35
H index
50
i10 index
21861
Citations
Massachusetts Institute of Technology (MIT) | 35 H index 50 i10 index 21861 Citations RESEARCH PRODUCTION: 55 Articles 37 Papers 1 Books 11 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with robert c. merton. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 18 |
Year | Title of citing document | |
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2024 | Information Acquisition and Individual Investors’ Trading Behavior. (2024). Shen, Kailing ; Luo, Ronghua ; Li, Yaling. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2023-698. Full description at Econpapers || Download paper | |
2024 | The Black-Scholes-Merton dual equation. (2019). Liu, Qiang ; Guo, Shuxin . In: Papers. RePEc:arx:papers:1912.10380. Full description at Econpapers || Download paper | |
2024 | Volatility Depend on Market Trades and Macro Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2008.07907. Full description at Econpapers || Download paper | |
2024 | A New Approach to Estimating Loss-Given-Default Distribution. (2020). Kevkhishvili, Rusudan ; Egami, Masahiko. In: Papers. RePEc:arx:papers:2009.00868. Full description at Econpapers || Download paper | |
2024 | Frequency-Dependent Higher Moment Risks. (2021). BarunÃk, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264. Full description at Econpapers || Download paper | |
2024 | Three Remarks On Asset Pricing. (2021). Olkhov, Victor. In: Papers. RePEc:arx:papers:2105.13903. Full description at Econpapers || Download paper | |
2024 | Geometric insights into robust portfolio construction with gearing. (2021). Gebbie, Tim ; Dalmeyer, Lara. In: Papers. RePEc:arx:papers:2107.06194. Full description at Econpapers || Download paper | |
2024 | Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum. (2021). Zhang, Qinyi ; Yu, Xiang ; Li, Xun . In: Papers. RePEc:arx:papers:2108.02648. Full description at Econpapers || Download paper | |
2024 | Option Pricing under Bayesian MS-VAR Process. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2109.05998. Full description at Econpapers || Download paper | |
2024 | Kernel Minimum Divergence Portfolios. (2021). Szab, Zolt'An ; Chamakh, Linda. In: Papers. RePEc:arx:papers:2110.09516. Full description at Econpapers || Download paper | |
2024 | Equity--Linked Life Insurances on Maximum of Several Assets. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2111.04038. Full description at Econpapers || Download paper | |
2024 | Augmented Dynamic Gordon Growth Model. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2201.06012. Full description at Econpapers || Download paper | |
2025 | On Robust Optimal Linear Feedback Stock Trading. (2022). Hsieh, Chung-Han. In: Papers. RePEc:arx:papers:2202.02300. Full description at Econpapers || Download paper | |
2024 | Black-Scholes Option Pricing Revisited?. (2022). Mink, Mark ; de Weert, Frans J. In: Papers. RePEc:arx:papers:2202.05671. Full description at Econpapers || Download paper | |
2024 | Stochastic integral representation of solutions to Hodge theoretic Poissons equations on Graphs, and cooperative value allocation of Shapley and Nash. (2022). Lim, Tongseok. In: Papers. RePEc:arx:papers:2203.06860. Full description at Econpapers || Download paper | |
2024 | The Log Private Company Valuation Model. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2206.09666. Full description at Econpapers || Download paper | |
2024 | Optimal investment strategy to maximize the expected utility of an insurance company under Cramer Lundberg dynamic. (2022). Sikov, A ; Cerda-Hernandez, J. In: Papers. RePEc:arx:papers:2207.02947. Full description at Econpapers || Download paper | |
2024 | Optimal consumption under a drawdown constraint over a finite horizon. (2022). Yu, Xiang ; Yi, Fahuai ; Li, Xun ; Chen, Xiaoshan. In: Papers. RePEc:arx:papers:2207.07848. Full description at Econpapers || Download paper | |
2024 | The law of one price in mean-variance hedging. (2022). Czichowsky, Christoph ; Vcern, Alevs. In: Papers. RePEc:arx:papers:2210.15613. Full description at Econpapers || Download paper | |
2024 | Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes. (2023). Garc, Eduardo ; D'Auria, Bernardo ; Azze, Abel. In: Papers. RePEc:arx:papers:2211.04095. Full description at Econpapers || Download paper | |
2024 | Optimal investment with insider information using Skorokhod & Russo-Vallois integration. (2022). Ichiba, Tomoyuki ; Escudero, Carlos ; Elizalde, Mauricio. In: Papers. RePEc:arx:papers:2211.07471. Full description at Econpapers || Download paper | |
2024 | Formation of Optimal Interbank Lending Networks under Liquidity Shocks. (2022). Sircar, Ronnie ; Rigobon, Daniel E. In: Papers. RePEc:arx:papers:2211.12404. Full description at Econpapers || Download paper | |
2024 | Endogenous Network Valuation Adjustment and the Systemic Term Structure in a Dynamic Interbank Model. (2022). Sojmark, Andreas ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:2211.15431. Full description at Econpapers || Download paper | |
2024 | Peer-reviewed theory does not help predict the cross-section of stock returns. (2022). Zimmermann, Tom ; Lopez-Lira, Alejandro ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2212.10317. Full description at Econpapers || Download paper | |
2024 | Analysis of optimal portfolios on finite and small-time horizons for a multi-dimensional correlated stochastic volatility model. (2023). Sengupta, Indranil ; Lin, Minglian. In: Papers. RePEc:arx:papers:2302.06778. Full description at Econpapers || Download paper | |
2024 | A stochastic control problem arising from relaxed wealth tracking with a monotone benchmark process. (2023). Yu, Xiang ; Huang, Yi Jie ; Bo, Lijun. In: Papers. RePEc:arx:papers:2302.08302. Full description at Econpapers || Download paper | |
2024 | Quantum Monte Carlo simulations for financial risk analytics: scenario generation for equity, rate, and credit risk factors. (2023). Nield, Stuart ; Matsakos, Titos. In: Papers. RePEc:arx:papers:2303.09682. Full description at Econpapers || Download paper | |
2024 | Unifying Market Microstructure and Dynamic Asset Pricing. (2023). Rachev, Svetlozar T ; Lindquist, Brent W ; Hu, Yuan ; Lauria, Davide. In: Papers. RePEc:arx:papers:2304.02356. Full description at Econpapers || Download paper | |
2024 | Filtration Reduction and Completeness in Jump-Diffusion Models. (2023). Jarrow, Robert ; Grigorian, Karen. In: Papers. RePEc:arx:papers:2304.06202. Full description at Econpapers || Download paper | |
2024 | An extended Merton problem with relaxed benchmark tracking. (2023). Yu, Xiang ; Huang, Yijie ; Bo, Lijun. In: Papers. RePEc:arx:papers:2304.10802. Full description at Econpapers || Download paper | |
2024 | On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2023). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998. Full description at Econpapers || Download paper | |
2024 | Equity Protection Swaps: An New Type of Insurance for Superannuation. (2023). Liu, Ruyi ; Xu, Huansang. In: Papers. RePEc:arx:papers:2305.09472. Full description at Econpapers || Download paper | |
2024 | The uniform diversification strategy is optimal for expected utility maximization under high model ambiguity. (2023). Wiesel, Johannes ; Carassus, Laurence. In: Papers. RePEc:arx:papers:2306.01503. Full description at Econpapers || Download paper | |
2024 | Analytical valuation of vulnerable derivative contracts with bilateral cash flows under credit, funding and wrong-way risks. (2023). Buescu, Cristin ; Francisco, Juan Jose. In: Papers. RePEc:arx:papers:2308.10568. Full description at Econpapers || Download paper | |
2024 | Asymptotics for Short Maturity Asian Options in a Jump-Diffusion model with Local Volatility. (2023). Zhu, Lingjiong ; Pirjol, Dan. In: Papers. RePEc:arx:papers:2308.15672. Full description at Econpapers || Download paper | |
2024 | Fourier Neural Network Approximation of Transition Densities in Finance. (2023). Dang, Duy-Minh ; Du, Rong. In: Papers. RePEc:arx:papers:2309.03966. Full description at Econpapers || Download paper | |
2025 | Optimal Consumption--Investment Problems under Time-Varying Incomplete Preferences. (2023). Xia, Weixuan. In: Papers. RePEc:arx:papers:2312.00266. Full description at Econpapers || Download paper | |
2024 | Hydrodynamics of Markets:Hidden Links Between Physics and Finance. (2024). Lipton, Alexander. In: Papers. RePEc:arx:papers:2403.09761. Full description at Econpapers || Download paper | |
2024 | Modeling stock price dynamics on the Ghana Stock Exchange: A Geometric Brownian Motion approach. (2024). Mettle, Felix Okoe ; Lotsi, Anani ; Quayesam, Dennis Lartey. In: Papers. RePEc:arx:papers:2403.13192. Full description at Econpapers || Download paper | |
2024 | A Markov approach to credit rating migration conditional on economic states. (2024). Packham, Natalie ; Kalkbrener, Michael. In: Papers. RePEc:arx:papers:2403.14868. Full description at Econpapers || Download paper | |
2024 | Robust Utility Optimization via a GAN Approach. (2024). Wutte, Hanna ; Teichmann, Josef ; Krach, Florian. In: Papers. RePEc:arx:papers:2403.15243. Full description at Econpapers || Download paper | |
2024 | On Mertons Optimal Portfolio Problem under Sporadic Bankruptcy. (2024). Pokojovy, Michael ; Kopeliovich, Yaacov. In: Papers. RePEc:arx:papers:2403.15923. Full description at Econpapers || Download paper | |
2024 | Using Machine Learning to Forecast Market Direction with Efficient Frontier Coefficients. (2024). Scherer, William ; Alexander, Nolan. In: Papers. RePEc:arx:papers:2404.00825. Full description at Econpapers || Download paper | |
2024 | Bayesian Markov-Switching Vector Autoregressive Process. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2404.11235. Full description at Econpapers || Download paper | |
2024 | Continuous-time Risk-sensitive Reinforcement Learning via Quadratic Variation Penalty. (2024). Jia, Yanwei. In: Papers. RePEc:arx:papers:2404.12598. Full description at Econpapers || Download paper | |
2024 | Application of Deep Learning for Factor Timing in Asset Management. (2024). Lyu, Haoshu ; Chen, Xilin ; Gharanchaei, Maysam Khodayari ; Panda, Prabhu Prasad. In: Papers. RePEc:arx:papers:2404.18017. Full description at Econpapers || Download paper | |
2024 | Calibration of the rating transition model for high and low default portfolios. (2024). Spreij, Peter ; Khedher, Asma. In: Papers. RePEc:arx:papers:2405.00576. Full description at Econpapers || Download paper | |
2024 | Modelling Opaque Bilateral Market Dynamics in Financial Trading: Insights from a Multi-Agent Simulation Study. (2024). Walsh, Toby ; Vidler, Alicia. In: Papers. RePEc:arx:papers:2405.02849. Full description at Econpapers || Download paper | |
2025 | Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs with infinite activity. (2024). Wu, Sizhou ; Schmocker, Philipp ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2405.05192. Full description at Econpapers || Download paper | |
2024 | Coherent Risk Measure on $L^0$: NA Condition, Pricing and Dual Representation. (2024). Vu, Duc Thinh ; Lepinette, Emmanuel. In: Papers. RePEc:arx:papers:2405.06764. Full description at Econpapers || Download paper | |
2024 | The Unfairness of $\varepsilon$-Fairness. (2024). Schmidt, Thorsten ; Fadina, Tolulope. In: Papers. RePEc:arx:papers:2405.09360. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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1986 | Dividend Variability and Variance Bounds Tests for the Rationality ofStock Market Prices. In: American Economic Review. [Full Text][Citation analysis] | article | 151 |
1984 | Dividend variability and variance bounds tests for the rationality of stock market prices.(1984) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 151 | paper | |
1998 | Applications of Option-Pricing Theory: Twenty-Five Years Later. In: American Economic Review. [Full Text][Citation analysis] | article | 99 |
1997 | Applications of Option-Pricing Theory: Twenty-Five Years Later.(1997) In: Nobel Prize in Economics documents. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 99 | paper | |
1987 | In Honor of Nobel Laureate, Franco Modigliani. In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 2 |
2009 | Preface to the Annual Review of Financial Economics In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 2 |
2013 | Fischer Black In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 0 |
2005 | A Proposal for Expensing Employee Compensatory Stock Options for Financial Reporting Purposes In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 0 |
2006 | Allocating Shareholder Capital to Pension Plans In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 7 |
1992 | FINANCIAL INNOVATION AND ECONOMIC PERFORMANCE In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 109 |
1993 | THEORY OF RISK CAPITAL IN FINANCIAL FIRMS In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 102 |
1973 | The Relationship Between Put and Call Option Prices: Comment. In: Journal of Finance. [Full Text][Citation analysis] | article | 22 |
1974 | Generalized Mean-Variance Tradeoffs for Best Perturbation Corrections to Approximate Portfolio Decisions. In: Journal of Finance. [Full Text][Citation analysis] | article | 4 |
1974 | On the Pricing of Corporate Debt: The Risk Structure of Interest Rates. In: Journal of Finance. [Full Text][Citation analysis] | article | 4311 |
1973 | On the pricing of corporate debt: the risk structure of interest rates.(1973) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4311 | paper | |
1976 | The Impact on Option Pricing of Specification Error in the Underlying Stock Price Returns. In: Journal of Finance. [Full Text][Citation analysis] | article | 35 |
1987 | A Simple Model of Capital Market Equilibrium with Incomplete Information. In: Journal of Finance. [Full Text][Citation analysis] | article | 1938 |
1987 | A simple model of capital market equilibrium with incomplete information.(1987) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1938 | paper | |
1995 | MARK-TO-MARKET ACCOUNTING FOR BANKS AND THRIFTS - LESSONS FROM THE DANISH EXPERIENCE In: Journal of Accounting Research. [Full Text][Citation analysis] | article | 42 |
2011 | Measuring and Managing Macrofinancial Risk and Financial Stability: A New Framework In: Central Banking, Analysis, and Economic Policies Book Series. [Full Text][Citation analysis] | chapter | 3 |
2009 | New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 83 |
2007 | New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 83 | paper | |
1975 | Theory of Finance from the Perspective of Continuous Time In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 23 |
1972 | An Analytic Derivation of the Efficient Portfolio Frontier In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 288 |
2002 | International pension swaps In: Journal of Pension Economics and Finance. [Full Text][Citation analysis] | article | 23 |
2007 | Report on “The Committee on Yen Risk-free-rate Model Estimation†In: Finance Working Papers. [Full Text][Citation analysis] | paper | 0 |
1973 | An Intertemporal Capital Asset Pricing Model. In: Econometrica. [Full Text][Citation analysis] | article | 2160 |
1984 | Macroeconomics and finance: The role of the stock market In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 166 |
1984 | Macroeconomics and Finance: The Role of the Stock Market.(1984) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 166 | paper | |
1993 | Deposit insurance reform: a functional approach In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 23 |
1993 | Reply to Benston and Kaufman In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 0 |
1992 | Labor supply flexibility and portfolio choice in a life cycle model In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 526 |
1992 | Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 526 | paper | |
2022 | No-fault default, chapter 11 bankruptcy, and financial institutions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 1 |
2021 | No-fault Default, Chapter 11 Bankruptcy, and Financial Institutions.(2021) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
1995 | Financial innovation and the management and regulation of financial institutions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 118 |
1995 | Financial Innovation and the Management and Regulation of Financial Institutions.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 118 | paper | |
1977 | An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 463 |
1971 | Optimum consumption and portfolio rules in a continuous-time model In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 1743 |
1970 | Optimum Consumption and Portfolio Rules in a Continuous-time Model.(1970) In: Working papers. [Citation analysis] This paper has nother version. Agregated cites: 1743 | paper | |
2013 | Systemic risk and the refinancing ratchet effect In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 57 |
2010 | Systemic Risk and the Refinancing Ratchet Effect.(2010) In: Harvard Business School Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
2009 | Systemic Risk and the Refinancing Ratchet Effect.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
1974 | Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 55 |
1976 | Option pricing when underlying stock returns are discontinuous In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 1751 |
1975 | Option pricing when underlying stock returns are discontinuous.(1975) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1751 | paper | |
1977 | On the pricing of contingent claims and the Modigliani-Miller theorem In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 83 |
2006 | Do a firms equity returns reflect the risk of its pension plan? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 29 |
2004 | Do a Firms Equity Returns Reflect the Risk of Its Pension Plan?.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
1980 | On estimating the expected return on the market : An exploratory investigation In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 1090 |
1980 | On Estimating the Expected Return on the Market: An Exploratory Investigation.(1980) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1090 | paper | |
2019 | Customers and investors: A framework for understanding the evolution of financial institutions In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 16 |
1993 | On the microeconomic theory of investment under uncertainty In: Handbook of Mathematical Economics. [Full Text][Citation analysis] | chapter | 4 |
1977 | On the microeconomic theory of investment under uncertainty.(1977) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
1990 | Capital market theory and the pricing of financial securities In: Handbook of Monetary Economics. [Full Text][Citation analysis] | chapter | 5 |
1986 | Capital market theory and the pricing of financial securities.(1986) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2008 | Asset Management in Volatile Markets In: SUERF Studies. [Full Text][Citation analysis] | book | 0 |
1992 | On the Management of Financial Guarantees In: Financial Management. [Citation analysis] | article | 49 |
1995 | A Functional Perspective of Financial Intermediation In: Financial Management. [Citation analysis] | article | 100 |
2000 | Speeches by Nobel Laureates In: Financial Management. [Citation analysis] | article | 0 |
1973 | An asymptotic theory of growth under uncertainty, In: Working papers. [Full Text][Citation analysis] | paper | 161 |
1975 | An Asymptotic Theory of Growth Under Uncertainty.(1975) In: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 161 | article | |
1976 | Continuous-time portfolio theory and the pricing of contingent claims In: Working papers. [Full Text][Citation analysis] | paper | 0 |
1977 | On the cost of deposit insurance when there are surveillance costs In: Working papers. [Full Text][Citation analysis] | paper | 134 |
1978 | On the Cost of Deposit Insurance When There Are Surveillance Costs..(1978) In: The Journal of Business. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 134 | article | |
1984 | Earnings variablility and variance bounds tests for the rationality of stock market prices In: Working papers. [Full Text][Citation analysis] | paper | 1 |
1985 | On the current state of the stock market rationality hypothesis In: Working papers. [Full Text][Citation analysis] | paper | 24 |
1983 | On Consumption Indexed Public Pension Plans In: NBER Chapters. [Full Text][Citation analysis] | chapter | 17 |
1982 | On Consumption-Indexed Public Pension Plans.(1982) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
1983 | On the Role of Social Security as a Means for Efficient Risk Sharing in an Economy Where Human Capital Is Not Tradable In: NBER Chapters. [Full Text][Citation analysis] | chapter | 110 |
1988 | Defined Benefit versus Defined Contribution Pension Plans: What are the Real Trade-offs? In: NBER Chapters. [Full Text][Citation analysis] | chapter | 53 |
1985 | Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs?.(1985) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | paper | |
1993 | Optimal Investment Strategies for University Endowment Funds In: NBER Chapters. [Full Text][Citation analysis] | chapter | 24 |
1991 | Optimal Investment Strategies for University Endowment Funds.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
1987 | Pension Plan Integration As Insurance Against Social Security Risk In: NBER Chapters. [Full Text][Citation analysis] | chapter | 16 |
1984 | Pension Plan Integration as Insurance Against Social Security Risk.(1984) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
1981 | On the Role of Social Security as a Means for Efficient Risk-Bearing in an Economy Where Human Capital Is Not Tradeable In: NBER Working Papers. [Full Text][Citation analysis] | paper | 30 |
2004 | The Design of Financial Systems: Towards a Synthesis of Function and Structure In: NBER Working Papers. [Full Text][Citation analysis] | paper | 77 |
2005 | DESIGN OF FINANCIAL SYSTEMS: TOWARDS A SYNTHESIS OF FUNCTION AND STRUCTURE.(2005) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | chapter | |
2006 | A New Framework for Analyzing and Managing Macrofinancial Risks of an Economy In: NBER Working Papers. [Full Text][Citation analysis] | paper | 36 |
2015 | Customers and Investors: A Framework for Understanding Financial Institutions In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2018 | Trust in Lending In: NBER Working Papers. [Full Text][Citation analysis] | paper | 12 |
2003 | Transparency, Risk Management and International Financial Fragility In: NBER Working Papers. [Full Text][Citation analysis] | paper | 14 |
2006 | The Derivatives Sourcebook In: Foundations and Trends(R) in Finance. [Full Text][Citation analysis] | article | 0 |
1997 | A Model of Contract Guarantees for Credit-Sensitive, Opaque Financial Intermediaries In: Review of Finance. [Full Text][Citation analysis] | article | 15 |
2020 | SeLFIES: A NEW PENSION BOND AND CURRENCY FOR RETIREMENT In: Journal of Financial Transformation. [Full Text][Citation analysis] | article | 0 |
1998 | Autobiography In: Nobel Prize in Economics documents. [Full Text][Citation analysis] | paper | 0 |
2004 | Interview with Nobel Prize Laureate Robert C. Merton In: Nobel Prize in Economics documents. [Full Text][Citation analysis] | paper | 0 |
1973 | Theory of Rational Option Pricing In: Bell Journal of Economics. [Full Text][Citation analysis] | article | 2654 |
2005 | Theory of rational option pricing.(2005) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2654 | chapter | |
1974 | The Optimality of a Competitive Stock Market In: Bell Journal of Economics. [Full Text][Citation analysis] | article | 4 |
2006 | Paul Samuelson and Financial Economics In: The American Economist. [Full Text][Citation analysis] | article | 8 |
2019 | SeLFIES for Portugal: An Innovative Pan European Retirement Solution In: Financial and Monetary Policy Studies. [Citation analysis] | chapter | 0 |
In: . [Full Text][Citation analysis] | article | 0 | |
In: . [Full Text][Citation analysis] | article | 1 | |
In: . [Full Text][Citation analysis] | article | 0 | |
2014 | ADBs Distinguished Speakers Program Measuring the Connectedness of the Financial System: Implications for Risk Management In: Asian Development Review. [Full Text][Citation analysis] | article | 4 |
1969 | Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 1796 |
1986 | Dividend Behavior for the Aggregate Stock Market. In: Research Program in Finance Working Papers. [Citation analysis] | paper | 100 |
1987 | Dividend Behavior for the Aggregate Stock Market..(1987) In: The Journal of Business. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 100 | article | |
1978 | The Returns and Risk of Alternative Call Option Portfolio Investment Strategies. In: The Journal of Business. [Full Text][Citation analysis] | article | 36 |
1981 | On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts. In: The Journal of Business. [Full Text][Citation analysis] | article | 243 |
1981 | On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills. In: The Journal of Business. [Full Text][Citation analysis] | article | 587 |
1982 | The Returns and Risks of Alternative Put-Option Portfolio Investment Strategies. In: The Journal of Business. [Full Text][Citation analysis] | article | 17 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team