Here is an interview from IndexUniverse.com, dated May 15, 2008, plus some info about his latest book, Investors and Markets: Portfolio Choices, Asset Prices, and Investment Advice.

http://www.indexuniverse.com/sections/features/12/4115-straight-from-the-source-william-f-sharpe.html 

Some excerpts:

IU: How should investors approach asset allocation?

Sharpe:  ".........One of my favorite diatribes is, "How can you possibly do your asset allocation without looking at the market values of the asset classes out there today?" That's probably the most valuable information you can get as to the future prospects of those asset classes, and what astounds me is the fact that many people—many of them very sophisticated—do asset allocation without even checking to see what the relative values of the outstanding shares in, say, European securities, U.S. securities, emerging markets, etc., are."

UhOh!

IU: How important is international diversification?

Sharpe:  "I'd have to say probably less than it used to be. I think what we're seeing is a lot more correlation of markets around the world, and it makes a lot of sense. We've got much more integration of trade, and we've got much more integration of financial markets........."

UhOh! again.

IU: Are people saving enough for retirement?

Sharpe: "Many people are not saving enough......"

That's probably the biggest understatement.  Your savings rate is the single biggest determinant of how much cat food you will need in retirement.

Coy