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Joined 2026-09-21
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Tagged:
Work by Fischer Black
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Global Portfolio Optimization by Fischer Black and Robert Litterman
2026-11-05
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rpc.cfainstitute.org/research/financial-analysts-journal/1992/faj-v48-n5-28
Publisher record and
abstract
. Financial Analysts Journal48(
5)
,1992,pp.28–43: equilibrium
expected returns
as
a
neutral
reference
and incorporation of investor views with differing confidence.
0
The Pricing of Options and Corporate Liabilities by Fischer Black and Myron Scholes
2026-11-05
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By
Fischer Black
,
Myron Scholes
. Journal of Political
Economy
81(
3)
, pages 637–654, May–June 1973.
Publisher:
www.journals.uchicago.edu/doi/10.1086/260062
Original paper:
finance.martinsewell.com/option-pricing/BlackScholes1973.pdf
Develops the option-replication argument and the
Black-Scholes model
pricing
equation
.
Total
articles
:
2