Financial Review · 1981 · 72 citations · 16 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsQuantitative FinanceAsset Pricing TheoryCapital MarketsCapital Structure TheoryFinancial MathematicsFinancial RiskInvestment TheoryCapital Market TheoryLiquidity Preference TheoryMoney Finance
16
An Intertemporal Capital Asset Pricing Model
Robert C. Merton · Econometrica · 1973 · 6.8K citations
Option pricing: A simplified approach
John C. Cox, Stephen A. Ross, Mark Rubinstein · Journal of Financial Economics · 1979 · 6.2K 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