The Collected Scientific Papers of Paul A. Samuelson
1972 | Miscellaneous | Book
Merton, Robert C., ed. Vol. 3. Cambridge, Mass.: MIT Press.
Publications
Optimum Consumption and Portfolio Rules in a Continuous-Time Model
December 1971 | Continuous-Time Finance | Paper
Merton, Robert C. “Optimum Consumption and Portfolio Rules in a Continuous-Time Model.” Journal of Economic Theory 3 (December 1971): 373-413. (Chapter I of Ph.D. dissertation; Chapter 5 in Continuous-Time Finance.)
A Dynamic General Equilibrium Model of the Asset Market and Its Application to the Pricing of the Capital Structure of the Firm
December 1970 | Financial Engineering | Paper
Merton, Robert C. “A Dynamic General Equilibrium Model of the Asset Market and Its Application to the Pricing of the Capital Structure of the Firm.” MIT Sloan School of Management Working Paper Series, No. 497-70, December 1970. (Chapter 11 in Continuous-Time Finance.)
Analytical Optimal Control Theory as Applied to Stochastic and Non-Stochastic Economics
1970 | Risk Management/Stocks | Paper
Merton, Robert C. "Analytical Optimal Control Theory as Applied to Stochastic and Non-Stochastic Economics" Ph.D. diss., Massachusetts Institute of Technology, 1970.
A Dynamic General Equilibrium Model of the Asset Market and Its Application to the Pricing of the Capital Structure of the Firm
1970 | Risk Management/Stocks | Book Chapter
Merton, Robert C. “A Dynamic General Equilibrium Model of the Asset Market and Its Application to the Pricing of the Capital Structure of the Firm.” MIT Sloan School of Management Working Paper Series, No. 497-70, December 1970. (Chapter 11 in Continuous-Time Finance.)
Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case
August 1969 | Continuous-Time Finance | Paper
Merton, Robert C. “Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case.” The Review of Economics and Statistics 51 (August 1969): 247-257. (Chapter II of Ph.D. dissertation; Chapter 4 in Continuous-Time Finance.)
A Golden Golden-Rule for Welfare-Maximization in an Economy with a Varying Population Growth Rate
December 1969 | Financial Engineering | Paper
Merton, Robert C. “A Golden Golden-Rule for Welfare-Maximization in an Economy with a Varying Population Growth Rate.” Western Economic Journal 4 (December 1969): 307-318. (Chapter III of Ph.D. dissertation.)