His primary areas of investigation include Financial economics, Monetary economics, Dividend payout ratio, Dividend policy and Dividend puzzle. His work in Financial economics tackles topics such as Valuation which are related to areas like Bond. His research integrates issues of Physical capital, Natural borrowing limit and Financial system in his study of Monetary economics.
His Dividend payout ratio study incorporates themes from Expected return, Dividend yield and Common stock. His study in Option-adjusted spread is interdisciplinary in nature, drawing from both Interest rate option, Interest rate derivative, Bond option and Interest rate risk. His work in the fields of Black–Scholes model, such as Trinomial tree, intersects with other areas such as Non-qualified stock option.
Fischer Black spends much of his time researching Financial economics, Monetary economics, Interest rate, Portfolio and Financial system. His Financial economics study focuses on Option-adjusted spread in particular. The concepts of his Option-adjusted spread study are interwoven with issues in Trinomial tree, Binomial options pricing model, Real options valuation and Black model.
His Monetary economics research incorporates themes from Dividend puzzle, Dividend payout ratio and Physical capital, Capital. His Interest rate study integrates concerns from other disciplines, such as General equilibrium theory, Pension, Monetary policy, Investment and Bond. His Expected return study in the realm of Portfolio connects with subjects such as Variance.
Fischer Black mainly investigates Financial system, Insolvency, Ask price, Debt and Speculation. His work on Commercial banking as part of general Financial system study is frequently linked to Public administration and Financial risk management, therefore connecting diverse disciplines of science. His work in Insolvency is not limited to one particular discipline; it also encompasses Monetary economics.
Fischer Black mostly deals with Endocrinology, Beta, Portfolio insurance, Portfolio and Rate of return on a portfolio. He combines subjects such as Expected return, Microeconomics and Constant proportion portfolio insurance with his study of Portfolio insurance. Fischer Black is involved in the study of Portfolio that focuses on Replicating portfolio in particular.
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The Pricing of Options and Corporate Liabilities
Fischer Black;Myron S Scholes.
Journal of Political Economy (1973)
The Pricing of Options and Corporate Liabilities
Fischer Black;Myron S Scholes.
Journal of Political Economy (1973)
The pricing of commodity contracts
Fischer Black.
Journal of Financial Economics (1976)
The pricing of commodity contracts
Fischer Black.
Journal of Financial Economics (1976)
Capital Market Equilibrium with Restricted Borrowing
Fischer Black.
The Journal of Business (1972)
Capital Market Equilibrium with Restricted Borrowing
Fischer Black.
The Journal of Business (1972)
The Capital Asset Pricing Model: Some Empirical Tests
Fischer Black;Michael C. Jensen;Myron Scholes.
Social Science Research Network (1972)
The Capital Asset Pricing Model: Some Empirical Tests
Fischer Black;Michael C. Jensen;Myron Scholes.
Social Science Research Network (1972)
VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS
Fischer Black;John C. Cox.
Journal of Finance (1976)
VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS
Fischer Black;John C. Cox.
Journal of Finance (1976)
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