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Author
Robert C. Merton
also known as R. C. Merton, ROBERT C. MERTON, Robert C Merton
Massachusetts Institute of Technology · New School · Boston University · John D. and Catherine T. MacArthur Foundation
About this author
Works
223
Cited by
75,397
h-index
63
i10
110
Top papers
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
Robert C. Merton
·
1974
·
The Journal of Finance
↗ 11,016
OA
Theory of rational option pricing
Robert C. Merton
·
2005
·
WORLD SCIENTIFIC eBooks
↗ 7,443
An Intertemporal Capital Asset Pricing Model
Robert C. Merton
·
1973
·
Econometrica
↗ 6,734
Optimum consumption and portfolio rules in a continuous-time model
Robert C. Merton
·
1971
·
Journal of Economic Theory
↗ 6,139
Option pricing when underlying stock returns are discontinuous
Robert C. Merton
·
1976
·
Journal of Financial Economics
↗ 6,074
OA
A Simple Model of Capital Market Equilibrium with Incomplete Information
Robert C. Merton
·
1987
·
The Journal of Finance
↗ 5,751
OA
Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case
Robert C. Merton
·
1969
·
The Review of Economics and Statistics
↗ 5,323
On estimating the expected return on the market
Robert C. Merton
·
1980
·
Journal of Financial Economics
↗ 2,916
On the Pricing of Corporate Debt: The Risk Structure of Interest Rates
Robert C. Merton
·
1974
·
The Journal of Finance
↗ 2,810
An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory
Robert C. Merton
·
1977
·
Journal of Banking & Finance
↗ 1,942
Continuous-Time Finance.
Stephen A. Ross, Robert C. Merton
·
1991
·
The Journal of Finance
↗ 1,847
On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills
Roy Henriksson, Robert C. Merton
·
1981
·
The Journal of Business
↗ 1,335
Books
Continuous-time finance
1990
·
B. Blackwell
On market timing and investment performance part I
1979
·
Alfred P. Sloan School of Management, Massachusetts Institute of Technology
Finance
1998
·
Pearson Education, Limited
Analytic Derivation of the Efficient Portfolio Frontier
2018
·
Creative Media Partners, LLC
Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
1972
·
Creative Media Partners, LLC
Fundamentals of Finance
2020
·
Cambridge University Press
Capital market theory and the pricing of financial securities
1987
·
Division of Research, Harvard Business School
The design of financial systems
2002
·
Division of Research, Harvard Business School