In Honor of Nobel Laureate, Franco Modigliani
Fall 1987 | Miscellaneous | Paper
Merton, Robert C. “In Honor of Nobel Laureate, Franco Modigliani.” Economic Perspectives 1 (fall 1987): 145-155.
Publications
A Simple Model of Capital Market Equilibrium with Incomplete Information
July 1987 | Miscellaneous | Paper
Merton, Robert C. “A Simple Model of Capital Market Equilibrium with Incomplete Information.” Journal of Finance 42 (July 1987): 483-509.
Dividend Behavior for the Aggregate Stock Market
January 1987 | Risk Management/Stocks | Paper
Marsh, Terry A., and Robert C. Merton. “Dividend Behavior for the Aggregate Stock Market.” Journal of Business 60 (January 1987): 1-40.
On the Current State of the Stock Market Rationality Hypothesis
1987 | Risk Management/Stocks | Book Chapter
Merton, Robert C. “On the Current State of the Stock Market Rationality Hypothesis.” In Macroeconomics and Finance: Essays in Honor of Franco Modigliani, edited by R. Dornbusch, S. Fischer and J. Bossons. Cambridge: MIT Press, 1987. (Working Paper)
Dividend Variability and Variance Bounds Tests for the Rationality of Stock Market Prices
June 1986 | Risk Management/Stocks | Paper
Merton, Robert C., and Terry A. Marsh. “Dividend Variability and Variance Bounds Tests for the Rationality of Stock Market Prices.” American Economic Review 76, no. 3 (June 1986): 483-498.
Implicit Labor Contracts Viewed as Options: A Discussion of ‘Insurance Aspects of Pensions’
1985 | Derivatives/Options | Book Chapter
Merton, Robert C. "Implicit Labor Contracts Viewed as Options: A Discussion of 'Insurance Aspects of Pensions'." In Pensions, Labor, and Individual Choice, edited by D. A. Wise. Chicago: University of Chicago Press, 1985.
The Role of Contingent Claims Analysis in Corporate Finance
1985 | Financial Engineering | Book Chapter
Mason, Scott P., and Robert C. Merton. “The Role of Contingent Claims Analysis in Corporate Finance.” In Recent Advances in Corporate Finance, edited by E. I. Altman and M. G. Subrahmanyam. Homewood, Ill.: Richard D. Irwin, 1985.