Publications

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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

The Collected Scientific Papers of Paul A. Samuelson

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

A Complete Model of Warrant Pricing that Maximizes Utility

Winter 1969 | Miscellaneous | Paper
Samuelson, Paul A., and Robert C. Merton. “A 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