robert c. merton : Citation Profile

Are you robert c. merton?

Massachusetts Institute of Technology (MIT)

30

H index

45

i10 index

14594

Citations

RESEARCH PRODUCTION:

49

Articles

36

Papers

1

Books

10

Chapters

RESEARCH ACTIVITY:

   49 years (1969 - 2018). See details.
   Cites by year: 297
   Journals where robert c. merton has often published
   Relations with other researchers
   Recent citing documents: 2383.    Total self citations: 25 (0.17 %)

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   Permalink: http://citec.repec.org/pme203
   Updated: 2020-05-23    RAS profile: 2018-12-07    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with robert c. merton.

Is cited by:

Campbell, John (85)

Viceira, Luis (50)

Platen, Eckhard (47)

Guo, Hui (44)

Wang, Neng (41)

Munk, Claus (41)

Bollerslev, Tim (37)

Jarrow, Robert (37)

Guiso, Luigi (35)

McAleer, Michael (35)

Menoncin, Francesco (35)

Cites to:

Bodie, Zvi (16)

Dybvig, Philip (12)

Jarrow, Robert (12)

Chen, Zhiwu (11)

Dybvig, Phillip (11)

Kau, James (11)

Longstaff, Francis (11)

Lo, Andrew (10)

Duffie, Darrell (9)

Constantinides, George (9)

Brennan, Michael (9)

Main data

Where robert c. merton has published?

Journals with more than one article published# docs
Journal of Financial Economics6
The Journal of Business6
Journal of Finance5
Journal of Applied Corporate Finance4
Financial Management3
Carnegie-Rochester Conference Series on Public Policy3
Annual Review of Financial Economics2
Journal of Financial and Quantitative Analysis2
American Economic Review2
Journal of Banking & Finance2
Bell Journal of Economics2

Recent works citing robert c. merton (2018 and 2017)

YearTitle of citing document
2018THE NOISE TRADER EFFECT IN A WALRASIAN FINANCIAL MARKET. (2018). Laurila, Hannu ; Ilomki, Jukka. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:22:y:2018:i:1:p:405-419.

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2017Variance swap payoffs, risk premia and extreme market conditions. (2017). Violante, Francesco ; Stentoft, Lars. In: CREATES Research Papers. RePEc:aah:create:2017-21.

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2018Short-Term Market Risks Implied by Weekly Options. (2018). Andersen, Torben ; Todorov, Viktor ; Fusari, Nicola. In: CREATES Research Papers. RePEc:aah:create:2018-08.

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2017Modeling the Premium and Contract Properties of Family Takaful (Islamic Life Insurance) نمذجة قسط وخصائص عقد التكافل الأسري (التأمين الإسلامي على الح. (2017). Sanusi, Nur Azura ; Kusairi, Suhal ; Saputra, Jumadil. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:30:y:2017:i:2:no:12:p:135-157.

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2017Modeling the Premium and Contract Properties of Family Takaful (Islamic Life Insurance) نمذجة قسط وخصائص عقد التكافل الأسري (التأمين الإسلامي على الح. (2017). Sanusi, Nur Azura ; Kusairi, Suhal ; Saputra, Jumadil. In: Articles published in the Journal of King Abdulaziz University: Islamic Economics.. RePEc:abd:kauiea:v:30:y:2017:i:2:p:135-157.

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2019Review and Systemizing of Financial Innovation Theoretical Approaches: Forming and Development Process. (2019). Khabekova, M K. In: Administrative Consulting. RePEc:acf:journl:y:2019:id:1043.

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2017Zipfs Law, Paretos Law, and the Evolution of Top Incomes in the United States. (2017). Nirei, Makoto ; Aoki, Shuhei. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:3:p:36-71.

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2018Macroprudential stability indicators of financial systems: Analysis of Bosnia and Herzegovina and Croatia. (2018). Mei, Mirna ; Kasumovi, Merim. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:41-54.

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2019Sensitivity of bankruptcy prediction models to the change in econometric methods. (2019). Mishra, Alok Kumar ; Singh, Bhanu Pratap. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:3(620):p:71-86.

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2018Symmetric vs Asymmetric Equilibria and Stochastic Stability in a Dynamic Game of Legislative Lobbying. (2018). ZOU, Benteng ; Prieur, Fabien ; Boucekkine, Raouf. In: AMSE Working Papers. RePEc:aim:wpaimx:1531.

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2019Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach. (2019). Rossi, Eduardo ; Palomba, Giulio ; Bucci, Andrea. In: Working Papers. RePEc:anc:wpaper:440.

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2017Effect of Correlation of Brownian Motions on an Investor,s Optimal Investment and Consumption Decision under Ornstein-Uhlenbeck Model. (2017). Ihedioha, Silas A ; Osu, Bright O ; Oruh, Ben I. In: Academic Journal of Applied Mathematical Sciences. RePEc:arp:ajoams:2017:p:52-61.

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2017The Convexity of the Free Boundary for the American put option. (2017). liu, Hsuan-Ku . In: Papers. RePEc:arx:papers:1304.5337.

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2018Relativistic Black-Scholes model. (2018). Trzetrzelewski, Maciej . In: Papers. RePEc:arx:papers:1307.5122.

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2017Hedging in L\evy Models and the Time Step Equivalent of Jumps. (2017). Cerny, Ales ; Denkl, Stephan ; Kallsen, Jan. In: Papers. RePEc:arx:papers:1309.7833.

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2017Shapes of implied volatility with positive mass at zero. (2017). Jacquier, Antoine ; de Marco, Stefano ; Hillairet, Caroline. In: Papers. RePEc:arx:papers:1310.1020.

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2018Matching distributions: Asset pricing with density shape correction. (2018). Talponen, Jarno . In: Papers. RePEc:arx:papers:1312.4227.

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2017Rebalancing with Linear and Quadratic Costs. (2017). Muhle-Karbe, Johannes ; Liu, Ren ; Weber, Marko. In: Papers. RePEc:arx:papers:1402.5306.

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2017Russian-Doll Risk Models. (2017). Kakushadze, Zura. In: Papers. RePEc:arx:papers:1412.4342.

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2017The asymptotic smile of a multiscaling stochastic volatility model. (2017). Caravenna, Francesco ; Corbetta, Jacopo. In: Papers. RePEc:arx:papers:1501.03387.

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2017Black-Scholes in a CEV random environment. (2017). Jacquier, Antoine ; Roome, Patrick. In: Papers. RePEc:arx:papers:1503.08082.

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2017Sensitivity analysis for expected utility maximization in incomplete Brownian market models. (2017). Silva, Francisco ; Backhoff, Julio . In: Papers. RePEc:arx:papers:1504.02734.

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2019Introduction to Stochastic Differential Equations (SDEs) for Finance. (2019). Papanicolaou, A.. In: Papers. RePEc:arx:papers:1504.05309.

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2019Approximate hedging with proportional transaction costs in stochastic volatility models with jumps. (2015). Pergamenschchikov, Serguei ; Nguyen, Thai Huu . In: Papers. RePEc:arx:papers:1505.02627.

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2017American Options with Asymmetric Information and Reflected BSDE. (2017). Esmaeeli, Neda ; Imkeller, Peter. In: Papers. RePEc:arx:papers:1505.05046.

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2017Robust replication of barrier-style claims on price and volatility. (2017). Carr, Peter ; Lorig, Matthew. In: Papers. RePEc:arx:papers:1508.00632.

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2017Optimal investment with intermediate consumption under no unbounded profit with bounded risk. (2017). Chau, Huy N ; Mostovyi, Oleksii ; Fontana, Claudio ; Cosso, Andrea. In: Papers. RePEc:arx:papers:1509.01672.

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2018Why Indexing Works. (2018). Heaton, J B ; Witte, J H ; Polson, N G. In: Papers. RePEc:arx:papers:1510.03550.

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2019Optimal measure transformation problems. (2015). Hyndman, Cody Blaine ; Wang, Renjie . In: Papers. RePEc:arx:papers:1511.06032.

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2017Option Pricing in Markets with Unknown Stochastic Dynamics. (2017). Nizami, Elpida ; Gottschalk, Hanno . In: Papers. RePEc:arx:papers:1602.04848.

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2019Optimal investment and consumption with liquid and illiquid assets. (2018). Choi, Jinhyuk . In: Papers. RePEc:arx:papers:1602.06998.

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2017Statistical Risk Models. (2017). Kakushadze, Zura ; Yu, Willie. In: Papers. RePEc:arx:papers:1602.08070.

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2017General dynamic term structures under default risk. (2017). Fontana, Claudio ; Schmidt, Thorsten. In: Papers. RePEc:arx:papers:1603.03198.

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2019On a hybrid method using trees and finite-differences for pricing options in complex models. (2017). Briani, Maya ; Zanette, Antonino ; Caramellino, Lucia . In: Papers. RePEc:arx:papers:1603.07225.

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2018Risk Sensitive Portfolio Optimization in a Jump Diffusion Model with Regimes. (2018). Goswami, Anindya ; Das, Milan Kumar ; Rana, Nimit . In: Papers. RePEc:arx:papers:1603.09149.

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2017Concurrent Credit Portfolio Losses. (2017). Sicking, Joachim ; Schafer, Rudi ; Guhr, Thomas. In: Papers. RePEc:arx:papers:1604.06917.

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2017Skorohods representation theorem and optimal strategies for markets with frictions. (2017). Chau, Huy N. In: Papers. RePEc:arx:papers:1606.07311.

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2018Explicit Heston Solutions and Stochastic Approximation for Path-dependent Option Pricing. (2018). Kouritzin, Michael A. In: Papers. RePEc:arx:papers:1608.02028.

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2019Securities Lending Strategies: Valuation of Term Loans using Option Theory. (2018). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1609.01274.

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2020Gated Neural Networks for Option Pricing: Rationality by Design. (2016). Yang, Yongxin ; Hospedales, Timothy M ; Zheng, YU. In: Papers. RePEc:arx:papers:1609.07472.

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2019Exponential utility maximization under model uncertainty for unbounded endowments. (2017). Bartl, Daniel. In: Papers. RePEc:arx:papers:1610.00999.

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2018Asset Pricing with Random Volatility. (2018). Liu, Xin. In: Papers. RePEc:arx:papers:1610.01450.

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2017Volatility Smile as Relativistic Effect. (2017). Kakushadze, Zura. In: Papers. RePEc:arx:papers:1610.02456.

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2017Option pricing with Legendre polynomials. (2017). Hok, Julien. In: Papers. RePEc:arx:papers:1610.03086.

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2017Approximate pricing of European and Barrier claims in a local-stochastic volatility setting. (2017). Barger, Weston ; Lorig, Matthew. In: Papers. RePEc:arx:papers:1610.05728.

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2019Dynamic Portfolio Optimization with Liquidity Cost and Market Impact: A Simulation-and-Regression Approach. (2017). Zhang, Rongju ; Hamza, Kais ; Klebaner, Fima ; Zhu, Zili ; Tian, YU ; Langren, Nicolas. In: Papers. RePEc:arx:papers:1610.07694.

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2019Option pricing in exponential L\evy models with transaction costs. (2018). Grossinho, Maria ; Cantarutti, Nicola ; Do, Maria ; Guerra, Manuel. In: Papers. RePEc:arx:papers:1611.00389.

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2017Optimal portfolio selection under vanishing fixed transaction costs. (2017). Christensen, Soren ; Ludwig, Andreas ; Irle, Albrecht . In: Papers. RePEc:arx:papers:1611.01280.

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2018Optimal shrinkage-based portfolio selection in high dimensions. (2018). Parolya, Nestor ; Bodnar, Taras ; Okhrin, Yarema. In: Papers. RePEc:arx:papers:1611.01958.

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2018The Markowitz Category. (2018). Armstrong, John. In: Papers. RePEc:arx:papers:1611.07741.

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2019Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty. (2018). Pu, Jiang ; Gu, Olivier . In: Papers. RePEc:arx:papers:1611.07843.

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2018Asymptotic approximation of optimal portfolio for small time horizons. (2018). Nasralah, Hussein ; Kumar, Rohini. In: Papers. RePEc:arx:papers:1611.09300.

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2019A New Set of Financial Instruments. (2016). Rachev, T ; Fabozzi, Frank J. In: Papers. RePEc:arx:papers:1612.00828.

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2017A Primer on Portfolio Choice with Small Transaction Costs. (2017). Muhle-Karbe, Johannes ; Soner, Mete H ; Reppen, Max. In: Papers. RePEc:arx:papers:1612.01302.

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2018Pointwise Arbitrage Pricing Theory in Discrete Time. (2018). Obl, Jan ; Maggis, Marco ; Hou, Zhaoxu ; Frittelli, Marco ; Burzoni, Matteo. In: Papers. RePEc:arx:papers:1612.07618.

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2017The valuation of European option with transaction costs by mixed fractional Merton model. (2017). Shokrollahi, Foad. In: Papers. RePEc:arx:papers:1702.00152.

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2017Contagion in financial systems: A Bayesian network approach. (2017). Kluppelberg, Claudia ; Chong, Carsten . In: Papers. RePEc:arx:papers:1702.04287.

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2017Uncertain Volatility Models with Stochastic Bounds. (2017). Ning, Ning ; Fouque, Jean-Pierre. In: Papers. RePEc:arx:papers:1702.05036.

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2018Optimal investment problem with M-CEV model: closed form solution and applications to the algorithmic trading. (2018). Muravey, Dmitry . In: Papers. RePEc:arx:papers:1703.01574.

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2017Optimal Portfolio under Fractional Stochastic Environment. (2017). Fouque, Jean-Pierre ; Hu, Ruimeng. In: Papers. RePEc:arx:papers:1703.06969.

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2018Mean field and n-agent games for optimal investment under relative performance criteria. (2018). Zariphopoulou, Thaleia ; Lacker, Daniel . In: Papers. RePEc:arx:papers:1703.07685.

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2017Non-parametric and semi-parametric asset pricing. (2017). Ormos, Mihály ; Zibriczky, David ; Erdos, Peter . In: Papers. RePEc:arx:papers:1703.09500.

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2017The Wandering of Corn. (2017). Salov, Valerii . In: Papers. RePEc:arx:papers:1704.01179.

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2019High-order compact finite difference scheme for option pricing in stochastic volatility jump models. (2019). Pitkin, Alexander ; During, Bertram. In: Papers. RePEc:arx:papers:1704.05308.

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2017High-Frequency Jump Analysis of the Bitcoin Market. (2017). Scaillet, Olivier ; Trevisan, Christopher ; Treccani, Adrien . In: Papers. RePEc:arx:papers:1704.08175.

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2018Option pricing: A yet simpler approach. (2018). Turunen, Minna ; Talponen, Jarno . In: Papers. RePEc:arx:papers:1705.00212.

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2018Optimal consumption of multiple goods in incomplete markets. (2018). Mostovyi, Oleksii. In: Papers. RePEc:arx:papers:1705.02291.

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2017Investing for the Long Run. (2017). Platen, Eckhard ; Leisen, Dietmar . In: Papers. RePEc:arx:papers:1705.03929.

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2017Analytic techniques for option pricing under a hyperexponential L\{e}vy model. (2017). Hackmann, Daniel . In: Papers. RePEc:arx:papers:1705.05934.

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2017CDS Rate Construction Methods by Machine Learning Techniques. (2017). Luo, Zhongmin ; Brummelhuis, Raymond. In: Papers. RePEc:arx:papers:1705.06899.

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2017Wealth dynamics in a sentiment-driven market. (2017). Goykhman, Mikhail . In: Papers. RePEc:arx:papers:1705.07092.

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2017Clearing algorithms and network centrality. (2017). Siebenbrunner, Christoph. In: Papers. RePEc:arx:papers:1706.00284.

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2018Optimal Portfolio under Fast Mean-reverting Fractional Stochastic Environment. (2018). Hu, Ruimeng ; Fouque, Jean-Pierre. In: Papers. RePEc:arx:papers:1706.03139.

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2018General Equilibrium Under Convex Portfolio Constraints and Heterogeneous Risk Preferences. (2018). Abbot, Tyler . In: Papers. RePEc:arx:papers:1706.05877.

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2017Singular Fourier-Pad\e Series Expansion of European Option Prices. (2017). , Chan ; Lung, Tat . In: Papers. RePEc:arx:papers:1706.06709.

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2020Hilbert transform, spectral filtering and option pricing. (2017). Germano, Guido ; Fusai, Gianluca ; Marazzina, Daniele ; Phelan, Carolyn E. In: Papers. RePEc:arx:papers:1706.09755.

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2017Extreme portfolio loss correlations in credit risk. (2017). Guhr, Thomas ; Muhlbacher, Andreas. In: Papers. RePEc:arx:papers:1706.09809.

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2017Foreign exchange market modelling and an on-line portfolio selection algorithm. (2017). Wu, Jiang-Lun ; Ren, Panpan . In: Papers. RePEc:arx:papers:1707.00203.

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2017Checking account activity and credit default risk of enterprises: An application of statistical learning methods. (2017). Margaryan, Mamikon ; Levy-Chapira, Maxime ; Yao, Jinglun. In: Papers. RePEc:arx:papers:1707.00757.

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2017Option Pricing and Hedging for Discrete Time Autoregressive Hidden Markov Model. (2017). , Bruno ; Bruno, ; Caccia, Massimo . In: Papers. RePEc:arx:papers:1707.02019.

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2017Second order stochastic differential models for financial markets. (2017). Zung, Nguyen Tien . In: Papers. RePEc:arx:papers:1707.05419.

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2017Pricing compound and extendible options under mixed fractional Brownian motion with jumps. (2017). Shokrollahi, Foad. In: Papers. RePEc:arx:papers:1708.04829.

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2017An indifference approach to the cost of capital constraints: KVA and beyond. (2017). Pallavicini, Andrea ; Brigo, Damiano ; Francischello, Marco. In: Papers. RePEc:arx:papers:1708.05319.

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2020Modulated Information Flows on Random Point Fields. (2018). Menguturk, Levent A ; Macrina, Andrea ; Hoyle, Edward . In: Papers. RePEc:arx:papers:1708.06948.

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2020Dynamic Price Jumps: the Performance of High Frequency Tests and Measures, and the Robustness of Inference. (2018). Forbes, Catherine S ; Martin, Gael M ; Maneesoonthorn, Worapree. In: Papers. RePEc:arx:papers:1708.09520.

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2017An Option Pricing Model with Memory. (2017). Mohammed, Salah ; Sancier, Flavia . In: Papers. RePEc:arx:papers:1709.00468.

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2017Optimal Liquidation Problems in a Randomly-Terminated Horizon. (2017). Wong, Tak Kwong ; Gu, Jia-Wen ; Ching, Wai-Ki ; Yang, Qing-Qing. In: Papers. RePEc:arx:papers:1709.05837.

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2018Numerical analysis for a unified 2 factor model of structural and reduced form types for corporate bonds with fixed discrete coupon. (2018). Jon, Il-Gwang ; Kim, Jong-Chol . In: Papers. RePEc:arx:papers:1709.06517.

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2017Arbitrage and Geometry. (2017). Scheinerman, Edward R ; Naiman, Daniel Q. In: Papers. RePEc:arx:papers:1709.07446.

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2020Option Pricing with Greed and Fear Factor: The Rational Finance Approach. (2017). Fabozzi, Frank ; Racheva-Iotova, Boryana. In: Papers. RePEc:arx:papers:1709.08134.

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2017Pricing derivatives in Hermite markets. (2017). Mittnik, Stefan ; Fabozzi, Frank ; Rachev, Svetlozar T ; Stoyanov, Stoyan V. In: Papers. RePEc:arx:papers:1709.09068.

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2017Behavioral Finance Option Pricing Formulas Consistent with Rational Dynamic Asset Pricing. (2017). Rachev, Svetlozar ; Fabozzi, Frank J ; Stoyanov, Stoyan. In: Papers. RePEc:arx:papers:1710.03205.

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2019A Mathematical Analysis of Technical Analysis. (2019). Zou, Bin ; Zhou, Zhou ; Lorig, Matthew. In: Papers. RePEc:arx:papers:1710.09476.

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2017A Numerical Scheme for A Singular control problem: Investment-Consumption Under Proportional Transaction Costs. (2017). Tsai, Wan-Yu ; Fahim, Arash. In: Papers. RePEc:arx:papers:1711.01017.

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2017Less-Expensive Valuation of Long Term Annuities Linked to Mortality, Cash and Equity. (2017). Platen, Eckhard ; Fergusson, Kevin. In: Papers. RePEc:arx:papers:1711.02808.

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2019Portfolio Optimization and Model Predictive Control: A Kinetic Approach. (2019). Frank, Martin ; Pareschi, Lorenzo ; Trimborn, Torsten. In: Papers. RePEc:arx:papers:1711.03291.

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2019Efficient Exponential Tilting for Portfolio Credit Risk. (2019). Wang, Chuan-Ju ; Fuh, Cheng-Der. In: Papers. RePEc:arx:papers:1711.03744.

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2017Fluctuation identities with continuous monitoring and their application to price barrier options. (2017). Germano, Guido ; Fusai, Gianluca ; Marazzina, Daniele ; Phelan, Carolyn E. In: Papers. RePEc:arx:papers:1712.00077.

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2017An Inverse Problem Study: Credit Risk Ratings as a Determinant of Corporate Governance and Capital Structure in Emerging Markets: Evidence from Chinese Listed Companies. (2017). ausloos, marcel ; Kang, Manying. In: Papers. RePEc:arx:papers:1712.00602.

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2018A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering. (2018). di Matteo, Tiziana ; Buonocore, Riccardo Junior ; Verma, Anshul. In: Papers. RePEc:arx:papers:1712.02138.

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2017Trading Strategies with Position Limits. (2017). Salov, Valerii . In: Papers. RePEc:arx:papers:1712.07649.

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More than 100 citations found, this list is not complete...

Works by robert c. merton:

YearTitleTypeCited
1986Dividend Variability and Variance Bounds Tests for the Rationality ofStock Market Prices. In: American Economic Review.
[Full Text][Citation analysis]		article123
1984Dividend variability and variance bounds tests for the rationality of stock market prices.(1984) In: Working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 123		paper
1998Applications of Option-Pricing Theory: Twenty-Five Years Later. In: American Economic Review.
[Full Text][Citation analysis]		article57
1997Applications of Option-Pricing Theory: Twenty-Five Years Later.(1997) In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57		paper
1987In Honor of Nobel Laureate, Franco Modigliani. In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article0
2009Preface to the Annual Review of Financial Economics In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article1
2013Fischer Black In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article0
2005A Proposal for Expensing Employee Compensatory Stock Options for Financial Reporting Purposes In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article0
2006Allocating Shareholder Capital to Pension Plans In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article3
1992FINANCIAL INNOVATION AND ECONOMIC PERFORMANCE In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article72
1993THEORY OF RISK CAPITAL IN FINANCIAL FIRMS In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article80
1973The Relationship Between Put and Call Option Prices: Comment. In: Journal of Finance.
[Full Text][Citation analysis]		article11
1974Generalized Mean-Variance Tradeoffs for Best Perturbation Corrections to Approximate Portfolio Decisions. In: Journal of Finance.
[Full Text][Citation analysis]		article4
1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates. In: Journal of Finance.
[Full Text][Citation analysis]		article2868
1973On the pricing of corporate debt: the risk structure of interest rates.(1973) In: Working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2868		paper
1976The Impact on Option Pricing of Specification Error in the Underlying Stock Price Returns. In: Journal of Finance.
[Full Text][Citation analysis]		article27
1987 A Simple Model of Capital Market Equilibrium with Incomplete Information. In: Journal of Finance.
[Full Text][Citation analysis]		article1130
1987A simple model of capital market equilibrium with incomplete information.(1987) In: Working papers.
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This paper has another version. Agregated cites: 1130		paper
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