The Financial System and Economic Performance
December 1990 | Financial Engineering | Paper
Merton, Robert C. “The Financial System and Economic Performance.” Journal of Financial Services Research 4 (December 1990): 263-300.
Publications
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.
Financial Economics
1983 | Financial Engineering | Book Chapter
Merton, Robert C. “Financial Economics.” In Paul Samuelson and Modern Economic Theory, edited by E. C. Brown and R. M. Solow. New York: McGraw-Hill, 1983.
On the Microeconomic Theory of Investment Under Uncertainty
1982 | Financial Engineering | Book Chapter
Merton, Robert C. “On the Microeconomic Theory of Investment under Uncertainty.” In Handbook of Mathematical Economics. Vol. 2, edited by K. Arrow and M. Intriligator. Amsterdam: North-Holland Publishing Company, 1982.
On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills
October 1981 | Financial Engineering | Paper
Merton, Robert C., and Roy D. Henriksson. "On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills." Journal of Business 54 (October 1981): 513-533.
On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts
July 1981 | Financial Engineering | Paper
Merton, Robert C. "On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts." Journal of Business 54, no. 3 (July 1981): 363-406.
On Estimating the Expected Return on the Market: An Exploratory Investigation
December 1980 | Financial Engineering | Paper
Merton, Robert C. "On Estimating the Expected Return on the Market: An Exploratory Investigation." Journal of Financial Economics 8 (December 1980): 1-39.