Fischer Black

Sloan School of Management, MIT (Deceased)

N/A

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 717

SSRN RANKINGS

Top 717

in Total Papers Downloads

46,538

SSRN CITATIONS
Rank 2,651

SSRN RANKINGS

Top 2,651

in Total Papers Citations

390

CROSSREF CITATIONS

106

Scholarly Papers (10)

1.

The Capital Asset Pricing Model: Some Empirical Tests

Michael C. Jensen, STUDIES IN THE THEORY OF CAPITAL MARKETS, Praeger Publishers Inc., 1972
Number of pages: 54 Posted: 13 Jun 2006
Harvard Business School, Sloan School of Management, MIT (Deceased) and Stanford Graduate School of BusinessPlatinum Grove Asset Management L.P.
Downloads 45,703 (45)
Citation 412

Abstract:

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capital asset pricing, measurements, Cross-sectional Tests, Two-Factor Model, aggregation problem

2.

On the Conceptual Inadequacy of the Original Cost Regulatory System

Harvard NOM Working Paper
Number of pages: 16 Posted: 19 Oct 2005
Harvard Business School, Sloan School of Management, MIT (Deceased) and Boston College - Department of Finance
Downloads 221 (192,741)

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regulatory systems, inflation, interest rates, price index, market rate

3.

Equilibrium Exchange Rate Hedging

NBER Working Paper No. w2947
Number of pages: 27 Posted: 22 Apr 2004 Last Revised: 23 Jul 2022
Fischer Black
Sloan School of Management, MIT (Deceased)
Downloads 193 (218,282)
Citation 3

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4.

General Equilibrium and Business Cycles

NBER Working Paper No. w0950
Number of pages: 24 Posted: 28 May 2004 Last Revised: 06 Feb 2022
Fischer Black
Sloan School of Management, MIT (Deceased)
Downloads 174 (238,678)

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5.

The Tax Advantages of Pension Fund Investments in Bonds

NBER Working Paper No. w0533
Number of pages: 21 Posted: 16 Jul 2004 Last Revised: 18 Jun 2022
Fischer Black
Sloan School of Management, MIT (Deceased)
Downloads 91 (384,480)
Citation 1

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6.

Mean Reversion and Consumption Smoothing

NBER Working Paper No. w2946
Number of pages: 16 Posted: 16 Jun 2004 Last Revised: 22 Jul 2022
Fischer Black
Sloan School of Management, MIT (Deceased)
Downloads 71 (443,573)

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7.

When is a Positive Income Tax Optimal?

NBER Working Paper No. w0631
Number of pages: 21 Posted: 27 Apr 2000 Last Revised: 25 Mar 2022
Fischer Black
Sloan School of Management, MIT (Deceased)
Downloads 45 (547,268)

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8.

The Tax Consequences of Long-Run Pension Policy

Journal of Applied Corporate Finance, Vol. 18, No. 1, pp. 8-14, Winter 2006
Number of pages: 9 Posted: 16 Nov 2006
Fischer Black
Sloan School of Management, MIT (Deceased)
Downloads 40 (572,267)
Citation 11

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9.

Hedging, Speculation, and Systemic Risk

JOURNAL OF DERIVATIVES, Vol 2 No. 4
Posted: 10 Oct 1998
Fischer Black
Sloan School of Management, MIT (Deceased)

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10.

Interest Rates as Options

J. OF FINANCE, Vol. 50 No. 5, December 1995
Posted: 15 Jul 1998
Fischer Black
Sloan School of Management, MIT (Deceased)

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