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Do a firm's equity returns reflect the risk of its pension plan?
Jin, Li; Merton, Robert C.; Bodie, Zvi - In: Journal of financial economics 81 (2006) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10003340661
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Systemic risk and the refinancing ratchet effect
Khandani, Amir E.; Lo, Andrew W.; Merton, Robert C. - In: Journal of financial economics 108 (2013) 1, pp. 29-45
Persistent link: https://www.econbiz.de/10009746574
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Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
Merton, Robert C.; Samuelson, Paul Anthony - In: Journal of financial economics 1 (1974) 1, pp. 67-94
Persistent link: https://www.econbiz.de/10003630765
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On estimating the expected return on the market : an exploratory investigation
Merton, Robert C. - In: Journal of financial economics 8 (1980) 4, pp. 323-361
Persistent link: https://www.econbiz.de/10002480671
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On the pricing of contingent claims and the Modigliani-Miller theorem
Merton, Robert C. - In: Journal of financial economics 5 (1977) 2, pp. 241-249
Persistent link: https://www.econbiz.de/10002480769
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Option, pricing when underlying stock returns are discontinuous
Merton, Robert C. - In: Journal of financial economics 3 (1976) 1/2, pp. 125-144
Persistent link: https://www.econbiz.de/10002480813
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Systemic risk and the refinancing ratchet effect
Khandani, Amir E.; Lo, Andrew W.; Merton, Robert C. - In: Journal of financial economics 108 (2013) 1, pp. 29-45
Persistent link: https://www.econbiz.de/10010100308