Keith H. Black

International Asset Allocation with Regime Shifts

Keith H. Black · CFA Digest · 2003 · 122 citations · Full text

Economics, Financial Economics, International Finance +6

Testing Trade-Off and Pecking Order Predictions about Dividends and Debt

Keith H. Black · CFA Digest · 2002 · 86 citations · Full text

Empirical Finance, Payout Policy, Economics +9

Improving Hedge Fund Risk Exposures by Hedging Equity Market Volatility, or How the VIX Ate My Kurtosis

Keith H. Black · The Journal of Trading · 2006 · 77 citations

Volatility Modeling, Portfolio Optimization, Financial Economics +12

Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets

Keith H. Black · CFA Digest · 2002 · 71 citations · Full text

Empirical Finance, Financial Economics, Asset Pricing +9

Active Risk Budgeting in Action: Understanding Hedge Fund Performance

Keith H. Black · CFA Digest · 2005 · 30 citations

Active Risk Budgeting, Fund Management, Hedge Fund +3