Concepedia

Black Model

The "Black Model" is a financial valuation model, belonging to the class of options pricing models, that extends the Black-Scholes framework to options on futures contracts by assuming the underlying asset follows a lognormal distribution and using the futures price as the forward price.

31

Publications

1K

Citations

57

Authors

36

Institutions

Publications per year

2017–2026

6

Variants

Black's ModelBlack-76 Model

Parents

Publications

31

Ethnic Evaluations of Advertising: Interaction Effects of Strength of Ethnic Identification, Media Placement, and Degree of Racial Composition

Corliss L. Green · Journal of Advertising · 1999 · 186 citations

, , +17

A Tractable Framework for Zero-Lower-Bound Gaussian Term Structure Models

Leo Krippner · SSRN Electronic Journal · 2013 · 97 citations · Full text

, , +16

Prediction of Dry-Friction Whirl and Whip Between a Rotor and a Stator

Dara W. Childs, Avijit Bhattacharya · Journal of vibration and acoustics · 2007 · 60 citations

, , +16

An application of the Black–Litterman model with EGARCH-M-derived views for international portfolio management

Steven L. Beach, Alexei G. Orlov · Financial Markets and Portfolio Management · 2007 · 58 citations

, , +15

The Black–Litterman model explained

Wing Cheung · Journal of Asset Management · 2010 · 42 citations

, , +2

1–5 of 31

Authors

57

  1. LK
    Leo Krippner

    Reserve Bank of New Zealand, New Zealand

    2 publications · 126 citations

    2

    h-index

  2. YU
    Yoichi Ueno

    Bank of Japan, Japan

    2 publications · 47 citations

    2

    h-index

  3. JV
    James V. Jordan

    Virginia Tech, United States

    1 publications · 14 citations

    1

    h-index

  4. RO
    Randy O’Toole

    SV Health Investors (United States), United States

    1 publications · 10 citations

    1

    h-index

  5. KB
    Kim B. Anderson

    Oklahoma State University, United States

    1 publications · 11 citations

    1

    h-index

1–5 of 57

Institutions

36

  1. Southern Methodist University

    Dallas, United States

    2 h-index

    4 publications

    88 citations

  2. Metropolitan University College

    Copenhagen, Denmark

    1 h-index

    1 publications

    10 citations

  3. Ministry of Treasury and Finance

    Ankara, Turkey

    1 h-index

    1 publications

    34 citations

  4. Metropolitan College

    Athens, Greece

    1 h-index

    1 publications

    10 citations

  5. University of Massachusetts Amherst

    Amherst Center, United States

    1 h-index

    1 publications

    32 citations

  6. Politecnico di Milano

    Milan, Italy

    1 h-index

    1 publications

    10 citations

  7. University of Reading

    Reading, United Kingdom

    1 h-index

    2 publications

    40 citations

  8. Hacettepe University

    Ankara, Türkiye

    1 h-index

    2 publications

    68 citations

1–8 of 36

Venues

  1. SSRN Electronic Journal

    Repository · 2 publications · 107 citations

    2

    h-index

  2. Journal of Asset Management

    2 publications · 52 citations

    2

    h-index

  3. RePEc: Research Papers in Economics

    Repository · 2 publications · 47 citations

    2

    h-index

  4. Advances in Water Resources

    1 publications · 20 citations

    1

    h-index

  5. Journal of Applied Social Psychology

    1 publications · 11 citations

    1

    h-index

1–5