Publications

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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.

The Collected Scientific Papers of Paul A. Samuelson

1972 | Miscellaneous | Book
Merton, Robert C., ed. Vol. 3. Cambridge, Mass.: MIT Press.

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.)

A Dynamic General Equilibrium Model of the Asset Market and Its Application to the Pricing of the Capital Structure of the Firm

December 1970 | Financial Engineering | Paper
Merton, Robert C. “A Dynamic General Equilibrium Model of the Asset Market and Its Application to the Pricing of the Capital Structure of the Firm.” MIT Sloan School of Management Working Paper Series, No. 497-70, December 1970. (Chapter 11 in Continuous-Time Finance.)

Analytical Optimal Control Theory as Applied to Stochastic and Non-Stochastic Economics

1970 | Risk Management/Stocks | Paper
Merton, Robert C. "Analytical Optimal Control Theory as Applied to Stochastic and Non-Stochastic Economics" Ph.D. diss., Massachusetts Institute of Technology, 1970.

A Dynamic General Equilibrium Model of the Asset Market and Its Application to the Pricing of the Capital Structure of the Firm

1970 | Risk Management/Stocks | Book Chapter
Merton, Robert C. “A Dynamic General Equilibrium Model of the Asset Market and Its Application to the Pricing of the Capital Structure of the Firm.” MIT Sloan School of Management Working Paper Series, No. 497-70, December 1970. (Chapter 11 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.)