The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 1990
Harry M. Markowitz, Merton H. Miller, William F. Sharpe
Interview with Professor William Sharpe at the 1st Meeting of Laureates in Economic Sciences in Lindau, Germany, September 1-4, 2004. Interviewer is freelance journalist Marika Griehsel.
Professor Sharpe talks about how he got to hear the news of the Prize, in what aspects the Prize has changed his life and work (2:54), interests as a child (9:11), his being early in computer programming (10:50), computers in the financial market (12:18), the Capital Asset Pricing Model today (14:58), academic research versus economics in "the real world" (20:30), gives advise to students (23:16) and comments on the increased uncertainty in the world (26:32).
Read a Transcript of the Interview with William F. Sharpe