Skip to content
  • Biography
  • Curriculum Vitae
  • Publications
    • Continuous-Time Finance
    • Derivatives/Options
    • Financial Engineering
    • HBS Course Materials
    • Life-Cycle Savings/Investment
    • Miscellaneous
    • Risk Management/Stocks
    • Retirement Planning
    • Financial Innovation
    • Functional Finance and Finance Principles
    • SeLFIES
  • RSB (formerly SeLFIES)
  • Videos
    • Interviews
    • Speeches and Seminars
    • Miscellaneous
    • Press Conferences
    • Promotional
    • ASB
    • SeLFIES
    • Appearances
    • Award
  • News
    • General News
    • Interviews
    • Biographical
  • Contact
  • Biography
  • Curriculum Vitae
  • Publications
  • RSB (formerly SeLFIES)
  • Videos
  • News
  • Contact

Robert C. Merton

Distinguished Professor of Finance, MIT Sloan School & Nobel Laureate – Economics 1997

Publication Type: Paper

On Estimating the Expected Return on the Market: An Exploratory Investigation

On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts

On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills

The Financial System and Economic Performance

On the Management of Financial Guarantees

Financial Innovation and Economic Performance

Influence of Mathematical Models in Finance on Practice: Past, Present and Future

Posts navigation

Older posts
Newer posts
© 2025 Robert C. Merton. All rights reserved.
Design by: Opus Design