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Biography
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Robert C. Merton
Distinguished Professor of Finance, MIT Sloan School & Nobel Laureate – Economics 1997
Publication Type:
Paper
The Optimality of a Competitive Stock Market
The Impact on Option Pricing of Specification Error in the Underlying Stock Price Returns
“On the Pricing of Corporate Debt: The Risk Structure of Interest Rates.
Dividend Variability and Variance Bounds Tests for the Rationality of Stock Market Prices
Dividend Behavior for the Aggregate Stock Market
Theory of Risk Capital in Financial Firms
Swapping Your Country’s Risks
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