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Robert C. Merton

Active 1969–2019

34
Papers
67,329
Citations
34
h-index
34
i10-index

Citations

Citations per year for Robert C. Merton1951: 1 citations1970: 1 citations1971: 1 citations1972: 8 citations1973: 6 citations1974: 18 citations1975: 11 citations1976: 39 citations1977: 50 citations1978: 27 citations1979: 22 citations1980: 28 citations1981: 27 citations1982: 27 citations1983: 31 citations1984: 41 citations1985: 37 citations1986: 47 citations1987: 40 citations1988: 50 citations1989: 67 citations1990: 59 citations1991: 52 citations1992: 67 citations1993: 69 citations1994: 39 citations1995: 99 citations1996: 103 citations1997: 87 citations1998: 93 citations1999: 106 citations2000: 146 citations2001: 173 citations2002: 198 citations2003: 233 citations2004: 206 citations2005: 194 citations2006: 230 citations2007: 216 citations2008: 251 citations2009: 275 citations2010: 255 citations2011: 279 citations2012: 264 citations2013: 302 citations2014: 258 citations2015: 235 citations2016: 265 citations2017: 273 citations2018: 258 citations2019: 264 citations2020: 276 citations2021: 304 citations2022: 222 citations2023: 182 citations2024: 191 citations2025: 120 citations2026: 45 citations2027: 1 citations1952–1969: no citations, so these years are not shown

Citation sources

Countries

World map of the countries and regions citing this authorUnited States: 2,373 citing papers, 31.6% of this breakdownChina: 829 citing papers, 11% of this breakdownUnited Kingdom: 567 citing papers, 7.5% of this breakdownCanada: 354 citing papers, 4.7% of this breakdownGermany: 299 citing papers, 4% of this breakdownItaly: 260 citing papers, 3.5% of this breakdownFrance: 250 citing papers, 3.3% of this breakdownAustralia: 209 citing papers, 2.8% of this breakdownHong Kong: 205 citing papers, 2.7% of this breakdownSwitzerland: 136 citing papers, 1.8% of this breakdownTaiwan: 131 citing papers, 1.8% of this breakdownJapan: 130 citing papers, 1.7% of this breakdown
0%31.6%Other 23.6%

Institutions

Fields

  • Economics, Econometrics and Finance67.8%
  • Business, Management and Accounting11.4%
  • Decision Sciences7.6%
  • Computer Science5.4%
  • Mathematics2.6%
  • Engineering1.4%
  • Other3.8%

Topics

  • Stochastic processes and financial applications13.7%
  • Financial Markets and Investment Strategies11.6%
  • Financial Risk and Volatility Modeling5.2%
  • Economic theories and models4.1%
  • Risk and Portfolio Optimization4%
  • Corporate Finance and Governance4%
  • Other57.4%

Coauthors

All papers

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  1. Option pricing when underlying stock returns are discontinuous

    Authors: Robert C. Merton - Journal of Financial Economics 1976 cited by 6,114

  2. Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case

    Authors: Robert C. Merton - The Review of Economics and Statistics 1969 cited by 5,348

  3. Optimum consumption and portfolio rules in a continuous-time model

    Authors: Robert C. Merton - Journal of Economic Theory 1971 cited by 6,167

  4. Assessing Knowledge Retention of an Immersive Serious Game vs. a Traditional Education Method in Aviation Safety

    Authors: Roberto G. Mendoza, Peter Hancock, Robert C. Merton - IEEE Transactions on Visualization and Computer Graphics, IEEE Trans. Vis. Comput. Graph. 2003 cited by 361

  5. ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*

    Authors: Robert C. Merton - The Journal of Finance 1974 cited by 11,037

  6. On estimating the expected return on the market

    Authors: Robert C. Merton - Journal of Financial Economics 1980 cited by 2,931

  7. A Simple Model of Capital Market Equilibrium with Incomplete Information

    Authors: Robert C. Merton - The Journal of Finance 1987 cited by 5,775

  8. An Intertemporal Capital Asset Pricing Model

    Authors: Robert C. Merton - Econometrica 1973 cited by 6,765

  9. An Analytic Derivation of the Efficient Portfolio Frontier

    Authors: Robert C. Merton - Journal of Financial and Quantitative Analysis 1972 cited by 1,053

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

    Authors: Robert C. Merton, Paul A. Samuelson - Journal of Financial Economics 1974 cited by 276

  11. A Functional Perspective of Financial Intermediation

    Authors: Robert C. Merton - Financial Management 1995 cited by 487

  12. FINANCIAL INNOVATION AND ECONOMIC PERFORMANCE

    Authors: Robert C. Merton - Journal of applied corporate finance 1992 cited by 421

  13. Continuous-Time Finance.

    Authors: Michael Selby, Robert C. Merton - The Economic Journal 1991 cited by 700

  14. Theory of rational option pricing

    Authors: Robert C. Merton - WORLD SCIENTIFIC eBooks 2005 cited by 7,445

  15. On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills

    Authors: Roy Henriksson, Robert C. Merton - The Journal of Business 1981 cited by 1,341

  16. THE VALUATION OF AMERICAN PUT OPTIONS

    Authors: Robert C. Merton, Michael J. Brennan, Eduardo S. Schwartz - The Journal of Finance 1977 cited by 514

  17. Continuous-Time Finance.

    Authors: Stephen A. Ross, Robert C. Merton - The Journal of Finance 1991 cited by 1,848

  18. Studies in the Theory of Capital Markets.

    Authors: Robert C. Merton, Michael C. Jensen - Journal of money credit and banking 1973 cited by 921

  19. Dividend Behavior for the Aggregate Stock Market

    Authors: Terry A. Marsh, Robert C. Merton - The Journal of Business 1987 cited by 309

  20. An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory

    Authors: Robert C. Merton - Journal of Banking & Finance 1977 cited by 1,950

  21. On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills

    Authors: Roy Henriksson, Robert C. Merton - 2015 cited by 1,266

  22. On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts

    Authors: Robert C. Merton - 2011 cited by 527

  23. On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts

    Authors: Robert C. Merton - The Journal of Business 1981 cited by 503

  24. Dividend variability and variance bounds tests for the rationality of stock market prices

    Authors: Terry A. Marsh, Robert C. Merton - American Economic Review 1983 cited by 441