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

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

Posts navigation

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