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An Analytic Derivation of the Efficient Portfolio Frontier

An Analytic Derivation of the Efficient Portfolio Frontier

Author: Robert C Merton

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On the Mathematics and Economic Assumptions of Continuous-time Models

On the Mathematics and Economic Assumptions of Continuous-time Models

Author: Robert C Merton

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An Analytic Derivation of the Efficient Portfolio Frontier

An Analytic Derivation of the Efficient Portfolio Frontier

Author: Robert C Merton

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The impact on option pricing of specification error in the underlying stock price returns

The impact on option pricing of specification error in the underlying stock price returns

Author: Robert C Merton

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On Market Timing and Investment Performance Part I

On Market Timing and Investment Performance Part I

Author: Robert C Merton

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Theory of Rational Option Pricing

Theory of Rational Option Pricing

Author: Robert C Merton

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On Market Timing and Investment Performance Part I

On Market Timing and Investment Performance Part I

Author: Robert C Merton

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Theory of Rational Option Pricing

Theory of Rational Option Pricing

Author: Robert C Merton

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