Publications

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An Intertemporal Capital Asset Pricing Model

September 1973 | Miscellaneous | Paper
Merton, Robert C. β€œAn Intertemporal Capital Asset Pricing Model.” Econometrica 41, no. 5 (September 1973): 867-887. (Chapter 15 in Continuous-Time Finance.)

An Analytical Derivation of the Efficient Portfolio Frontier

September 1972 | Miscellaneous | Paper
Merton, Robert C. "An Analytical Derivation of the Efficient Portfolio Frontier." Journal of Financial and Quantitative Analysis 10 (September 1972): 1851-1872

A Complete Model of Warrant Pricing that Maximizes Utility

Winter 1969 | Miscellaneous | Paper
Samuelson, Paul A., and Robert C. Merton. β€œA Complete Model of Warrant Pricing that Maximizes Utility.” Industrial Management Review 10 (winter 1969): 17-46. (Chapter IV of Ph.D. dissertation; Chapter 7 in Continuous-Time Finance.)

An Empirical Investigation of the Samuelson Rational Warrant Pricing Theory

Spring 1969 | Miscellaneous | Paper
Merton, Robert C. "An Empirical Investigation of the Samuelson Rational Warrant Pricing Theory." 1969 (Chapter V in Ph.D. dissertation; Class paper, Massachusetts Institute of Technology, spring 1969.)

The ‘Motionless’ Motion of Swift’s Flying Island

April-June 1966 | Miscellaneous | Paper
Merton, Robert C. "The 'Motionless' Motion of Swift's Flying Island." Journal of the History of Ideas 27 (April-June 1966): 275-277