Robert C. Merton

Books by Robert C. Merton

Total count: 36

• 
  An analytic derivation of the efficient portfolio frontier

  M.I.T.]1970-01-01
• 
  Optimum consumption and portfolio rules in a continuous-time model

  M.I.T.]1970-01-01
• 
  Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods

  M.I.T. Alfred P. Sloan School of Management1972-01-01
• 
  The optimality of a competitive stock market

  M.I.T.]1973-01-01
• 
  The impact on option pricing of specification error in the underlying stock price returns

  M.I.T. Alfred P. Sloan School of Management1976-01-01
• 
  On the mathematics and economic assumptions of continuous-time models

  Alfred P. Sloan School of Management, M.I.T.1978-01-01
• 
  On market timing and investment performance part Ian equilibrium theory of value for market forecasts

  Alfred P. Sloan School of Management, Massachusetts Institute of Technology1979-01-01
• Capital market theory and the pricing of financial securities.rev.

  MassachusettsInstitute of Technology1987-01-01
• 
  Continuous-time finance

  B. Blackwell1990-01-01
• The financial system and economic performance

  Division of Research, Harvard Business School1990-01-01
• Optimal investment strategies for university endowment funds

  National Bureau of Economic Research1991-01-01
• 
  Continuous -Time Finance (Macroeconomics and Finance)

  Blackwell Publishing Limited1992-08-01
• Financial innovation and the management and regulation of financial institutions

  National Bureau of Economic Research1995-01-01
• A model of contract guarantees for credit-sensitive, opaque financial intermediaries

  Division of Research, Harvard Business School1997-01-01
• 
  Finance Preliminary Edition

  Prentice Hall1998-01-15
• 
  Finance Preliminary Edition1st edition

  Prentice Hall1998-01-15
• The design of financial systemstowards a synthesis of function and structure

  Division of Research, Harvard Business School2002-01-01
• Handbook of Economics of Finance

  Elsevier Science Ltd2002-04-01
• Landmark Papers in Derivatives

  Elgar Publishing Limited, Edward2003-01-01
• Corporate Finance

  Pearson Education, Limited2003-01-01
and 16 more