Merton, Robert C. "A Simple Model of Capital Market Equilibrium with Incomplete Information." Journal of Finance 42 (July 1987). Marsh, T. A., and Robert C. Merton. "Dividend Behavior for the Aggregate Stock Market." Journal of Business 60 (January 1987). Merton, Robert C., and T. A. Marsh. "Dividend Variability and Variance Bounds Tests for the Rationality of Stock Market Prices." American Economic Review 76 (June 1986). Merton, Robert C., M. S. Scholes, and M. L. Gladstein. "The Returns and Risk of Alternative Put Option Portfolio Investment Strategies." Journal of Business 55 (January 1982). Merton, Robert C., and R. D. Henriksson. "On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills." Journal of Business 54 (October 1981). Merton, Robert C. "On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts." Journal of Business 54 (July 1981). Merton, Robert C. "On Estimating the Expected Return on the Market: An Exploratory Investigation." Journal of Financial Economics 8 (December 1980). Merton, Robert C. "On the Cost of Deposit Insurance When There are Surveillance Costs." Journal of Business 51 (July 1978). (Chapter 20 in Continuous-Time Finance.) Merton, Robert C., M. S. Scholes, and M. L. Gladstein. "The Returns and Risk of Alternative Call Option Portfolio Investment Strategies." Journal of Business 51 (April 1978). Merton, Robert C. "On the Pricing of Contingent Claims and the Modigliani-Miller Theorem." Journal of Financial Economics 5 (November 1977). (Chapter 13 in Continuous-Time Finance.) Merton, Robert C. "An Analytic Derivation of the Cost of Loan Guarantees and Deposit Insurance: An Application of Modern Option Pricing Theory." Journal of Banking and Finance 1 (June 1977). Merton, Robert C. "The Impact on Option Pricing of Specification Error in the Underlying Stock Price Returns." Journal of Finance 31 (May 1976). Merton, Robert C. "Option Pricing When Underlying Stock Returns are Discontinuous." Journal of Financial Economics 3 (January-February 1976). (Chapter 9 in Continuous-Time Finance.) Merton, Robert C. "Theory of Finance from the Perspective of Continuous Time." Journal of Financial and Quantitative Analysis 10 (November 1975). Merton, Robert C. "An Asymptotic Theory of Growth Under Uncertainty." Review of Economic Studies 42 (July 1975). (Chapter 17 in Continuous-Time Finance.) Merton, Robert C., and P. A. Samuelson. "Fallacy of the Log-Normal Approximation to Optimal Portfolio Decision Making over Many Periods." Journal of Financial Economics 1 (May 1974). Merton, Robert C. "On the Pricing of Corporate Debt: The Risk Structure of Interest Rates." Journal of Finance 29 (May 1974). (Chapter 12 in Continuous-Time Finance.) Merton, Robert C., and M. G. Subrahmanyam. "The Optimality of a Competitive Stock Market." Bell Journal of Economics and Management Science 5 (spring 1974). Samuelson, P. A., and Robert C. Merton. "Generalized Mean-Variance Tradeoffs for Best Perturbation Corrections to Approximate Portfolio Decisions." Journal of Finance 29 (March 1974). Merton, Robert C. "An Intertemporal Capital Asset Pricing Model." Econometrica 41 (September 1973). (Chapter 15 in Continuous-Time Finance.) Merton, Robert C. "Book Review of Studies in the Theory of Capital Markets, edited by M.C. Jensen." Journal of Money, Credit, and Banking (May 1973). Merton, Robert C. "Theory of Rational Option Pricing." Bell Journal of Economics and Management Science 4 (spring 1973). (Chapter 8 in Continuous-Time Finance.) Merton, Robert C. "The Relationship between Put and Call Option Prices: Comment." Journal of Finance 28 (March 1973). Merton, Robert C. "'Continuous-Time Speculative Processes': Appendix to Paul A. Samuelson's 'Mathematics of Speculative Price'." SIAM Review 15 (January 1973). Merton, Robert C. "An Analytical Derivation of the Efficient Portfolio Frontier." Journal of Financial and Quantitative Analysis 10 (September 1972). Merton, Robert C. "Optimum Consumption and Portfolio Rules in a Continuous-Time Model." Journal of Economic Theory 3 (December 1971). (Chapter I of Ph.D. dissertation; Chapter 5 in Continuous-Time Finance.) Merton, Robert C. "A Golden Golden-Rule for Welfare-Maximization in an Economy with a Varying Population Growth Rate." Western Economic Journal 4 (December 1969). (Chapter III of Ph.D. dissertation.) Merton, Robert C. "Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case." Review of Economics and Statistics 51 (August 1969). (Chapter II of Ph.D. dissertation; Chapter IV in Continuous-Time Finance.) Samuelson, P. A., and Robert C. Merton. "A Complete Model of Warrant Pricing that Maximizes Utility." Industrial Management Review 10 (winter 1969). (Chapter IV of Ph.D. dissertation; Chapter 7 in Continuous-Time Finance.)

除了Merton, Robert C. "Optimum Consumption and Portfolio Rules in a Continuous-Time Model." Journal of Economic Theory 3 (December 1971). (Chapter I of Ph.D. dissertation; Chapter 5 in Continuous-Time Finance.) 哥们实在是找不到.

另外还有他的一个小册子,关于最优控制的.

总共25篇文献.由于文件很大,我传到了信箱上.大家去信箱下载,如果发现密码不对,肯定是有人改密码了,用短信告诉我就可以了.

user:pinggu_cxy@126.com

password:123456

[此贴子已经被作者于2006-8-11 10:20:14编辑过]