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Creator of the capital asset pricing model

Name: Creator of the capital asset pricing model
Creator: Pantelić Svetlana
Keywords: research, Harry M. Markowite, market, 05 social sciences, 1. No poverty, revenues, 16. Peace & justice, theory of financial economics, Nobel Prize, portfolio

descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Jan 2014Publisher:Centre for Evaluation in Education and Science (CEON/CEES)Journal:Bankarstvo, volume 43, pages 118-125 (issn: 1451-4354,

Authors: Pantelić Svetlana;

doi: 10.5937/bankarstvo1401118p

Creator of the capital asset pricing model

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Abstract

Harry M. Markowite, Merton H. Miller and William F. Sharpe were awarded the Nobel Prize in Economic Sciences in 1990, for their pioneering work in the theory of financial economics. Harry Markowite gave the most significant contribution in portfolio selection, William Sharpe in establishing the equilibrium theory of capital asset pricing (CAPM), and Merton Miller in corporate finance. Their work revolutionized finance through the introduction and implementation of quantitative methods in financial analysis. Sharpe was born in 1934 in Boston, Massachusetts. He received the Bachelor of Arts degree in 1955, the Master of Arts degree in 1956, and PhD degree in Economics in 1961 at the UCLA. In his doctoral dissertation he explored a series of aspects of portfolio analysis, based on a model proposed by Markowite. He spent his working career as a lecturer and professor, taking active part in numerous research projects. He authored many scientific papers and books, having won several awards and being a member of many institutions. He established his own financial consulting firm in 1989.

Related Organizations

Stanford University
United States

Keywords

research, Harry M. Markowite, market, revenues, theory of financial economics, Nobel Prize, portfolio, William F. Sharpe, investments, HG1-9999, Merton H. Miller, Stanford University, CML, interest rate, Finance

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