Fischer Black

59.7k citations

68 papers · 36.3k indexed · 14 hit papers · h-index 40

Finance top 0.01%
- Financial Markets and Investment Strategies 25
- Stochastic processes and financial applications 8
- Capital Investment and Risk Analysis 6
Accounting top 0.05%
- Financial Literacy, Pension, Retirement Analysis 5
Economics and Econometrics top 0.01%
- Economic theories and models 10
- Complex Systems and Time Series Analysis 9
General Economics, Econometrics and Finance top 0.1%
- Monetary Policy and Economic Impact 7
Management Science and Operations Research top 0.05%
Demography
- Insurance, Mortality, Demography, Risk Management 5

Co-authors: Myron S. Scholes John C. Cox Robert B. Litterman Michael C. Jensen Jack L. Treynor Emanuel Derman Jerome B. Cohen Jeremy J. Siegel
Cited by: Finance Accounting Economics and Econometrics
Journals: Financial Analysts Journal (19 papers)The Journal of Finance (17 papers)The Journal of Portfolio Management (9 papers)
Partner nations: United States Switzerland Israel

In The Last Decade

Fischer Black

68 papers receiving 30.9k citations

Hit Papers

14 papers align trajectories log scale

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

1992 Financial Analysts Journal
1986 The Journal of Finance
1976 Journal of Financial Economics
1976 The Journal of Finance
1976 The Journal of Portfolio Management
1976 Medical Entomology and Zoology
1975 Financial Analysts Journal
1974 Journal of Financial Economics
1973 The Journal of Business
1973 Journal of Political Economy
1972 The Journal of Finance
1972 The Capital Asset Pricing Model: Some Empirical Tests
1972 The Journal of Business
1972 The Journal of Finance

Peers

Countries citing papers authored by Fischer Black

Since Specialization

Citations

This map shows the geographic impact of Fischer Black's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Fischer Black with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Fischer Black more than expected).

Fields of papers citing papers by Fischer Black

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Fischer Black. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Fischer Black. The network helps show where Fischer Black may publish in the future.

Co-authorship network

The 13 scholars most cited alongside Fischer Black, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Fischer Black Line = papers co-authored together Fischer Black links everyone, so they are left out of the graph.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

#	Work
1	Estimación del rendimiento esperado Fischer Black	1999	1
2	Exploring General Equilibrium RePEc: Research Papers in Economics ·Fischer Black	1995	38
3	Equilibrium Exchanges Financial Analysts Journal ·Fischer Black	1995	24
4	Interest Rates as Options The Journal of Finance ·Fischer Black	1995	51
5	Equilibrium Exchange Rate Hedging The Journal of Finance ·Fischer Black	1990	28
6	An Equilibrium Model of the Crash NBER Macroeconomics Annual ·Fischer Black	1988	21
7	Business Cycles and Equilibrium. The Journal of Finance ·Jeremy J. Siegel,Fischer Black	1988	172
8	Noise The Journal of Finance ·Fischer Black	1986	401
9	The Magic in Earnings: Economic Earnings versus Accounting Earnings Financial Analysts Journal ·Fischer Black	1980	72
10	The Tax Consequences of Long-Run Pension Policy Financial Analysts Journal ·Fischer Black	1980	217
11	TAXES AND THE PRICING OF OPTIONS The Journal of Finance ·Fischer Black,Myron S. Scholes	1976	48
12	The Investment Policy Spectrum: Individuals, Endowment Funds and Pension Funds Financial Analysts Journal ·Fischer Black	1976	42
13	The pricing of commodity contractsbreakdown → Journal of Financial Economics ·Fischer Black	1976	1741
14	Bank funds management in an efficient market Journal of Financial Economics ·Fischer Black	1975	147
15	Fact and Fantasy in the Use of Optionsbreakdown → Financial Analysts Journal ·Fischer Black	1975	692
16	International capital market equilibrium with investment barriers Journal of Financial Economics ·Fischer Black	1974	382
17	The effects of dividend yield and dividend policy on common stock prices and returnsbreakdown → Journal of Financial Economics ·Fischer Black,Myron S. Scholes	1974	696
18	Active and Passive Monetary Policy in a Neoclassical Model The Journal of Finance ·Fischer Black	1972	10
19	Implications of the Random Walk Hypothesis for Portfolio Management Financial Analysts Journal ·Fischer Black	1971	34
20	Toward a Fully Automated Stock Exchange, Part II Financial Analysts Journal ·Fischer Black	1971	37

About Fischer Black

Fischer Black is a scholar working on Finance, General Economics, Econometrics and Finance and Accounting, having authored 68 papers that have together received 36.3k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (25 papers), Economic theories and models (10 papers), Complex Systems and Time Series Analysis (9 papers), Stochastic processes and financial applications (8 papers), Monetary Policy and Economic Impact (7 papers), Capital Investment and Risk Analysis (6 papers), Financial Literacy, Pension, Retirement Analysis (5 papers) and Insurance, Mortality, Demography, Risk Management (5 papers). The work is most often cited by research in Finance (29.3k citations), Accounting (9.2k citations) and Economics and Econometrics (16.1k citations). Fischer Black has collaborated with scholars based in United States, Switzerland and Israel. Frequent co-authors include Myron S. Scholes, John C. Cox, Robert B. Litterman, Michael C. Jensen, Jack L. Treynor, John C. Cox, Emanuel Derman, Jerome B. Cohen, Jeremy J. Siegel and Merton H. Miller. Their work appears in journals such as Financial Analysts Journal, The Journal of Finance, The Journal of Portfolio Management, Journal of Financial Economics and The Journal of Business.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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