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Fischer Black and the Revolutionary Idea of Finance (a review)

Robert Litterman and Martin S. Fridson

Financial Analysts Journal, 2006, vol. 62, issue 3, 74-75

Abstract: The tale of Fischer Black’s life, with all its eccentricities, is marvelously told in the weaving together of two stories—the history of Black’s ideas about the capital asset pricing model and a biography of the man.

Date: 2006
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DOI: 10.2469/faj.v62.n3.4161

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