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Robert C. Merton

Robert C. Merton

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Work

“The Changing Nature of Debt and Equity: A Discussion.” In Are the Distinctions between Debt and Equity Disappearing?

Year:
1990

The Financial System and Economic Performance

Year:
1990

Topics:
Financial Engineering

Optimal Portfolio Rules in Continuous Time When the Nonnegativity Constraint on Consumption is Binding

Year:
1989

On the Application of the Continuous-Time Theory of Finance to Financial Intermediation and Insurance

Year:
1989

Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs

Year:
1988

Topics:
Investment Management & Asset Pricing

Source:
University of Chicago Press

On the Current State of the Stock Market Rationality Hypothesis

Year:
1987

Topics:
Risk Management

Dividend Behavior for the Aggregate Stock Market

Year:
1987

Topics:
Risk Management

A Simple Model of Capital Market Equilibrium with Incomplete Information

Year:
1987

In Honor of Nobel Laureate, Franco Modigliani

Year:
1987

Pension Plan Integration as Insurance against Social Security Risk

Year:
1987

Topics:
Investment Management & Asset Pricing

Dividend Variability and Variance Bounds Tests for the Rationality of Stock Market Prices

Year:
1986

Topics:
Risk Management

The Role of Contingent Claims Analysis in Corporate Finance

Year:
1985

Topics:
Financial Engineering

Implicit Labor Contracts Viewed as Options: A Discussion of ‘Insurance Aspects of Pensions’

Year:
1985

Topics:
Derivatives & Options Pricing

Macroeconomics and Finance: The Role of the Stock Market

Year:
1984

Topics:
Risk Management

Earnings Variability and Variance Bounds Tests for Rationality of Stock Market Prices

Year:
1984

Topics:
Risk Management

Aggregate Dividend Behavior and Its Implications for Tests of Stock Market Rationality

Year:
1983

Topics:
Risk Management

Financial Economics

Year:
1983

Topics:
Financial Engineering

On the Microeconomic Theory of Investment Under Uncertainty

Year:
1982

Topics:
Financial Engineering

The Returns and Risk of Alternative Put Option Portfolio Investment Strategies

Year:
1982

Topics:
Derivatives & Options Pricing

On the Mathematics and Economic Assumptions of Continuous-Time Financial Models

Year:
1982

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Robert C. Merton

MIT Sloan School of Management
100 Main St. E62-634
Cambridge, MA 02142

rmerton@mit.edu

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