William Sharpe


William Sharpe News

  • Sharpe Ratio Shows Rupiah Is Worst Carry Trade Bet: Asean Credit

    Indonesia’s rupiah is delivering the developing world’s worst carry trade returns this month and Barclays Plc says volatility won’t end just because the U.S. Federal Reserve is maintaining stimulus.

  • Sharpe Ratio Flags Yuan as Best BRIC Carry Trade

    A measure of the yuan’s risks and rewards signals it is the most attractive carry trade among the largest emerging markets, as the yield advantage of China’s bonds over U.S. Treasuries has widened to a 22-month high.

  • `Black Swan' Author Says Investors Should Sue Nobel for Crisis

    Nassim Nicholas Taleb , author of “The Black Swan,” said investors who lost money in the financial crisis should sue the Swedish Central Bank for awarding the Nobel Prize to economists whose theories he said brought down the global economy.

  • Higher IQ Equals a Bigger Equities Portfolio, Study Says

    The smarter you are, the more stock you probably own, according to researchers who say they found a direct link between IQ and equity market participation.

  • Goldman Sachs Can Show SEC Clients Get Best Returns on Its IPOs

    Goldman Sachs Group Inc. , accused by the U.S. government of defrauding investors, is generating better returns for companies and buyers of initial public offerings than any other Wall Street firm.

  • Hedge Fund in a Single Security Makes Bogle See ETFs as Insane

    The skunk works at IShares’ headquarters in San Francisco is buzzing. Researchers in the development lab pore over data flashing across computer screens while colleagues refill their mugs at the coffee bar and huddle in conference rooms illuminated by translucent blue partitions.

  • ETFs Gone Wild

    Exchange-traded funds--many stuffed with exotic derivatives--are shaking up the mutual fundindustry. Regulators want to make sure they don’t become the next financial time bomb.

  • ETFs Gone Wild

    By Edward Robinson July, 2010 (Bloomberg Markets) -- Exchange-traded funds--many stuffed with exotic derivatives--are shaking up the mutual fundindustry. Regulators want to make sure they don’t become the next financial time bomb. The skunk works at IShares’ headquarters in San Francisco is buzzing. Researchers in the development lab pore over data flashing across computer screens while colleagues refill their mugs at the coffee bar and huddle in conference rooms illuminated by translucent blue partitions. These brainiacs, who create the exchange-traded funds that have made the BlackRock Inc. unit the kingpin of the global ETF market, took a radical departure in November from the index trackers IShares has churned out for a decade. They released a hedge fund in a box. The IShares Diversified Alternatives Trust ETF packs the complex bets favored by hedge fund managers into one security.

  • Auto-Enrollment in 401(k)s Benefits Young Savers, Financial Engines Says

    Automatic enrollments in U.S. employer-sponsored 401(k) plans are helping younger workers save enough for retirement, according to Financial Engines Inc.

  • Tesla Gains 41% After 1st U.S. Automaker IPO in 54 Years

    Tesla Motors Inc. , the electric-car company that hasn’t posted a profit, rallied 41 percent after raising $226 million in the first initial public offering of a U.S. automaker in a half century.

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