Fischer Black

Sloan School of Management, MIT (Deceased)

N/A

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 688

SSRN RANKINGS

Top 688

in Total Papers Downloads

44,143

SSRN CITATIONS
Rank 2,700

SSRN RANKINGS

Top 2,700

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 43,355 (43)
Citation 412

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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 202 (191,651)

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

3.

Equilibrium Exchange Rate Hedging

Number of pages: 27 Posted: 22 Apr 2004 Last Revised: 23 Jul 2021
Fischer Black
Sloan School of Management, MIT (Deceased)
Downloads 185 (207,402)
Citation 3

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4.

General Equilibrium and Business Cycles

Number of pages: 24 Posted: 28 May 2004 Last Revised: 08 Aug 2021
Fischer Black
Sloan School of Management, MIT (Deceased)
Downloads 165 (228,802)

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5.

The Tax Advantages of Pension Fund Investments in Bonds

Number of pages: 21 Posted: 16 Jul 2004
Fischer Black
Sloan School of Management, MIT (Deceased)
Downloads 89 (358,875)
Citation 1

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6.

Mean Reversion and Consumption Smoothing

Number of pages: 16 Posted: 16 Jun 2004 Last Revised: 22 Jul 2021
Fischer Black
Sloan School of Management, MIT (Deceased)
Downloads 65 (428,851)

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7.

When is a Positive Income Tax Optimal?

Number of pages: 21 Posted: 27 Apr 2000 Last Revised: 24 Sep 2021
Fischer Black
Sloan School of Management, MIT (Deceased)
Downloads 43 (515,429)

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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 39 (534,494)
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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