2010-11-25 | Filed Under RichardH's Posts |
In the 1960′s, four economists (Jack Treynor, William Sharpe, John Lintner, and Jan Mossin) independently developed a theoretical model (the Capital Asset Pricing Model [CAPM]) for determining an asset’s appropriate expected rate of return as a function of its non-diversifiable risk. In 1990, William F. Sharpe, along with Harry Markowitz and Merton Miller, were awarded the Nobel Memorial Prize in Economic Sciences for their contributions to the analysis of financial risk.
Yesterday (23 November 2010), ‘wfsharpe34′ posted an animation to YouTube called, The Wrong Financial Advisor. You might find it amusing.
I have no reason to believe that ‘wfsharpe34′ is not THE Bill Sharpe.
I thank my friend, Nalin, for forwarding an email, purporting to be from Bill Sharpe, which points to this video.