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On market timing and investment performance : 2. Statistical procedures for evaluating forecasting skills
Henriksson, Roy D.; Merton, Robert C. - In: The journal of business : B 54 (1981) 4, pp. 513-533
Persistent link: https://www.econbiz.de/10002770074
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Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
Merton, Robert C.; Samuelson, Paul A.; Hakansson, Nils H. - 1977
Persistent link: https://www.econbiz.de/10002480599
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Financial economics
Merton, Robert C. - In: Paul Samuelson and modern economic theory, (pp. 105-140). 1983
Persistent link: https://www.econbiz.de/10002480607
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On market timing and investment performance : 1. An equilibrium theory of value for market forecasts
Merton, Robert C. - In: The journal of business : B 54 (1981) 3, pp. 363-406
Persistent link: https://www.econbiz.de/10002480695
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On the mathematics and economics assumptions of continuous-time models
Merton, Robert C. - In: Financial economics : essays in honor of Paul Cootner, (pp. 19-51). 1982
Persistent link: https://www.econbiz.de/10002480746
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The returns and risk of alternative call option portfolio investment strategies
Merton, Robert C.; Scholes, Myron S.; Gladstein, Mathew L. - In: The journal of business : B 51 (1978) 2, pp. 183-242
Persistent link: https://www.econbiz.de/10002480842
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The returns and risks of alternative put-option portfolio investment strategies
Merton, Robert C.; Scholes, Myron S.; Gladstein, Mathew L. - In: The journal of business : B 55 (1982) 1, pp. 1-55
Persistent link: https://www.econbiz.de/10002480858