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A simple model of capital mark...
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On the pricing of corporate debt: the risk structure of interest rates
Merton, Robert C.
-
Sloan School of Management, Massachusetts Institute of …
-
1973
Presented at the American Finance Association Meeting, New York, December 1973.
Persistent link: https://www.econbiz.de/10005458469
Saved in:
2
Capital market theory and the pricing of financial securities
Merton, Robert C.
-
Sloan School of Management, Massachusetts Institute of …
-
1986
Persistent link: https://www.econbiz.de/10005458509
Saved in:
3
An asymptotic theory of growth under uncertainty,
Merton, Robert C.
-
Sloan School of Management, Massachusetts Institute of …
-
1973
Persistent link: https://www.econbiz.de/10005458510
Saved in:
4
Continuous-time portfolio theory and the pricing of contingent claims
Merton, Robert C.
-
Sloan School of Management, Massachusetts Institute of …
-
1976
Persistent link: https://www.econbiz.de/10005749073
Saved in:
5
On the current state of the stock market rationality hypothesis
Merton, Robert C.
-
Sloan School of Management, Massachusetts Institute of …
-
1985
"Presented at the Italian-American Conference in honor of Franco Modigliani, at Martha's Vineyard, September 19-20, 1985."
Persistent link: https://www.econbiz.de/10005750524
Saved in:
6
On the cost of deposit insurance when there are surveillance costs
Merton, Robert C.
-
Sloan School of Management, Massachusetts Institute of …
-
1977
Persistent link: https://www.econbiz.de/10005750575
Saved in:
7
On the microeconomic theory of investment under uncertainty
Merton, Robert C.
-
Sloan School of Management, Massachusetts Institute of …
-
1977
"A revised version to appear in K.J. Arrow and M.D. Intriligator (eds.), Handbook of mathematical economics. Amsterdam: North-Holland Publishing Company (1978)."
Persistent link: https://www.econbiz.de/10005750665
Saved in:
8
Earnings variablility and variance bounds tests for the rationality of stock market prices
Marsh, Terry A.
;
Merton, Robert C.
-
Sloan School of Management, Massachusetts Institute of …
-
1984
"First draft: September 1983"--p. [1]. "Last revised: March 1984"--p. [1].
Persistent link: https://www.econbiz.de/10005750676
Saved in:
9
Dividend variability and variance bounds tests for the rationality of stock market prices
Marsh, Terry A.
;
Merton, Robert C.
-
Sloan School of Management, Massachusetts Institute of …
-
1984
Persistent link: https://www.econbiz.de/10005574500
Saved in:
10
Option pricing when underlying stock returns are discontinuous
Merton, Robert C.
-
Sloan School of Management, Massachusetts Institute of …
-
1975
Persistent link: https://www.econbiz.de/10005587365
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