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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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1.
Theory of Rational Option Pricing11 % NR
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Principles of FinanceNR
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Principles of Finance8 % NR
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13 Feb 2025
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Finance, Economics, and Mathematics11 % NR
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26 Jan 2016
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8.
Finance, Preliminary Edition
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21 Oct 1997
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9.
On Market Timing and Investment Performance Part IINR
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18 Jul 2023
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10.
On Market Timing and Investment Performance Part II9 % NR
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18 Jul 2023
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11.
An Analytic Derivation of the Efficient Portfolio Frontier10 % NR
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27 Oct 2022
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12.
Theory of Rational Option Pricing9 % NR
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13.
Fallacy of the Log-normal Approximation to Optimal Portfolio Decision-making Over Many Periods9 % NR
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Fallacy of the Log-normal Approximation to Optimal Portfolio Decision-making Over Many Periods12 % NR
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An Analytic Derivation of the Efficient Portfolio Frontier10 % NR
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On Market Timing and Investment Performance Part I9 % NR
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On Market Timing and Investment Performance Part I9 % NR
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18.
On the Mathematics and Economic Assumptions of Continuous-time Models9 % NR
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27 Oct 2022
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19.
On the Mathematics and Economic Assumptions of Continuous-time Models12 % NR
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20.
Dividend Behavior for the Aggregate Stock Market10 % NR
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