Index by author

A Tribute to Fischer Black 1996; Volume 23,Issue 5

B

  1. Beaglehole, David R.

    1. Assessing Catastrophe Reinsurance-Linked Securities as a New Asset Class
      Robert H. Litzenberger, David R. Beaglehole and Craig E. Reynolds
      The Journal of Portfolio Management A Tribute to Fischer Black 1996, 23 (5) 76-86; DOI: https://doi.org/10.3905/jpm.1996.076

  2. Bell, Beverly

    1. Editing for Fischer
      Beverly Bell
      The Journal of Portfolio Management A Tribute to Fischer Black 1996, 23 (5) 13-14; DOI: https://doi.org/10.3905/jpm.1996.013

  3. Bernstein, Peter L.

    1. A Brief Introduction
      Peter L. Bernstein
      The Journal of Portfolio Management A Tribute to Fischer Black 1996, 23 (5) 1; DOI: https://doi.org/10.3905/jpm.1996.001

  4. Black, Fischer

    1. The Dividend Puzzle
      Fischer Black
      The Journal of Portfolio Management A Tribute to Fischer Black 1996, 23 (5) 8-12; DOI: https://doi.org/10.3905/jpm.1996.008

C

  1. Cox, John C.

    1. The Constant Elasticity of Variance Option Pricing Model
      John C. Cox
      The Journal of Portfolio Management A Tribute to Fischer Black 1996, 23 (5) 15-17; DOI: https://doi.org/10.3905/jpm.1996.015

D

  1. Derman, Emanuel

    1. Reflections on Fischer
      Emanuel Derman
      The Journal of Portfolio Management A Tribute to Fischer Black 1996, 23 (5) 18-24; DOI: https://doi.org/10.3905/jpm.1996.018

G

  1. Gastineau, Gary L.

    1. Fischer Black: Describing an Elephant
      Gary L. Gastineau
      The Journal of Portfolio Management A Tribute to Fischer Black 1996, 23 (5) 25-28; DOI: https://doi.org/10.3905/jpm.1996.025

  2. Grinold, Richard C.

    1. Domestic Grapes from Imported Wine
      Richard C. Grinold
      The Journal of Portfolio Management A Tribute to Fischer Black 1996, 23 (5) 29-40; DOI: https://doi.org/10.3905/jpm.1996.029

I

  1. Ingersoll, Jonathan E.

    1. Fischer Black: Some Personal Memories
      Jonathan E. Ingersoll
      The Journal of Portfolio Management A Tribute to Fischer Black 1996, 23 (5) 41-42; DOI: https://doi.org/10.3905/jpm.1996.041

L

  1. Leland, Hayne E.

    1. Options and Expectations
      Hayne E. Leland
      The Journal of Portfolio Management A Tribute to Fischer Black 1996, 23 (5) 43-51; DOI: https://doi.org/10.3905/jpm.1996.043

  2. Litterman, Robert

    1. Hot Spots™ and Hedges
      Robert Litterman
      The Journal of Portfolio Management A Tribute to Fischer Black 1996, 23 (5) 52-75; DOI: https://doi.org/10.3905/jpm.1996.052

  3. Litzenberger, Robert H.

    1. Assessing Catastrophe Reinsurance-Linked Securities as a New Asset Class
      Robert H. Litzenberger, David R. Beaglehole and Craig E. Reynolds
      The Journal of Portfolio Management A Tribute to Fischer Black 1996, 23 (5) 76-86; DOI: https://doi.org/10.3905/jpm.1996.076

P

  1. Petzel, Todd E.

    1. Fischer Black and the Derivatives Revolution
      Todd E. Petzel
      The Journal of Portfolio Management A Tribute to Fischer Black 1996, 23 (5) 87-91; DOI: https://doi.org/10.3905/jpm.1996.087

R

  1. Reynolds, Craig E.

    1. Assessing Catastrophe Reinsurance-Linked Securities as a New Asset Class
      Robert H. Litzenberger, David R. Beaglehole and Craig E. Reynolds
      The Journal of Portfolio Management A Tribute to Fischer Black 1996, 23 (5) 76-86; DOI: https://doi.org/10.3905/jpm.1996.076

T

  1. Treynor, Jack L.

    1. Remembering Fischer Black
      Jack L. Treynor
      The Journal of Portfolio Management A Tribute to Fischer Black 1996, 23 (5) 92-96; DOI: https://doi.org/10.3905/jpm.1996.092
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The Journal of Portfolio Management
Vol. 23, Issue 5
A Tribute to Fischer Black 1996
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