The GUTMANN CENTER FOR PORTFOLIO MANAGEMENT
at the University of Vienna
www.gutmann-center.at
is pleased to announce the following
PUBLIC LECTURE:
(We apologize for any cross-postings)
Date: March, 25th (Thursday), 4.30 p.m.
Location: Bank Gutmann AG, Schwarzenbergplatz 16, 1010
Wien
www.gutmann.at
Title: "Asset Allocation Optimization: Theory and Practice"
Speaker: Prof. Dr. William F. SHARPE
STANCO 25 Professor of Finance, Emeritus
at Stanford University's Graduate School of
Business
Nobel Prize in Economic Sciences, 1990
http://gobi.stanford.edu/facultybios/bio.asp?ID=151
Prof. Sharpe was one of the originators of the Capital Asset
Pricing Model, developed the Sharpe Ratio for 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.
Dr. Sharpe has published articles in a number of professional
journals, including Management Science, The Journal of Business,
The Journal of Finance, The Journal of Financial Economics, The
Journal of Financial and Quantitative Analysis, The Journal of
Portfolio Management, and The Financial Analysts' Journal.
He has also written six books, including Portfolio Theory and
Capital Markets (McGraw-Hill, 1970 and 2000), Asset Allocation
Tools (Scientific Press, 1987), Fundamentals of Investments
(with Gordon J. Alexander and Jeffrey Bailey, Prentice-Hall,
2000) and Investments (with Gordon J. Alexander and Jeffrey
Bailey, Prentice-Hall, 1999).
Prof. Sharpe is past President of the American Finance
Association. In 1990 he received the Nobel Prize in Economic
Sciences.
He received his Ph.D., M.A. and B.A. in Economics from the
University of California at Los Angeles. He is also the
recipient of a Doctor of Humane Letters, Honoris Causa from
DePaul University, a Doctor Honoris Causa from the University of
Alicante (Spain), and the UCLA Medal, UCLA's highest honor.
Dr. Sharpe is a trustee of the AXA Rosenberg mutual funds and a
member of the board of Financial Engines, Incorporated.
Please register - Contact:
Brigitte Juchelka, Bank Gutmann AG
mail: brigitte.juchelka(a)gutmann.at
Tel.: +43-1-50220-357
Fax: +43-1-50220-249
Further information:
Dorothea Grimm
Gutmann Center for Portfolio Management
mail: dorothea.grimm(a)univie.ac.at
Phone: +43-1-4277-38186
web:
http://www.gutmann-center.at