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Mean Reversion and Consumption Smoothing
Black, Fischer - 2010
Using a simple conventional model with additive separable utility and constant elasticity, we can explain mean reversion and consumption smoothing. The model uses the price of risk and wealth as state variables, but has only one stochastic variable. The price of risk rises temporarily as wealth...
Persistent link: https://www.econbiz.de/10012763423
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Equilibrium exchanges
Black, Fischer - 1994 - Rev.
Persistent link: https://www.econbiz.de/10004203393
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Active and passive monetary policy in a neoclassical model
Black, Fischer - In: The journal of finance : the journal of the American … 27 (1972) 4, pp. 801-814
Persistent link: https://www.econbiz.de/10001923594
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Bank funds management in an effcient market
Black, Fischer - In: Journal of financial economics 2 (1975) 4, pp. 323-339
Persistent link: https://www.econbiz.de/10001923615
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Capital market equilibrium with restricted borrowing
Black, Fischer - In: The journal of business : B 45 (1972) 3, pp. 444-455
Persistent link: https://www.econbiz.de/10001923634
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The dividend puzzle
Black, Fischer - In: Modern developments in financial management, (pp. 72-77). 1976
Persistent link: https://www.econbiz.de/10001923648
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The dividend puzzle : "the harder we look at the dividend picture, the more it seems like a puzzle, with pieces that just don't fit together"
Black, Fischer - In: Financial analysis and planning : theory and application, (pp. 415-418). 1983
Persistent link: https://www.econbiz.de/10001923677
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Equilibrium in the creation of investment goods under uncertainty
Black, Fischer - In: Studies in the theory of capital markets : [papers of …, (pp. 249-265). 1972
Persistent link: https://www.econbiz.de/10001923720
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Fact and fantasy in the use of options
Black, Fischer - In: Modern developments in investment management : a book …, (pp. 684-701). 1978
Persistent link: https://www.econbiz.de/10001923723
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Global monetarism in a world of national currencies
Black, Fischer - In: The Columbia journal of world business : publ. … 13 (1978) 1, pp. 27-32
Persistent link: https://www.econbiz.de/10001923791