1openalex-snapshot
Is There Less Agreement About Inflation?
inferred← citeshttps://doi.org/10.20955/es.2009.10openalex-snapshot
Resolving a Banking Crisis, the Nordic Way
inferred← citeshttps://doi.org/10.20955/es.2009.21openalex-snapshot
Can Monetary Policy Affect GDP Growth?
inferred← citeshttps://doi.org/10.20955/es.2009.29openalex-snapshot
Uncertainty About When the Fed Will Raise Interest Rates
inferred← citeshttps://doi.org/10.20955/es.2009.34openalex-snapshot
Examining the Housing Crisis by Home Price Tier
inferred← citeshttps://doi.org/10.20955/es.2009.42openalex-snapshot
Home Prices: A Case for Cautious Optimism
inferred← citeshttps://doi.org/10.20955/es.2009.45openalex-snapshot
Has the Recent Real Estate Bubble Biased the Output Gap?
inferred← citeshttps://doi.org/10.20955/es.2010.1openalex-snapshot
The Evolving Size Distribution of Banks
inferred← citeshttps://doi.org/10.20955/es.2010.17openalex-snapshot
The First U.S. Quantitative Easing: The 1930s
inferred← citeshttps://doi.org/10.20955/es.2010.3openalex-snapshot
Are Low Interest Rates Good for Consumers?
inferred← citeshttps://doi.org/10.20955/es.2010.37openalex-snapshot
Unemployment and the Role of Monetary Policy
inferred← citeshttps://doi.org/10.20955/es.2010.8openalex-snapshot
When Will Business Lending Pick Up?
inferred← citeshttps://doi.org/10.20955/es.2011.04openalex-snapshot
Are Bank Reserves and Bank Lending Connected?
inferred← citeshttps://doi.org/10.20955/es.2011.10openalex-snapshot
Monetary Policy's Effects on Unemployment
inferred← citeshttps://doi.org/10.20955/es.2011.13openalex-snapshot
CPI Inflation: Running on Motor Fuel
inferred← citeshttps://doi.org/10.20955/es.2011.17openalex-snapshot
RMB Appreciation and U.S. Inflation Risk
inferred← citeshttps://doi.org/10.20955/es.2011.2openalex-snapshot
Monetary Policy, Bubbles, and Goldilocks
inferred← citeshttps://doi.org/10.20955/es.2011.26openalex-snapshot
Changes in the Mortgage Market Since the Crisis
inferred← citeshttps://doi.org/10.20955/es.2011.34openalex-snapshot
Liquidity Crises in the Small and Large
inferred← citeshttps://doi.org/10.20955/es.2011.39openalex-snapshot
Real Estate Bubbles and Weak Recoveries
inferred← citeshttps://doi.org/10.20955/es.2011.8openalex-snapshot
Fiscal Policy and Expected Inflation
inferred← citeshttps://doi.org/10.21002/icmr.v2i2.3664openalex-snapshot
Style Analysis: Asset Allocation & Performance Evaluation of Indonesian Equity Funds, April 2004 – March 2009
inferred← citeshttps://doi.org/10.22495/cocv7i2c2p3openalex-snapshot
Empirical test of conditional CAPM using expected returns of Brazilian, Argentinean, German and United States of American portfolio
inferred← citeshttps://doi.org/10.2307/2330046openalex-snapshot
A Time-State-Preference Model of Security Valuation
inferred← citeshttps://doi.org/10.2469/faj.v69.n3.7openalex-snapshot
Factor-Based Asset Allocation vs. Asset-Class-Based Asset Allocation
inferred← citeshttps://doi.org/10.2469/faj.v69.n4.3openalex-snapshot
Flight to Quality and Asset Allocation in a Financial Crisis
inferred← citeshttps://doi.org/10.2469/faj.v70.n1.1openalex-snapshot
The Arithmetic of “All-In” Investment Expenses
inferred← citeshttps://doi.org/10.2469/faj.v71.n1.2openalex-snapshot
The Only Spending Rule Article You Will Ever Need
inferred← citeshttps://doi.org/10.2470/rf.v2010.n1.1openalex-snapshot
Investment Management after the Global Financial Crisis
inferred← citeshttps://doi.org/10.2470/rf.v2014.n3.1openalex-snapshot
Investment Management: A Science to Teach or an Art to Learn?
inferred← citeshttps://doi.org/10.29302/oeconomica.2012.14.1.13openalex-snapshot
"Relation Between Expected Return And Volatility At Bucharest Stock Exchange, On Business Cycle Stages "
inferred← citeshttps://doi.org/10.3368/le.86.3.514openalex-snapshot
Does Money Grow on Trees? The Diversification Properties of U.S. Timberland Investments
inferred← citeshttps://doi.org/10.3390/jrfm7020067openalex-snapshot
Refining Our Understanding of Beta through Quantile Regressions
inferred← citeshttps://doi.org/10.35662/unine-thesis-2202openalex-snapshot
Differences of opinion and stock returns
inferred← citeshttps://doi.org/10.3905/joi.2011.20.2.024openalex-snapshot
The Equity Premium Puzzle and the Federal Reserve’s Stock Valuation Model
inferred← citeshttps://doi.org/10.3905/joi.2012.21.4.033openalex-snapshot
A Synthesis of Modern Portfolio Theoryand Sustainable Investment
inferred← citeshttps://doi.org/10.3905/jpm.2009.35.2.061openalex-snapshot
The Black–Litterman Model for Active Portfolio Management
inferred← citeshttps://doi.org/10.3905/jpm.2011.37.2.060openalex-snapshot
Policy Portfolios and Rebalancing Behavior
inferred← citeshttps://doi.org/10.3905/jsf.2009.15.2.060openalex-snapshot
Securitization: Restoring Confidence in the Market
inferred← citeshttps://doi.org/10.3905/jwm.2011.14.1.055openalex-snapshot
Portfolio Selection in Goals-Based WealthManagement
inferred← citeshttps://doi.org/10.5167/uzh-31551openalex-snapshot
2002 German Federal Elections and Associated Energy Policy: How were Energy Corporations financially affected
inferred← citeshttps://doi.org/10.5539/ijbm.v6n6p276openalex-snapshot
Sector-Wise Stock Return Analysis: An Evidence from Dhaka Stock Exchange in Bangladesh
inferred← citeshttps://doi.org/10.5539/ijbm.v7n1p70openalex-snapshot
Application of VaR Methodology to Risk Management in the Stock Market in Iran
inferred← citeshttps://doi.org/10.57709/4012711openalex-snapshot
The Effects of Adopting IFRS: The Canadian Experience
inferred← citeshttps://doi.org/10.5772/15733openalex-snapshot
Inventories, Financial Metrics, Profits, and Stock Returns in Supply Chain Management
inferred← citeshttps://doi.org/10.5897/jat11.006openalex-snapshot
The factors influencing bank credit risk: The case of Tunisia
inferred← citeshttps://doi.org/10.5901/mjss.2013.v4n10p490openalex-snapshot
Bank’s Rating a Need or Necessity in Albanian Banking System
inferred← citeshttps://doi.org/10.7916/d8rj4sgpopenalex-snapshot
Estimating High Dimensional Covariance Matrices and Its Applications
Editorial review for independent work. ICSAC — the Institute for Complexity
Science and Advanced Computing — runs a structured editorial panel for researchers
publishing outside journals, and publishes on CiteStamp rails. Submission is free
and goes through ORCID: icsacinstitute.org/submit.