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Lim, Terence; Lo, Andrew W.; Merton, Robert C.; … - In: Foundations and Trends(R) in Finance 1 (2006) 5–6, pp. 365-572

<italic>The Derivatives Sourcebook</italic> is a citation study and classification system that organizes the many strands of the derivatives literature and assigns each citation to a category. Over 1800 research articles are collected and organized into a simple web-based searchable database. We have also...

Persistent link: https://www.econbiz.de/10010990818

Landmark Papers in Derivatives Selected by Robert C. Merton

Merton, Robert C. (contributor) - Edward Elgar

Persistent link: https://www.econbiz.de/10011253479

Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods

Merton, Robert C.; Samuelson, Paul A. - In: Journal of Financial Economics 1 (1974) 1, pp. 67-94

Persistent link: https://www.econbiz.de/10005376807

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/10005376994

On the microeconomic theory of investment under uncertainty

Merton, Robert C. - In: Handbook of Mathematical Economics

Persistent link: https://www.econbiz.de/10005208152

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/10005210585

Financial innovation and the management and regulation of financial institutions

Merton, Robert C. - In: Journal of Banking & Finance 19 (1995) 3-4, pp. 461-481

Persistent link: https://www.econbiz.de/10005213565

An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory

Merton, Robert C. - In: Journal of Banking & Finance 1 (1977) 1, pp. 3-11

Persistent link: https://www.econbiz.de/10005213810

Asset Management in Volatile Markets

Haiss, Peter R.; Sammer, Bernhard; Gartner, Martin; … - SUERF - The European Money and Finance Forum

The 27th SUERF Colloquium in Munich in June 2008: New Trends in Asset Management: Exploring the Implications was already topical in the Summer of 2008. The subsequent dramatic events in the Autumn of 2008 made the presentations in Munich even more relevant to investors and bankers that want to...

Persistent link: https://www.econbiz.de/10005018003

Reply to Benston and Kaufman

Merton, Robert C.; Bodie, Zvi - In: Carnegie-Rochester Conference Series on Public Policy 38 (1993) 1, pp. 51-55

Persistent link: https://www.econbiz.de/10005348176