Publications

to

Capital Requirements in the Regulation of Financial Intermediaries: A Discussion

1979 | Miscellaneous | Book Chapter
Merton, Robert C. “Capital Requirements in the Regulation of Financial Intermediaries: A Discussion.” In Proceedings: The Regulation of Financial Institutions. Conference Series #21. Federal Reserve Bank of Boston, 1979.

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.)

The Returns and Risk of Alternative Call Option Portfolio Investment Strategies

April 1978 | Derivatives/Options | Paper
Merton, Robert C., Myron S. Scholes, and Matthew L. Gladstein. “The Returns and Risk of Alternative Call Option Portfolio Investment Strategies.” Journal of Business 51 (April 1978): 183-242.

An Analytic Derivation of the Cost of Deposit Insurance and Loan Guarantees : An Application of Modern Option Pricing Theory

June 1977 | Derivatives/Options | Paper
Merton, Robert C. "An Analytic Derivation of the Cost of Deposit Insurance and Loan Guarantees : An Application of Modern Option Pricing Theory" Journal of Banking and Finance 1 (June 1977): 3-11.

On the Pricing of Contingent Claims and the Modigliani-Miller Theorem

November 1977 | Financial Engineering | Paper
Merton, Robert C. "On the Pricing of Contingent Claims and the Modigliani-Miller Theorem." Journal of Financial Economics 5 (November 1977): 241-249. (Chapter 13 in Continuous-Time Finance.)

A Reexamination of the Capital Asset Pricing Model

1977 | Financial Engineering | Book Chapter
Merton, Robert C. “A Reexamination of the Capital Asset Pricing Model.” In Studies in Risk and Return, edited by J. Bicksler and I. Friend. Cambridge, Mass.: Ballinger, 1977.

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.