Standout Papers

ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* 1971 2026 1989 2007 6.8k
  1. ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)
    Robert C. Merton The Journal of Finance
  2. An Intertemporal Capital Asset Pricing Model (1973)
    Robert C. Merton Econometrica
  3. A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)
    Robert C. Merton The Journal of Finance
  4. Optimum consumption and portfolio rules in a continuous-time model (1971)
    Robert C. Merton Journal of Economic Theory
  5. Option pricing when underlying stock returns are discontinuous (1976)
    Robert C. Merton Journal of Financial Economics
  6. Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)
    Robert C. Merton The Review of Economics and Statistics
  7. On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)
    Robert C. Merton The Journal of Finance
  8. On estimating the expected return on the market (1980)
    Robert C. Merton Journal of Financial Economics
  9. An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory (1977)
    Robert C. Merton Journal of Banking & Finance
  10. Continuous-Time Finance. (1991)
    Stephen A. Ross, Robert C. Merton The Journal of Finance
  11. On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills (1981)
    Roy Henriksson, Robert C. Merton The Journal of Business
  12. A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)
    Robert C. Merton The Journal of Finance
  13. Studies in the Theory of Capital Markets. (1973)
    Robert C. Merton, Michael C. Jensen Journal of money credit and banking
  14. An Analytic Derivation of the Efficient Portfolio Frontier (1972)
    Robert C. Merton Journal of Financial and Quantitative Analysis

Immediate Impact

132 by Nobel laureates 318 standout
Sub-graph 1 of 9

Citing Papers

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A Theory of Debt Maturity: The Long and Short of Debt Overhang
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79 intermediate papers

Works of Robert C. Merton being referenced

ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
1974 Standout
On the Pricing of Corporate Debt: The Risk Structure of Interest Rates
1974 Standout
and 17 more

Author Peers

Author Last Decade Papers Cites
Robert C. Merton 32920 18268 13256 111 39.4k
Stephen A. Ross 27569 18251 9845 135 39.6k
Fischer Black 26039 14227 8040 66 32.1k
John Y. Campbell 27133 23256 12800 185 37.0k
William F. Sharpe 18493 12811 8208 91 25.6k
Eduardo S. Schwartz 20092 14410 4120 172 25.9k
Darrell Duffie 22061 11301 5743 187 25.9k
Richard Roll 24279 16343 13712 211 31.7k
Jeremy C. Stein 23742 15065 20115 132 34.2k
Myron S. Scholes 17410 9833 7778 46 23.3k
Campbell R. Harvey 34379 21638 24617 302 49.6k

All Works

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