Books by Robert C. Merton
Principles of Finance
Robert C. Merton, Zvi Bodie, Richard T. Thakor
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Principles of Finance
Robert C. Merton, Zvi Bodie, Richard T. Thakor
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The Optimality of a Competitive Stock Market
Marti G Subrahmanyam, Robert C Merton
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The Optimality of a Competitive Stock Market
Marti G Subrahmanyam, Robert C Merton
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On the Mathematics and Economic Assumptions of Continuous-time Models
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On the Mathematics and Economic Assumptions of Continuous-time Models
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An Analytic Derivation of the Efficient Portfolio Frontier
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Fallacy of the Log-normal Approximation to Optimal Portfolio Decision-making Over Many Periods
Robert C. Merton, Paul Anthony Samuelson
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An Analytic Derivation of the Efficient Portfolio Frontier
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Fallacy of the Log-normal Approximation to Optimal Portfolio Decision-making Over Many Periods
Robert C. Merton, Paul Anthony Samuelson
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On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts
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On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts
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Dividend Behavior for the Aggregate Stock Market
Robert C Merton, Terry A Marsh
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Dividend Behavior for the Aggregate Stock Market
Robert C. Merton, Terry A. Marsh
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On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills
Robert C. Merton, Roy Henriksson
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On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills
Robert C. Merton, Roy Henriksson
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The impact on option pricing of specification error in the underlying stock price returns
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