R. C. Merton
World Scientific Reference on Contingent Claims Analysis in Corporate Finance · 1980–2017
A researcher in the Science corpus: 8 papers; trusts 1 researcher and is trusted by 53 researchers here, as inferred from the citation graph.
Whom R. C. Merton trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts R. C. Merton overall
- Ole E. Barndorff-Nielsen
- Tim Bollerslev
- Eric Ghysels
- Turan G. Bali
- Holger Kraft
- Jun Yu
- John M. Maheu
- Tobias Adrian
- E. Andreou
- Hui Guo
Papers from R. C. Merton's perspective
Ordered by how strongly the researchers R. C. Merton trusts endorse each paper. Same corpus, a different order for every researcher.
- The Pricing of Options and Corporate Liabilities
- On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts
- The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets: A Reply
- The Behavior of Stock-Market Prices
- Discounting Time and Time Discounting: Subjective Time Perception and Intertemporal Preferences
- Considering the Future: The Conceptualization and Measurement of Elaboration on Potential Outcomes
- Relationship of subjective and objective social status with psychological and physiological functioning: preliminary data in healthy white women. (Health Psychology)
- The Proteus Effect: The Effect of Transformed Self-Representation on Behavior
- Consumer decision making and aging: Current knowledge and future directions
- CHAPTER TWENTY-SIX. Out of Control: Visceral Influences on Behavior
Their papers
- Systemic Risk and the Refinancing Ratchet Effect (2009) — 114 citations
- Fallacy of the Log-normal Approximation to Optimal Portfolio Decision-making Over Many Periods (2017) — 70 citations
- On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015) — 805 citations
- On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts (2015) — 199 citations
- Theory of Rational Option Pricing (2015) — 3,704 citations
- The impact on option pricing of specification error in the underlying stock price returns (2011) — 162 citations
- Samuelson, Paul A. (2010) — 377 citations
- On Estimating the Expected Return on the Market: An Exploratory Investigation (1980)