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Robert C. Merton

Robert C. MertonRobert C. Merton is the School of Management Distinguished Professor of Finance at the MIT Sloan School of Management and John and Natty McArthur University Professor Emeritus at Harvard University. Merton received the Alfred Nobel Memorial Prize in conomic Sciences in 1997 for a new method to determine the value of derivatives. Read More Read Less

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Theory of Rational Option Pricing14 % NR
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Principles of Finance
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13 Feb 2025
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Principles of Finance11 % NR
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Finance, Economics, and Mathematics13 % NR
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26 Jan 2016
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7.
The New Institutionalism in Sociology29 %
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01 Jun 2002
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Finance, Preliminary Edition59 %
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21 Oct 1997
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9.
On Market Timing and Investment Performance Part II2 % NR
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18 Jul 2023
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On Market Timing and Investment Performance Part II11 % NR
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11.
On the Mathematics and Economic Assumptions of Continuous-time Models14 % NR
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An Analytic Derivation of the Efficient Portfolio Frontier12 % NR
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13.
Fallacy of the Log-normal Approximation to Optimal Portfolio Decision-making Over Many Periods14 % NR
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Fallacy of the Log-normal Approximation to Optimal Portfolio Decision-making Over Many Periods11 % NR
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An Analytic Derivation of the Efficient Portfolio Frontier12 % NR
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On the Mathematics and Economic Assumptions of Continuous-time Models11 % NR
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On Market Timing and Investment Performance Part I11 % NR
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On Market Timing and Investment Performance Part I11 % NR
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19.
Theory of Rational Option Pricing11 % NR
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Dividend Behavior for the Aggregate Stock Market11 % NR
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