robert c. merton : Citation Profile

Massachusetts Institute of Technology (MIT)

35

H index

50

i10 index

21959

Citations

RESEARCH PRODUCTION:

55

Articles

37

Papers

1

Books

11

Chapters

RESEARCH ACTIVITY:

   53 years (1969 - 2022). See details.
   Cites by year: 414
   Journals where robert c. merton has often published
   Relations with other researchers
   Recent citing documents: 762.    Total self citations: 29 (0.13 %)

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   Permalink: http://citec.repec.org/pme203
   Updated: 2025-04-19    RAS profile: 2024-11-06    
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Relations with other researchers

Works with:

Thakor, Richard (2)

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 (103)

Platen, Eckhard (55)

Viceira, Luis (54)

Wang, Neng (51)

Guiso, Luigi (51)

Munk, Claus (49)

Escobar Anel, Marcos (48)

Jarrow, Robert (47)

Bollerslev, Tim (46)

Venegas-Martínez, Francisco (46)

Lo, Andrew (45)

Cites to:

Bodie, Zvi (22)

Dybvig, Philip (15)

Dybvig, Phillip (14)

Longstaff, Francis (14)

Lo, Andrew (12)

Jarrow, Robert (12)

Kau, James (11)

Tsomocos, Dimitrios (11)

Chen, Zhiwu (11)

Duffie, Darrell (10)

Stulz, René (10)

Main data

Where robert c. merton has published?

Journals with more than one article published# docs
The Journal of Business6
Journal of Financial Economics6
Journal of Finance5
Journal of Applied Corporate Finance4
Journal of Banking & Finance3
Carnegie-Rochester Conference Series on Public Policy3
Financial Management3
Financial Analysts Journal3
American Economic Review2
Journal of Financial and Quantitative Analysis2
Annual Review of Financial Economics2
Bell Journal of Economics2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc18

Recent works citing robert c. merton (2025 and 2024)

YearTitle of citing document
2024Information Acquisition and Individual Investors’ Trading Behavior. (2024). Shen, Kailing ; Luo, Ronghua ; Li, Yaling. In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2023-698.

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2024The Black-Scholes-Merton dual equation. (2019). Liu, Qiang ; Guo, Shuxin . In: Papers. RePEc:arx:papers:1912.10380.

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2024Volatility Depend on Market Trades and Macro Theory. (2020). Olkhov, Victor. In: Papers. RePEc:arx:papers:2008.07907.

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2024A New Approach to Estimating Loss-Given-Default Distribution. (2020). Kevkhishvili, Rusudan ; Egami, Masahiko. In: Papers. RePEc:arx:papers:2009.00868.

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2024Frequency-Dependent Higher Moment Risks. (2021). Baruník, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264.

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2024Three Remarks On Asset Pricing. (2021). Olkhov, Victor. In: Papers. RePEc:arx:papers:2105.13903.

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2024Geometric insights into robust portfolio construction with gearing. (2021). Gebbie, Tim ; Dalmeyer, Lara. In: Papers. RePEc:arx:papers:2107.06194.

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2024Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum. (2021). Zhang, Qinyi ; Yu, Xiang ; Li, Xun . In: Papers. RePEc:arx:papers:2108.02648.

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2024Option Pricing under Bayesian MS-VAR Process. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2109.05998.

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2024Kernel Minimum Divergence Portfolios. (2021). Szab, Zolt'An ; Chamakh, Linda. In: Papers. RePEc:arx:papers:2110.09516.

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2024Equity--Linked Life Insurances on Maximum of Several Assets. (2021). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2111.04038.

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2024Augmented Dynamic Gordon Growth Model. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2201.06012.

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2025On Robust Optimal Linear Feedback Stock Trading. (2022). Hsieh, Chung-Han. In: Papers. RePEc:arx:papers:2202.02300.

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2024Black-Scholes Option Pricing Revisited?. (2022). Mink, Mark ; de Weert, Frans J. In: Papers. RePEc:arx:papers:2202.05671.

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2024Stochastic integral representation of solutions to Hodge theoretic Poissons equations on Graphs, and cooperative value allocation of Shapley and Nash. (2022). Lim, Tongseok. In: Papers. RePEc:arx:papers:2203.06860.

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2024The Log Private Company Valuation Model. (2022). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2206.09666.

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2024Optimal investment strategy to maximize the expected utility of an insurance company under Cramer Lundberg dynamic. (2022). Sikov, A ; Cerda-Hernandez, J. In: Papers. RePEc:arx:papers:2207.02947.

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2024Optimal consumption under a drawdown constraint over a finite horizon. (2022). Yu, Xiang ; Yi, Fahuai ; Li, Xun ; Chen, Xiaoshan. In: Papers. RePEc:arx:papers:2207.07848.

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2024The law of one price in mean-variance hedging. (2022). Czichowsky, Christoph ; Vcern, Alevs. In: Papers. RePEc:arx:papers:2210.15613.

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2024Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes. (2023). Garc, Eduardo ; D'Auria, Bernardo ; Azze, Abel. In: Papers. RePEc:arx:papers:2211.04095.

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2024Optimal investment with insider information using Skorokhod & Russo-Vallois integration. (2022). Ichiba, Tomoyuki ; Escudero, Carlos ; Elizalde, Mauricio. In: Papers. RePEc:arx:papers:2211.07471.

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2024Formation of Optimal Interbank Lending Networks under Liquidity Shocks. (2022). Sircar, Ronnie ; Rigobon, Daniel E. In: Papers. RePEc:arx:papers:2211.12404.

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2025Endogenous Network Valuation Adjustment and the Systemic Term Structure in a Dynamic Interbank Model. (2022). Sojmark, Andreas ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:2211.15431.

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2025Peer-reviewed theory does not help predict the cross-section of stock returns. (2022). Zimmermann, Tom ; Lopez-Lira, Alejandro ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2212.10317.

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2024Analysis of optimal portfolios on finite and small-time horizons for a multi-dimensional correlated stochastic volatility model. (2023). Sengupta, Indranil ; Lin, Minglian. In: Papers. RePEc:arx:papers:2302.06778.

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2024A stochastic control problem arising from relaxed wealth tracking with a monotone benchmark process. (2023). Yu, Xiang ; Huang, Yi Jie ; Bo, Lijun. In: Papers. RePEc:arx:papers:2302.08302.

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2024Quantum Monte Carlo simulations for financial risk analytics: scenario generation for equity, rate, and credit risk factors. (2023). Nield, Stuart ; Matsakos, Titos. In: Papers. RePEc:arx:papers:2303.09682.

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2024Unifying Market Microstructure and Dynamic Asset Pricing. (2023). Rachev, Svetlozar T ; Lindquist, Brent W ; Hu, Yuan ; Lauria, Davide. In: Papers. RePEc:arx:papers:2304.02356.

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2024Filtration Reduction and Completeness in Jump-Diffusion Models. (2023). Jarrow, Robert ; Grigorian, Karen. In: Papers. RePEc:arx:papers:2304.06202.

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2024An extended Merton problem with relaxed benchmark tracking. (2023). Yu, Xiang ; Huang, Yijie ; Bo, Lijun. In: Papers. RePEc:arx:papers:2304.10802.

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2024On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2023). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998.

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2024Equity Protection Swaps: An New Type of Insurance for Superannuation. (2023). Liu, Ruyi ; Xu, Huansang. In: Papers. RePEc:arx:papers:2305.09472.

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2024The uniform diversification strategy is optimal for expected utility maximization under high model ambiguity. (2023). Wiesel, Johannes ; Carassus, Laurence. In: Papers. RePEc:arx:papers:2306.01503.

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2024Analytical valuation of vulnerable derivative contracts with bilateral cash flows under credit, funding and wrong-way risks. (2023). Buescu, Cristin ; Francisco, Juan Jose. In: Papers. RePEc:arx:papers:2308.10568.

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2024Asymptotics for Short Maturity Asian Options in a Jump-Diffusion model with Local Volatility. (2023). Zhu, Lingjiong ; Pirjol, Dan. In: Papers. RePEc:arx:papers:2308.15672.

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2024Fourier Neural Network Approximation of Transition Densities in Finance. (2023). Dang, Duy-Minh ; Du, Rong. In: Papers. RePEc:arx:papers:2309.03966.

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2025Optimal Consumption--Investment Problems under Time-Varying Incomplete Preferences. (2023). Xia, Weixuan. In: Papers. RePEc:arx:papers:2312.00266.

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2024Hydrodynamics of Markets:Hidden Links Between Physics and Finance. (2024). Lipton, Alexander. In: Papers. RePEc:arx:papers:2403.09761.

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2024Modeling stock price dynamics on the Ghana Stock Exchange: A Geometric Brownian Motion approach. (2024). Mettle, Felix Okoe ; Lotsi, Anani ; Quayesam, Dennis Lartey. In: Papers. RePEc:arx:papers:2403.13192.

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2024A Markov approach to credit rating migration conditional on economic states. (2024). Packham, Natalie ; Kalkbrener, Michael. In: Papers. RePEc:arx:papers:2403.14868.

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2024Robust Utility Optimization via a GAN Approach. (2024). Wutte, Hanna ; Teichmann, Josef ; Krach, Florian. In: Papers. RePEc:arx:papers:2403.15243.

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2024On Mertons Optimal Portfolio Problem under Sporadic Bankruptcy. (2024). Pokojovy, Michael ; Kopeliovich, Yaacov. In: Papers. RePEc:arx:papers:2403.15923.

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2024Using Machine Learning to Forecast Market Direction with Efficient Frontier Coefficients. (2024). Scherer, William ; Alexander, Nolan. In: Papers. RePEc:arx:papers:2404.00825.

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2024Bayesian Markov-Switching Vector Autoregressive Process. (2024). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2404.11235.

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2024Continuous-time Risk-sensitive Reinforcement Learning via Quadratic Variation Penalty. (2024). Jia, Yanwei. In: Papers. RePEc:arx:papers:2404.12598.

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2024Application of Deep Learning for Factor Timing in Asset Management. (2024). Lyu, Haoshu ; Chen, Xilin ; Gharanchaei, Maysam Khodayari ; Panda, Prabhu Prasad. In: Papers. RePEc:arx:papers:2404.18017.

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2024Calibration of the rating transition model for high and low default portfolios. (2024). Spreij, Peter ; Khedher, Asma. In: Papers. RePEc:arx:papers:2405.00576.

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2024Modelling Opaque Bilateral Market Dynamics in Financial Trading: Insights from a Multi-Agent Simulation Study. (2024). Walsh, Toby ; Vidler, Alicia. In: Papers. RePEc:arx:papers:2405.02849.

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2025Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs with infinite activity. (2024). Wu, Sizhou ; Schmocker, Philipp ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2405.05192.

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2024Coherent Risk Measure on $L^0$: NA Condition, Pricing and Dual Representation. (2024). Vu, Duc Thinh ; Lepinette, Emmanuel. In: Papers. RePEc:arx:papers:2405.06764.

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2024The Unfairness of $\varepsilon$-Fairness. (2024). Schmidt, Thorsten ; Fadina, Tolulope. In: Papers. RePEc:arx:papers:2405.09360.

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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]		article151
1984Dividend variability and variance bounds tests for the rationality of stock market prices.(1984) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 151		paper
1998Applications of Option-Pricing Theory: Twenty-Five Years Later. In: American Economic Review.
[Full Text][Citation analysis]		article99
1997Applications of Option-Pricing Theory: Twenty-Five Years Later.(1997) In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 99		paper
1987In Honor of Nobel Laureate, Franco Modigliani. In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article2
2009Preface to the Annual Review of Financial Economics In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article2
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]		article7
1992FINANCIAL INNOVATION AND ECONOMIC PERFORMANCE In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article110
1993THEORY OF RISK CAPITAL IN FINANCIAL FIRMS In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article102
1973The Relationship Between Put and Call Option Prices: Comment. In: Journal of Finance.
[Full Text][Citation analysis]		article22
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]		article4334
1973On the pricing of corporate debt: the risk structure of interest rates.(1973) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4334		paper
1976The Impact on Option Pricing of Specification Error in the Underlying Stock Price Returns. In: Journal of Finance.
[Full Text][Citation analysis]		article35
1987 A Simple Model of Capital Market Equilibrium with Incomplete Information. In: Journal of Finance.
[Full Text][Citation analysis]		article1950
1987A simple model of capital market equilibrium with incomplete information.(1987) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1950		paper
1995MARK-TO-MARKET ACCOUNTING FOR BANKS AND THRIFTS - LESSONS FROM THE DANISH EXPERIENCE In: Journal of Accounting Research.
[Full Text][Citation analysis]		article42
2011Measuring and Managing Macrofinancial Risk and Financial Stability: A New Framework In: Central Banking, Analysis, and Economic Policies Book Series.
[Full Text][Citation analysis]		chapter3
2009New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability In: Working Papers Central Bank of Chile.
[Full Text][Citation analysis]		paper83
2007New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 83		paper
1975Theory of Finance from the Perspective of Continuous Time In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article23
1972An Analytic Derivation of the Efficient Portfolio Frontier In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article291
2002International pension swaps In: Journal of Pension Economics and Finance.
[Full Text][Citation analysis]		article23
2007Report on “The Committee on Yen Risk-free-rate Model Estimation†In: Finance Working Papers.
[Full Text][Citation analysis]		paper0
1973An Intertemporal Capital Asset Pricing Model. In: Econometrica.
[Full Text][Citation analysis]		article2169
1984Macroeconomics and finance: The role of the stock market In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article166
1984Macroeconomics and Finance: The Role of the Stock Market.(1984) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 166		paper
1993Deposit insurance reform: a functional approach In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article23
1993Reply to Benston and Kaufman In: Carnegie-Rochester Conference Series on Public Policy.
[Full Text][Citation analysis]		article0
1992Labor supply flexibility and portfolio choice in a life cycle model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article527
1992Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model.(1992) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 527		paper
2022No-fault default, chapter 11 bankruptcy, and financial institutions In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article1
2021No-fault Default, Chapter 11 Bankruptcy, and Financial Institutions.(2021) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
1995Financial innovation and the management and regulation of financial institutions In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article118
1995Financial Innovation and the Management and Regulation of Financial Institutions.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 118		paper
1977An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article464
1971Optimum consumption and portfolio rules in a continuous-time model In: Journal of Economic Theory.
[Full Text][Citation analysis]		article1754
1970Optimum Consumption and Portfolio Rules in a Continuous-time Model.(1970) In: Working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1754		paper
2013Systemic risk and the refinancing ratchet effect In: Journal of Financial Economics.
[Full Text][Citation analysis]		article57
2010Systemic Risk and the Refinancing Ratchet Effect.(2010) In: Harvard Business School Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57		paper
2009Systemic Risk and the Refinancing Ratchet Effect.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57		paper
1974Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods In: Journal of Financial Economics.
[Full Text][Citation analysis]		article56
1976Option pricing when underlying stock returns are discontinuous In: Journal of Financial Economics.
[Full Text][Citation analysis]		article1764
1975Option pricing when underlying stock returns are discontinuous.(1975) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1764		paper
1977On the pricing of contingent claims and the Modigliani-Miller theorem In: Journal of Financial Economics.
[Full Text][Citation analysis]		article83
2006Do a firms equity returns reflect the risk of its pension plan? In: Journal of Financial Economics.
[Full Text][Citation analysis]		article29
2004Do a Firms Equity Returns Reflect the Risk of Its Pension Plan?.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
1980On estimating the expected return on the market : An exploratory investigation In: Journal of Financial Economics.
[Full Text][Citation analysis]		article1093
1980On Estimating the Expected Return on the Market: An Exploratory Investigation.(1980) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1093		paper
2019Customers and investors: A framework for understanding the evolution of financial institutions In: Journal of Financial Intermediation.
[Full Text][Citation analysis]		article16
1993On the microeconomic theory of investment under uncertainty In: Handbook of Mathematical Economics.
[Full Text][Citation analysis]		chapter4
1977On the microeconomic theory of investment under uncertainty.(1977) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
1990Capital market theory and the pricing of financial securities In: Handbook of Monetary Economics.
[Full Text][Citation analysis]		chapter5
1986Capital market theory and the pricing of financial securities.(1986) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2008Asset Management in Volatile Markets In: SUERF Studies.
[Full Text][Citation analysis]		book0
1992On the Management of Financial Guarantees In: Financial Management.
[Citation analysis]		article49
1995A Functional Perspective of Financial Intermediation In: Financial Management.
[Citation analysis]		article100
2000Speeches by Nobel Laureates In: Financial Management.
[Citation analysis]		article0
1973An asymptotic theory of growth under uncertainty, In: Working papers.
[Full Text][Citation analysis]		paper162
1975An Asymptotic Theory of Growth Under Uncertainty.(1975) In: The Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 162		article
1976Continuous-time portfolio theory and the pricing of contingent claims In: Working papers.
[Full Text][Citation analysis]		paper0
1977On the cost of deposit insurance when there are surveillance costs In: Working papers.
[Full Text][Citation analysis]		paper134
1978On the Cost of Deposit Insurance When There Are Surveillance Costs..(1978) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 134		article
1984Earnings variablility and variance bounds tests for the rationality of stock market prices In: Working papers.
[Full Text][Citation analysis]		paper1
1985On the current state of the stock market rationality hypothesis In: Working papers.
[Full Text][Citation analysis]		paper24
1983On Consumption Indexed Public Pension Plans In: NBER Chapters.
[Full Text][Citation analysis]		chapter17
1982On Consumption-Indexed Public Pension Plans.(1982) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
1983On the Role of Social Security as a Means for Efficient Risk Sharing in an Economy Where Human Capital Is Not Tradable In: NBER Chapters.
[Full Text][Citation analysis]		chapter110
1988Defined Benefit versus Defined Contribution Pension Plans: What are the Real Trade-offs? In: NBER Chapters.
[Full Text][Citation analysis]		chapter53
1985Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs?.(1985) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		paper
1993Optimal Investment Strategies for University Endowment Funds In: NBER Chapters.
[Full Text][Citation analysis]		chapter24
1991Optimal Investment Strategies for University Endowment Funds.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
1987Pension Plan Integration As Insurance Against Social Security Risk In: NBER Chapters.
[Full Text][Citation analysis]		chapter16
1984Pension Plan Integration as Insurance Against Social Security Risk.(1984) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
1981On the Role of Social Security as a Means for Efficient Risk-Bearing in an Economy Where Human Capital Is Not Tradeable In: NBER Working Papers.
[Full Text][Citation analysis]		paper30
2004The Design of Financial Systems: Towards a Synthesis of Function and Structure In: NBER Working Papers.
[Full Text][Citation analysis]		paper77
2005DESIGN OF FINANCIAL SYSTEMS: TOWARDS A SYNTHESIS OF FUNCTION AND STRUCTURE.(2005) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 77		chapter
2006A New Framework for Analyzing and Managing Macrofinancial Risks of an Economy In: NBER Working Papers.
[Full Text][Citation analysis]		paper36
2015Customers and Investors: A Framework for Understanding Financial Institutions In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
2018Trust in Lending In: NBER Working Papers.
[Full Text][Citation analysis]		paper12
2003Transparency, Risk Management and International Financial Fragility In: NBER Working Papers.
[Full Text][Citation analysis]		paper14
2006The Derivatives Sourcebook In: Foundations and Trends(R) in Finance.
[Full Text][Citation analysis]		article0
1997A Model of Contract Guarantees for Credit-Sensitive, Opaque Financial Intermediaries In: Review of Finance.
[Full Text][Citation analysis]		article15
2020SeLFIES: A NEW PENSION BOND AND CURRENCY FOR RETIREMENT In: Journal of Financial Transformation.
[Full Text][Citation analysis]		article0
1998Autobiography In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]		paper0
2004Interview with Nobel Prize Laureate Robert C. Merton In: Nobel Prize in Economics documents.
[Full Text][Citation analysis]		paper0
1973Theory of Rational Option Pricing In: Bell Journal of Economics.
[Full Text][Citation analysis]		article2657
2005Theory of rational option pricing.(2005) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2657		chapter
1974The Optimality of a Competitive Stock Market In: Bell Journal of Economics.
[Full Text][Citation analysis]		article4
2006Paul Samuelson and Financial Economics In: The American Economist.
[Full Text][Citation analysis]		article8
2019SeLFIES for Portugal: An Innovative Pan European Retirement Solution In: Financial and Monetary Policy Studies.
[Citation analysis]		chapter0
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article1
In: .
[Full Text][Citation analysis]		article0
2014ADBs Distinguished Speakers Program Measuring the Connectedness of the Financial System: Implications for Risk Management In: Asian Development Review.
[Full Text][Citation analysis]		article4
1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article1808
1986Dividend Behavior for the Aggregate Stock Market. In: Research Program in Finance Working Papers.
[Citation analysis]		paper100
1987Dividend Behavior for the Aggregate Stock Market..(1987) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 100		article
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