Robert C. Merton
34 works on record
Works
Finance
1998
Optimum consumption and portfolio rules in a continuous-time model
Finanzas y Gestion
Finance, Economics, and Mathematics
Landmark Papers in Derivatives
Fundamentals of Finance : Volume 2
Fundamentals of Finance : Volume 3
Fundamentals of Finance
Worth the Risk
Annual Review of Financial Economics
Analytic Derivation of the Efficient Portfolio Frontier
Optimality of a Competitive Stock Market
Finanzas with CDROM / Finance
Corporate Finance
Theory of Rational Option Pricing
On the Mathematics and Economic Assumptions of Continuous-Time Models
Principles of Finance
A model of contract guarantees for credit-sensitive, opaque financial intermediaries
The financial system and economic performance
The optimality of a competitive stock market
Capital market theory and the pricing of financial securities
Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
The impact on option pricing of specification error in the underlying stock price returns
Handbook of Economics of Finance
Continuous -Time Finance (Macroeconomics and Finance)
The design of financial systems
An analytic derivation of the efficient portfolio frontier
Theory of rational option pricing
Financial innovation and the management and regulation of financial institutions
Continuous-time finance
On market timing and investment performance part I
Optimal investment strategies for university endowment funds
On the mathematics and economic assumptions of continuous-time models
Transparency, risk management and international financial fragility