1
文献名:Proof that Properly Anticipated Prices Fluctuate Randomly
作者:Paul A. Samuelson
期刊:Industrial Management Review, 1965, 6: 41-49
电子链接:无,Google里有这篇文献,但是很不清晰。
2
文献名:A Complete Model of Warrant Pricing that Maximizes Utility
作者:Samuelson, P. A., and Robert C. Merton
期刊:Industrial Management Review 10 (winter 1969),17-46
电子链接:无
3
文献名:An Analystic Derivation of the Efficient Portfolio Frontier
作者:Robert C. Merton
期刊:Journal of Financial and Quantitative Analysis 10 (September 1972)
电子链接:
http://www.jstor.org/pss/2329621
4
文献名:The Optimality of a Competitive Stock Market
作者:Merton, Robert C., and M. G. Subrahmanyam
期刊:Bell Journal of Economics and Management Science 5 (spring 1974)
电子链接:
http://www.jstor.org/pss/3003096
5
文献名:Generalized Mean-Variance Tradeoffs for Best Perturbation Corrections to Approximate Portfolio Decisions
作者:Samuelson, P. A., and Robert C. Merton
期刊:Journal of Finance 29 (March 1974).
电子链接:
http://www.jstor.org/pss/2978212
6
文献名:An Asymptotic Theory of Growth Under Uncertainty
作者:Robert C. Merton
期刊:Review of Economic Studies 42 (July 1975)
电子链接:
http://www.jstor.org/pss/2296851
7
文献名:Dividend Variability and Variance Bounds Tests for The Rationality of Stock Market Prices
作者:Merton, Robert C., and T. A. Marsh
期刊:American Economic Review 76, no. 3 (June 1986)
电子链接:
http://www.jstor.org/pss/1813364