Paper Archives – Page 13 of 15 – Robert C. Merton

The Returns and Risk of Alternative Put Option Portfolio Investment Strategies

Applications of Option-Pricing Theory: Twenty-Five Years Later

Options Should be Reflected in the Bottom Line

For the Last Time: Stock Options are an Expense

Continuous-Time Portfolio Theory and the Pricing of Contingent Claims

Optimal Portfolio Rules in Continuous Time When the Nonnegativity Constraint on Consumption is Binding

Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case