Robert C. Merton

Finance

2000

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

2022

Analytic Derivation of the Efficient Portfolio Frontier

2022

Principles of Finance

2025

On the mathematics and economic assumptions of continuous-time models

2015

Fundamentals of Finance

2022

Financial Economics

2012

Finance, Economics, and Mathematics

2015

Dividend Behavior for the Aggregate Stock Market

2018

Theory of rational option pricing

2018

Fundamentals of Finance : Volume 3

2022

Fundamentals of Finance : Volume 2

2022

Continuous-time finance

1992

Annual Review of Financial Economics

2019

An Analytic Derivation of the Efficient Portfolio Frontier

2018

Worth the Risk

2012

Transparency, risk management and international financial fragility

2003

Optimality of a Competitive Stock Market

2015