Fischer Black

60.0k citations
68 papers · 36.4k · 14 hit papers · h-index 40

Impact in

  • Finance top 0.01%
    • Financial Markets and Investment Strategies
    • Stochastic processes and financial applications
    • Financial Risk and Volatility Modeling
    • Capital Investment and Risk Analysis
    • Credit Risk and Financial Regulations
    • Banking stability, regulation, efficiency
  • Accounting top 0.05%
    • Corporate Finance and Governance

Papers in

    • Financial Markets and Investment Strategies 25
    • Stochastic processes and financial applications 8
    • Capital Investment and Risk Analysis 6
    • Economic theories and models 10
    • Complex Systems and Time Series Analysis 9

Fischer Black

68 papers receiving 31.3k citations

Fischer Black's Hit Papers

Global Portfolio Optimization 1992 · 1.1k citations
1.1k0+18+36Years since publication5.0k10.0k15.0k

Peers

Fischer Black
Comparison fields: 5 of 168
  • Finance 29.3k
  • Accounting 9.2k
  • Economics and Econometrics 16.1k
  • General Economics, Econometrics and Finance 3.8k
  • Management Science and Operations Research 4.0k
Replace Myron S. Scholes with:
Myron S. Scholes United States
Robert C. Merton United States
Eduardo S. Schwartz United States
Darrell Duffie United States
Michael J. Brennan United States
John C. Cox United States
Andrew W. Lo United States
William F. Sharpe United States
Jonathan E. Ingersoll United States
Whitney K. Newey United States
Fischer Black relative to Myron S. Scholes United States Myron S. Scholes's profile →
Citations per field
00.5×1.5×1.9×
Myron S. Scholes · 1×
Citations per year

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-authors

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

20 of 20 papers shown

Showing the 20 most-cited of 68 papers — load more, or switch the sort, to bring in the rest.

#Work
1
The Pricing of Options and Corporate Liabilities
Hit paper breakdown →
197317495
2
Capital Market Equilibrium with Restricted Borrowing
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19722001
3
The pricing of commodity contracts
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19761744
4
The Capital Asset Pricing Model: Some Empirical Tests
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19721712
5
VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS
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19761597
6
Noise
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19861244
7
Global Portfolio Optimization
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19921056
8
The Dividend Puzzle
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1976861
9
The effects of dividend yield and dividend policy on common stock prices and returns
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1974698
10
Fact and Fantasy in the Use of Options
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1975692
11
Studies of stock market volatility changes
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1976561
12
How to Use Security Analysis to Improve Portfolio Selection
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1973540
13 1990486
14
THE VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY
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1972434
15 1993431
16 1986405
17 1991401
18 1974382
19
The Valuation of Option Contracts and a Test of Market Efficiency
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1972357
20 1976341

About Fischer Black

Fischer Black is a scholar working on Finance, Economics and Econometrics, Accounting, General Economics, Econometrics and Finance and Strategy and Management, having authored 68 papers that have together received 36.4k 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), Insurance, Mortality, Demography, Risk Management (5 papers) and Financial Literacy, Pension, Retirement Analysis (5 papers). The work is most often cited by research in Finance (29.3k citations), Accounting (9.2k citations), Economics and Econometrics (16.1k citations), General Economics, Econometrics and Finance (3.8k citations) and Management Science and Operations Research (4.0k citations). Fischer Black has collaborated with scholars based in United States, Switzerland and Hungary. 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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