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Merton, Robert C.Remove Merton, Robert C. →

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  • Article

On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills

By: Robert C. Merton and Roy D. Henriksson
Keywords: Investment; Performance; Mathematical Methods; Forecasting and Prediction
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  • July 1981
  • Article

On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts

By: Robert C. Merton
Keywords: Investment; Performance; Theory; Value; Forecasting and Prediction; Markets
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  • Article

On Estimating the Expected Return on the Market: An Exploratory Investigation

By: Robert C. Merton
Keywords: Markets
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  • 1979
  • Chapter

Capital Requirements in the Regulation of Financial Intermediaries: A Discussion

By: Robert C. Merton
Keywords: Capital; Financial Markets; Financial Institutions; Governing Rules, Regulations, and Reforms; Policy; Business and Government Relations; Financial Services Industry
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  • July 1978
  • Article

On the Cost of Deposit Insurance When There Are Surveillance Costs

By: Robert C. Merton
Keywords: Cost; Insurance; Banking Industry
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  • April 1978
  • Article

The Returns and Risk of Alternative Call Option Portfolio Investment Strategies

By: Robert C. Merton, Myron S. Scholes and Matthew L. Gladstein
Keywords: Risk and Uncertainty; Investment; Strategy
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  • November 1977
  • Article

On the Pricing of Contingent Claims and the Modigliani-Miller Theorem

By: Robert C. Merton
Keywords: Price; Mathematical Methods
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  • 1977
  • Chapter

A Reexamination of the Capital Asset Pricing Model

By: Robert C. Merton
Keywords: Capital; Asset Pricing; Mathematical Methods
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  • June 1977
  • Article

An Analytic Derivation of the Cost of Deposit Insurance and Loan Guarantees : An Application of Modern Option Pricing Theory

By: Robert C. Merton
Keywords: Cost; Insurance; Financing and Loans; Price; Theory
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  • 1976
  • Working Paper

Continuous-Time Portfolio Theory and the Pricing of Contingent Claims

By: Robert C. Merton
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  • May 1976
  • Article

The Impact on Option Pricing of Specification Error in the Underlying Stock Price Returns

By: Robert C. Merton
Keywords: Price; Stocks
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  • January–February 1976
  • Article

Option Pricing When Underlying Stock Returns are Discontinuous

By: Robert C. Merton
Keywords: Price; Stocks; Assets
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  • November 1975
  • Article

Theory of Finance from the Perspective of Continuous Time

By: Robert C. Merton
Keywords: Theory; Finance
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  • July 1975
  • Article

An Asymptotic Theory of Growth Under Uncertainty

By: Robert C. Merton
Keywords: Theory; Growth and Development; Risk and Uncertainty
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  • May 1974
  • Article

Fallacy of the Log-Normal Approximation to Optimal Portfolio Decision Making over Many Periods

By: Robert C. Merton and Paul A. Samuelson
Keywords: Investment; Decision Making
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  • May 1974
  • Article

On the Pricing of Corporate Debt: The Risk Structure of Interest Rates

By: Robert C. Merton
Keywords: Price; Borrowing and Debt; Risk and Uncertainty; Interest Rates
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  • March 1974
  • Article

Generalized Mean-Variance Tradeoffs for Best Perturbation Corrections to Approximate Portfolio Decisions

By: Paul A. Samuelson and Robert C. Merton
Keywords: Investment; Finance
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  • spring 1974
  • Article

The Optimality of a Competitive Stock Market

By: Robert C. Merton and Marti G. Subrahmanyam
Keywords: Competition; Stocks; Markets
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  • September 1973
  • Article

An Intertemporal Capital Asset Pricing Model

By: Robert C. Merton
Keywords: Capital; Assets
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  • May 1973
  • Book Review

Book Review of Studies in the Theory of Capital Markets, edited by M.C. Jensen

By: Robert C. Merton
Keywords: Theory; Markets
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