Robert C. Merton
1969–2019 年に発表
- 34
- 論文数
- 67,329
- 被引用数
- 34
- h 指数
- 34
- i10 指数
被引用数
引用元
国・地域
機関
分野
- Economics, Econometrics and Finance67.8%
- Business, Management and Accounting11.4%
- Decision Sciences7.6%
- Computer Science5.4%
- Mathematics2.6%
- Engineering1.4%
- その他3.8%
トピック
- 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%
- その他57.4%
共著者
- Roy Henriksson2
- Terry A. Marsh2
- André F. Perold1
- Denise Caruso1
- Eduardo S. Schwartz1
- Eric Bonabeau1
- Henry Chesbrough1
- Janis Antonovics1
- Jeffrey F. Rayport1
- Jeffrey M. Rosen1
- Jeffrey Pfeffer1
- Jochen Wirtz1
- Julia Kirby1
- Kenneth Lieberthal1
- Kirthi Kalyanam1
- Leigh Buchanan1
- Loizos Heracleou1
- Mary Catherine Bateson1
- Michael C. Jensen1
- Michael J. Brennan1
- Michael Selby1
- Mohanbir Sawhney1
- Monte Zweben1
- Paul A. Samuelson1
全論文
- Option pricing when underlying stock returns are discontinuous
著者: Robert C. Merton - Journal of Financial Economics 1976 被引用: 6,114
- Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case
著者: Robert C. Merton - The Review of Economics and Statistics 1969 被引用: 5,348
- Optimum consumption and portfolio rules in a continuous-time model
著者: Robert C. Merton - Journal of Economic Theory 1971 被引用: 6,167
- Assessing Knowledge Retention of an Immersive Serious Game vs. a Traditional Education Method in Aviation Safety
著者: Roberto G. Mendoza, Peter Hancock, Robert C. Merton - IEEE Transactions on Visualization and Computer Graphics, IEEE Trans. Vis. Comput. Graph. 2003 被引用: 361
- ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
著者: Robert C. Merton - The Journal of Finance 1974 被引用: 11,037
- On estimating the expected return on the market
著者: Robert C. Merton - Journal of Financial Economics 1980 被引用: 2,931
- A Simple Model of Capital Market Equilibrium with Incomplete Information
著者: Robert C. Merton - The Journal of Finance 1987 被引用: 5,775
- An Intertemporal Capital Asset Pricing Model
著者: Robert C. Merton - Econometrica 1973 被引用: 6,765
- An Analytic Derivation of the Efficient Portfolio Frontier
著者: Robert C. Merton - Journal of Financial and Quantitative Analysis 1972 被引用: 1,053
- Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
著者: Robert C. Merton, Paul A. Samuelson - Journal of Financial Economics 1974 被引用: 276
- A Functional Perspective of Financial Intermediation
著者: Robert C. Merton - Financial Management 1995 被引用: 487
- FINANCIAL INNOVATION AND ECONOMIC PERFORMANCE
著者: Robert C. Merton - Journal of applied corporate finance 1992 被引用: 421
- Continuous-Time Finance.
著者: Michael Selby, Robert C. Merton - The Economic Journal 1991 被引用: 700
- Theory of rational option pricing
著者: Robert C. Merton - WORLD SCIENTIFIC eBooks 2005 被引用: 7,445
- On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills
著者: Roy Henriksson, Robert C. Merton - The Journal of Business 1981 被引用: 1,341
- THE VALUATION OF AMERICAN PUT OPTIONS
著者: Robert C. Merton, Michael J. Brennan, Eduardo S. Schwartz - The Journal of Finance 1977 被引用: 514
- Continuous-Time Finance.
著者: Stephen A. Ross, Robert C. Merton - The Journal of Finance 1991 被引用: 1,848
- Studies in the Theory of Capital Markets.
著者: Robert C. Merton, Michael C. Jensen - Journal of money credit and banking 1973 被引用: 921
- Dividend Behavior for the Aggregate Stock Market
著者: Terry A. Marsh, Robert C. Merton - The Journal of Business 1987 被引用: 309
- An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory
著者: Robert C. Merton - Journal of Banking & Finance 1977 被引用: 1,950
- On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills
著者: Roy Henriksson, Robert C. Merton - 2015 被引用: 1,266
- On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts
著者: Robert C. Merton - 2011 被引用: 527
- On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts
著者: Robert C. Merton - The Journal of Business 1981 被引用: 503
- Dividend variability and variance bounds tests for the rationality of stock market prices
著者: Terry A. Marsh, Robert C. Merton - American Economic Review 1983 被引用: 441
