Ebooks by Robert C Merton
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Robert C Merton
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An analytic derivation of the efficient portfolio frontier
Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
On market timing and investment performance part I : an equilibrium theory of value for market forecasts
On the mathematics and economic assumptions of continuous-time models
The impact on option pricing of specification error in the underlying stock price returns
The optimality of a competitive stock market
Theory of rational option pricing
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This day...
On September 25, 1774
John Bradstreet
, Canadian-born soldier (b.
1714
), was born
Thomas Hunt Morgan
, American geneticist, recipient of the
Nobel Prize in Physiology or Medicine
(d.
1945
), was born
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