Robert C. Merton
Books
- Fundamentals of Finance
- Fundamentals of Finance : Volume 2
- Fundamentals of Finance : Volume 3
- Annual Review of Financial Economics
- Macroeconomics and Finance
- Finance, Economics, and Mathematics
- Capital market theory and the pricing of financial securities
- Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
- On market timing and investment performance part I
- Theory of rational option pricing
- On Estimating the Expected Return on the Market
- Pension Plan Integration as Insurance Against Social Security Risk
- Applications of option-pricing theory, twenty-five years later
- Transparency, risk management and international financial fragility
- Financial innovation and the management and regulation of financial institutions
- On the mathematics and economic assumptions of continuous-time models
- Continuous-time finance
- On the Role of Social Security as a Means for Efficient Risk-Bearing in an Economy Where Human Capital Is Not Tradeable
- Defined Benefit versus Defined Contribution Pension Plans
- The financial system and economic performance
- Principles of Finance
- Theory of Rational Option Pricing
- Finanzas with CDROM / Finance
- Analytic Derivation of the Efficient Portfolio Frontier
- Worth the Risk
- Finance
- Continuous -Time Finance (Macroeconomics and Finance)
- Handbook of Economics of Finance
- Optimal investment strategies for university endowment funds
- On Consumption-Indexed Public Pension Plans
- A New Framework for Analyzing and Managing Macrofinancial Risks of an Economy
- A model of contract guarantees for credit-sensitive, opaque financial intermediaries
- On the Mathematics and Economic Assumptions of Continuous-Time Models
- Corporate Finance
- Optimality of a Competitive Stock Market
- Landmark Papers in Derivatives
- An analytic derivation of the efficient portfolio frontier
- The design of financial systems
- The impact on option pricing of specification error in the underlying stock price returns
- The optimality of a competitive stock market
Author data: Open Library