Corporate Dividend Dynamics at the Firm Level
1985 | Miscellaneous | Book Chapter
Marsh, Terry A., and Robert C. Merton. "Corporate Dividend Dynamics at the Firm Level" MIT Sloan School of Management, April 1985. (Unpublished manuscript.)
Publications
Capital Requirements in the Regulation of Financial Intermediaries: A Discussion
1979 | Miscellaneous | Book Chapter
Merton, Robert C. “Capital Requirements in the Regulation of Financial Intermediaries: A Discussion.” In Proceedings: The Regulation of Financial Institutions. Conference Series #21. Federal Reserve Bank of Boston, 1979.
An Asymptotic Theory of Growth Under Uncertainty
July 1975 | Miscellaneous | Paper
Merton, Robert C. “An Asymptotic Theory of Growth Under Uncertainty.” Review of Economic Studies 42, no. 3 (July 1975): 375-393. (Chapter 17 in Continuous-Time Finance.)
An Intertemporal Capital Asset Pricing Model
September 1973 | Miscellaneous | Paper
Merton, Robert C. “An Intertemporal Capital Asset Pricing Model.” Econometrica 41, no. 5 (September 1973): 867-887. (Chapter 15 in Continuous-Time Finance.)
An Analytical Derivation of the Efficient Portfolio Frontier
September 1972 | Miscellaneous | Paper
Merton, Robert C. "An Analytical Derivation of the Efficient Portfolio Frontier." Journal of Financial and Quantitative Analysis 10 (September 1972): 1851-1872
The Collected Scientific Papers of Paul A. Samuelson
1972 | Miscellaneous | Book
Merton, Robert C., ed. Vol. 3. Cambridge, Mass.: MIT Press.
A Complete Model of Warrant Pricing that Maximizes Utility
Winter 1969 | Miscellaneous | Paper
Samuelson, Paul A., and Robert C. Merton. “A Complete Model of Warrant Pricing that Maximizes Utility.” Industrial Management Review 10 (winter 1969): 17-46. (Chapter IV of Ph.D. dissertation; Chapter 7 in Continuous-Time Finance.)