Statistics
Publications
91
Citations
64.6K
H-Index
54
Active since
1969
Robert C. Merton is an author at Massachusetts Institute of Technology specializing in financial economics, finance, and business.
Publications per year
1969–2023
91
91
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
Robert C. Merton · The Journal of Finance · 1974 · 11K citations · Full text
Business, Finance, Asset Pricing +16
An Intertemporal Capital Asset Pricing Model
Robert C. Merton · Econometrica · 1973 · 6.8K citations
Optimum consumption and portfolio rules in a continuous-time model
Robert C. Merton · Journal of Economic Theory · 1971 · 6.2K citations
Social Sciences, Economics, Finance +16
Option pricing when underlying stock returns are discontinuous
Robert C. Merton · Journal of Financial Economics · 1976 · 6.1K citations · Full text
Business, Finance, Asset Pricing +16
A Simple Model of Capital Market Equilibrium with Incomplete Information
Robert C. Merton · The Journal of Finance · 1987 · 5.8K citations · Full text
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