Robert C. Merton – författare

Continuous-Time Finance

Theory of Rational Option Pricing

Theory of Rational Option Pricing

On Market Timing and Investment Performance Part I

An Equilibrium Theory of Value for Market Forecasts

On Market Timing and Investment Performance Part I

An Equilibrium Theory of Value for Market Forecasts

Fallacy of the Log-normal Approximation to Optimal Portfolio Decision-making Over Many Periods

Analytic Derivation of the Efficient Portfolio Frontier

Analytic Derivation of the Efficient Portfolio Frontier

Fallacy of the Log-normal Approximation to Optimal Portfolio Decision-making Over Many Periods

Dividend Behavior for the Aggregate Stock Market

Dividend Behavior for the Aggregate Stock Market

On the Mathematics and Economic Assumptions of Continuous-time Models

On the Mathematics and Economic Assumptions of Continuous-time Models

On Market Timing and Investment Performance Part II

Statistical Procedures for Evaluating Forecasting Skills

On Market Timing and Investment Performance Part II

Statistical Procedures for Evaluating Forecasting Skills

Principles of Finance

Principles of Finance

The Optimality of a Competitive Stock Market