D-Index & Metrics Best Publications

D-Index & Metrics D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines.

Discipline name D-index D-index (Discipline H-index) only includes papers and citation values for an examined discipline in contrast to General H-index which accounts for publications across all disciplines. Citations Publications World Ranking National Ranking
Economics and Finance D-index 40 Citations 72,962 61 World Ranking 1310 National Ranking 814

Overview

What is he best known for?

The fields of study he is best known for:

  • Finance
  • Macroeconomics
  • Financial economics

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.

His most cited work include:

  • The Pricing of Options and Corporate Liabilities (21953 citations)
  • Capital Market Equilibrium with Restricted Borrowing (2231 citations)
  • The pricing of commodity contracts (2200 citations)

What are the main themes of his work throughout his whole career to date?

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.

He most often published in these fields:

  • Financial economics (26.87%)
  • Monetary economics (22.39%)
  • Interest rate (17.91%)

What were the highlights of his more recent work (between 1991-2012)?

  • Financial system (14.93%)
  • Insolvency (2.99%)
  • Ask price (2.99%)

In recent papers he was focusing on the following fields of study:

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.

Between 1991 and 2012, his most popular works were:

  • Beta and Return (498 citations)
  • Theory of constant proportion portfolio insurance (279 citations)
  • Interest Rates as Options (222 citations)

In his most recent research, the most cited papers focused on:

  • Finance
  • Macroeconomics
  • Inflation

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.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

The Pricing of Options and Corporate Liabilities

Fischer Black;Myron S Scholes.
Journal of Political Economy (1973)

43140 Citations

The Pricing of Options and Corporate Liabilities

Fischer Black;Myron S Scholes.
Journal of Political Economy (1973)

43140 Citations

The pricing of commodity contracts

Fischer Black.
Journal of Financial Economics (1976)

3745 Citations

The pricing of commodity contracts

Fischer Black.
Journal of Financial Economics (1976)

3745 Citations

Capital Market Equilibrium with Restricted Borrowing

Fischer Black.
The Journal of Business (1972)

3731 Citations

Capital Market Equilibrium with Restricted Borrowing

Fischer Black.
The Journal of Business (1972)

3731 Citations

The Capital Asset Pricing Model: Some Empirical Tests

Fischer Black;Michael C. Jensen;Myron Scholes.
Social Science Research Network (1972)

3591 Citations

The Capital Asset Pricing Model: Some Empirical Tests

Fischer Black;Michael C. Jensen;Myron Scholes.
Social Science Research Network (1972)

3591 Citations

VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS

Fischer Black;John C. Cox.
Journal of Finance (1976)

3336 Citations

VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS

Fischer Black;John C. Cox.
Journal of Finance (1976)

3336 Citations

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