Fischer Black

Sloan School of Management, MIT (Deceased)

N/A

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 478

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Top 478

in Total Papers Downloads

33,677

CITATIONS
Rank 1,381

SSRN RANKINGS

Top 1,381

in Total Papers Citations

402

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
Michael C. Jensen, Fischer Black and Myron S. Scholes
SSRN, Sloan School of Management, MIT (Deceased) and Stanford Graduate School of Business
Downloads 26,830 (38)
Citation 276

Abstract:

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
SSRN, Sloan School of Management, MIT (Deceased) and Boston College - Department of Finance
Downloads 163 (144,157)

Abstract:

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 2010
Fischer Black
Sloan School of Management, MIT (Deceased)
Downloads 139 (160,269)
Citation 25

Abstract:

4.

General Equilibrium and Business Cycles

NBER Working Paper No. w0950
Number of pages: 24 Posted: 28 May 2004 Last Revised: 08 Aug 2010
Fischer Black
Sloan School of Management, MIT (Deceased)
Downloads 105 (208,767)
Citation 33

Abstract:

5.

The Tax Advantages of Pension Fund Investments in Bonds

NBER Working Paper No. w0533
Number of pages: 21 Posted: 16 Jul 2004
Fischer Black
Sloan School of Management, MIT (Deceased)
Downloads 60 (291,656)
Citation 3

Abstract:

6.

Mean Reversion and Consumption Smoothing

NBER Working Paper No. w2946
Number of pages: 16 Posted: 16 Jun 2004 Last Revised: 22 Jul 2010
Fischer Black
Sloan School of Management, MIT (Deceased)
Downloads 44 (334,407)
Citation 7

Abstract:

7.

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 37 (369,935)
Citation 58
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Abstract:

8.

When is a Positive Income Tax Optimal?

NBER Working Paper No. w0631
Number of pages: 21 Posted: 27 Apr 2000 Last Revised: 03 Jan 2002
Fischer Black
Sloan School of Management, MIT (Deceased)
Downloads 27 (392,556)
Citation 1

Abstract:

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)

Abstract:

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)

Abstract: