Publications

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On the Cost of Deposit Insurance When There Are Surveillance Costs

July 1978 | Continuous-Time Finance | Paper
Merton, Robert C. “"On the Cost of Deposit Insurance When There Are Surveillance Costs.” Journal of Business 51, no. 3 (July 1978): 439-452. (Chapter 20 in Continuous-Time Finance.)

Continuous-Time Portfolio Theory and the Pricing of Contingent Claims

November 1976 | Continuous-Time Finance | Paper
Merton, Robert C. "Continuous-Time Portfolio Theory and the Pricing of Contingent Claims. [pdf]" MIT Sloan School of Management Working Paper Series, No. 881-76, November 1976.

Theory of Finance from the Perspective of Continuous Time

November 1975 | Continuous-Time Finance | Paper
Merton, Robert C. “Theory of Finance from the Perspective of Continuous Time” Journal of Financial and Quantitative Analysis 10 (November 1975): 659-674.

Continuous-Time Speculative Processes

January 1973 | Continuous-Time Finance | Paper
Merton, Robert C. “Continuous-Time Speculative Processes”: Appendix to Paul A. Samuelson's “Mathematics of Speculative Price”. SIAM Review 15 (January 1973): 34-38

The Collected Scientific Papers of Paul A. Samuelson. Vol. 3

1972 | Continuous-Time Finance | Book
Merton, Robert C., ed. The Collected Scientific Papers of Paul A. Samuelson. Vol. 3. Cambridge, Mass.: MIT Press, 1972.

Optimum Consumption and Portfolio Rules in a Continuous-Time Model

December 1971 | Continuous-Time Finance | Paper
Merton, Robert C. “Optimum Consumption and Portfolio Rules in a Continuous-Time Model.” Journal of Economic Theory 3 (December 1971): 373-413. (Chapter I of Ph.D. dissertation; Chapter 5 in Continuous-Time Finance.)

Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case

August 1969 | Continuous-Time Finance | Paper
Merton, Robert C. “Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case.” The Review of Economics and Statistics 51 (August 1969): 247-257. (Chapter II of Ph.D. dissertation; Chapter 4 in Continuous-Time Finance.)