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Last edited by RenameBot
August 20, 2008 | History

Robert C. Merton

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  • Cover of: Transparency, risk management and international financial fragility

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  • Cover of: Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods

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  • Cover of: On the mathematics and economic assumptions of continuous-time models

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  • Cover of: Theory of rational option pricing
    First published in 1971 2 editions in 1 language — 1 previewable

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  • Cover of: An analytic derivation of the efficient portfolio frontier

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  • Cover of: The impact on option pricing of specification error in the underlying stock price returns

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  • Cover of: On market timing and investment performance part I: an equilibrium theory of value for market forecasts

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  • Cover of: The optimality of a competitive stock market
    First published in 1973 1 edition in 1 language — 1 previewable

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  • Cover of: Optimum consumption and portfolio rules in a continuous-time model

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History

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August 20, 2008 Edited by RenameBot fix author name
April 1, 2008 Created by an anonymous user initial import