Fischer Black

Sloan School of Management, MIT (Deceased)

N/A

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 477

SSRN RANKINGS

Top 477

in Total Papers Downloads

33,143

CITATIONS
Rank 1,377

SSRN RANKINGS

Top 1,377

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 (37)
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 (142,622)

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
Fischer Black
Sloan School of Management, MIT (Deceased)
Downloads 139 (158,683)
Citation 25

Abstract:

4.

General Equilibrium and Business Cycles

NBER Working Paper No. w0950
Number of pages: 24 Posted: 28 May 2004
Fischer Black
Sloan School of Management, MIT (Deceased)
Downloads 105 (205,545)
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 (287,328)
Citation 3

Abstract:

6.

Mean Reversion and Consumption Smoothing

NBER Working Paper No. w2946
Number of pages: 16 Posted: 16 Jun 2004
Fischer Black
Sloan School of Management, MIT (Deceased)
Downloads 44 (329,467)
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 (364,531)
Citation 57

Abstract:

8.

When is a Positive Income Tax Optimal?

NBER Working Paper No. w0631
Number of pages: 21 Posted: 27 Apr 2000
Fischer Black
Sloan School of Management, MIT (Deceased)
Downloads 27 (390,891)
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: