Fischer Black

Q: What Schools Are Affiliated With Fischer Black

Fischer Black is affiliated with the following schools: Massachusetts Institute of Technology, University of Chicago, Harvard University

Fischer Black's AcademicInfluence.com Rankings

Fischer Black

Economics

#120

World Rank

#158

Historical Rank

#84

USA Rank

economics Degrees

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Economics

Why Is Fischer Black Influential?

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According to Wikipedia, Fischer Sheffey Black was an American economist, best known as one of the authors of the Black–Scholes equation. Background Fischer Sheffey Black was born on January 11, 1938. He graduated from Harvard College in 1959 and received a PhD in applied mathematics from Harvard University in 1964. He was initially expelled from the PhD program due to his inability to settle on a thesis topic, having switched from physics to mathematics, then to computers and artificial intelligence. Black joined the consultancy Bolt, Beranek and Newman, working on a system for artificial intelligence. He spent a summer developing his ideas at the RAND corporation. He became a student of MIT professor Marvin Minsky, and was later able to submit his research for completion of the Harvard PhD.

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Fischer Black's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

The Pricing of Options and Corporate Liabilities (1973) (28778)
Capital Market Equilibrium with Restricted Borrowing (1972) (3067)
The pricing of commodity contracts (1976) (2740)
The Dividend Puzzle (1976) (1447)
Valuing Corporate Securities: Some Effects of Bond Indenture Provisions (1976) (1192)
The effects of dividend yield and dividend policy on common stock prices and returns (1974) (1037)
Fact and Fantasy in the Use of Options (1975) (965)
A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options (1990) (928)
The Valuation of Option Contracts and a Test of Market Efficiency (1972) (870)
How to Use Security Analysis to Improve Portfolio Selection (1973) (751)
Bond and Option Pricing when Short Rates are Lognormal (1991) (706)
Beta and Return (1993) (696)
International capital market equilibrium with investment barriers (1974) (524)
Theory of constant proportion portfolio insurance (1992) (368)
Interest Rates as Options (1995) (362)
Simplifying portfolio insurance (1987) (359)
The Tax Consequences of Long-Run Pension Policy (1980) (357)
Business Cycles and Equilibrium (1987) (308)
Asset Allocation (1991) (286)
Bank funds management in an efficient market (1975) (246)
Estimating Expected Return (1993) (181)
Universal Hedging: Optimizing Currency Risk and Reward in International Equity Portfolios (1989) (174)
An Approach to the Regulation of Bank Holding Companies (1978) (168)
Equilibrium Exchange Rate Hedging (1989) (162)
How we came up with the option formula (1989) (113)
The Magic in Earnings: Economic Earnings versus Accounting Earnings (1980) (84)
Uniqueness of the price level in monetary growth models with rational expectations (1974) (79)
FROM THEORY TO A NEW FINANCIAL PRODUCT (1974) (63)
General Equilibrium and Business Cycles (1982) (59)
An Equilibrium Model of the Crash (1988) (57)
Exploring General Equilibrium (1995) (57)
The Investment Policy Spectrum: Individuals, Endowment Funds and Pension Funds (1976) (55)
HOW TO USE THE HOLES IN BLACK‐SCHOLES (1989) (52)
Simplifying portfolio insurance for corporate pension plans (1988) (50)
Implications of the Random Walk Hypothesis for Portfolio Management (1971) (47)
Mean Reversion and Consumption Smoothing (1989) (45)
The Trouble with Econometric Models (1982) (43)
A Simple Discounting Rule (1988) (36)
ACTIVE AND PASSIVE MONETARY POLICY IN A NEOCLASSICAL MODEL (1972) (36)
Hedging, Speculation, and Systemic Risk (1995) (23)
Toward a Fully Automated Stock Exchange, Part II (1971) (19)
Dividend yields and common stock returns; a new methodology, (1970) (17)
A new investment strategy for pension funds (1981) (15)
The Plan Sponsor's Goal (1995) (13)
The ABCs of Business Cycles (1981) (10)
The Tax Advantages of Pension Fund Investments in Bonds (1980) (8)
Can portfolio managers outrun the random walkers? (1974) (5)
When is a Positive Income Tax Optimal? (1981) (4)
The Dividend Puzzle (1996) (4)
[U.S. Commercial Banking: Trends, Cycles, and Policy]: Comment (1993) (1)
CORPORATE INVES1MENT AND DISCOUNTING RULES (1983) (0)
On the Conceptual Inadequacy of the Original Cost Regulatory System (1980) (0)
Managing currency risk : June 22, 1989, Boston, Massachusetts (1989) (0)
Beta and Return (Fall 1993) (1998) (0)

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Other Resources About Fischer Black

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What Schools Are Affiliated With Fischer Black?

Fischer Black is affiliated with the following schools:

Fischer Black's Academic­Influence.com Rankings