Profile Major Works Resources

Fischer Black, 1938-1995

 Portrait of Fischer Black

 

  


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Major Works of Fischer Black

  • "Banking and Interest Rates in a World without Money: the effects of uncontrolled banking", 1970, J of Banking Research
  • "Active and Passive Monetary Policy in a Neoclassical Model", 1972, J of Finance
  • "The Valuation of Option Contracts and a Test of Market Efficiency", with M.S. Scholes, 1972, J of Finance
  • "Capital Market Equilibrium with Restricted Borrowing", 1972, J of Business
  • "The Capital-Asset Pricing Model: Some empirical tests", with M. Jensen and M.S. Scholes, 1972, in Jensen, editor, Studies in the Theory of Capital Markets
  • "The Pricing of Options and Corporate Liabilities", with M.S. Scholes, 1973, JPE
  • "The Effects of Dividend Yield and Dividend Policy on Common Stock Prices and Returns", with M.S. Scholes, 1974, J Financial Econ
  • "International Capital Market Equilibrium with Investment Barriers", 1974, J of Financial Econ
  • "Uniqueness of the Price Level in Monetary Growth Models with Rational Expectations", 1974, JET
  • "The Pricing of Commodity Contracts", 1976, J of Financial Econ
  • "An Approach to the Regulation of Bank Holding Companies", with M.H. Miller and R. A. Posner,1978,  J of Business
  • "Global Monetarism in a World of National Currencies", 1978, Columbia J of World Business
  • "The Magic in Earnings: economic earnings versus accounting earnings", 1980, J of Financial Analysis
  • "Noise", 1986, J of Finance

HET

 

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Resources on Fischer Black

 

 
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