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Disambiguation of "Merton, Robert C."

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Do a firm's equity returns reflect the risk of its pension plan?

, , and . Journal of Financial Economics, 81 (1): 1--26 (July 2006)

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Erich Merton

Hugo Merton

Adolf Merton

Robert C Cauthorn

Robert C Holub

 

Other publications of authors with the same name

Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods, and . Journal of Financial Economics, 1 (1): 67 - 94 (1974)On the pricing of contingent claims and the Modigliani-Miller theorem. Journal of Financial Economics, 5 (2): 241--249 (November 1977)An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory. Journal of Banking & Finance, 1 (1): 3--11 (June 1977)On estimating the expected return on the market : An exploratory investigation. Journal of Financial Economics, 8 (4): 323--361 (December 1980)Labor supply flexibility and portfolio choice in a life cycle model, , and . Journal of Economic Dynamics and Control, 16 (3-4): 427--449 (00 1992)Continuous-time finance. Basil Blackwell, Oxford u.a., (1990)An Intertemporal Capital Asset Pricing Model. Econometrica, 41 (5): 867-887 (September 1973)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates. The Journal of Finance, 29 (2): 449--470 (May 1974)Continuous-time finance. Blackwell, Cambridge, Mass. u.a., Rev. and 1. publ. in paperb. edition, (1992)Transparency, risk management and international financial fragility, , and . Geneva reports on the world economy CEPR, London, (2003)