Publications

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A Simple Model of Capital Market Equilibrium with Incomplete Information

July 1987 | Miscellaneous | Paper
Merton, Robert C. “A Simple Model of Capital Market Equilibrium with Incomplete Information.” Journal of Finance 42 (July 1987): 483-509.

Corporate Dividend Dynamics at the Firm Level

April 1985 | Miscellaneous | Paper
Marsh, Terry A., and Robert C. Merton. "Corporate Dividend Dynamics at the Firm Level." MIT Sloan School of Management, April 1985. (Unpubished manuscript.)

Corporate Dividend Dynamics at the Firm Level

1985 | Miscellaneous | Book Chapter
Marsh, Terry A., and Robert C. Merton. "Corporate Dividend Dynamics at the Firm Level" MIT Sloan School of Management, April 1985. (Unpublished manuscript.)

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.

An Asymptotic Theory of Growth Under Uncertainty

July 1975 | Miscellaneous | Paper
Merton, Robert C. “An Asymptotic Theory of Growth Under Uncertainty.” Review of Economic Studies 42, no. 3 (July 1975): 375-393. (Chapter 17 in Continuous-Time Finance.)

An Intertemporal Capital Asset Pricing Model

September 1973 | Miscellaneous | Paper
Merton, Robert C. “An 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