Robert C. Merton
- An Intertemporal Capital Asset Pricing Model
1973/09/01 by Robert C. Merton · 46 citations
Economics, Econometrics and Finance · #Financial Markets and Investment Strategies #Stochastic processes and financial applications #Complex Systems and Time Series Analysis
- A Simple Model of Capital Market Equilibrium with Incomplete Information
1987/07/01 by ROBERT C. MERTON, Robert C. Merton · 48 citations
Economics, Econometrics and Finance · #Economic theories and models #Financial Markets and Investment Strategies #Complex Systems and Time Series Analysis
- An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory
1977/06/01 by Robert C. Merton · 1 citation
Economics, Econometrics and Finance · #Banking stability, regulation, efficiency #Credit Risk and Financial Regulations #Stochastic processes and financial applications