Robert C. Merton

GPTKB entity

Statements (66)
Predicate Object
gptkbp:instance_of gptkb:Economist
gptkb:Nobel_Peace_Prize
gptkbp:affiliation gptkb:MIT
gptkbp:alma_mater gptkb:Columbia_University
gptkbp:author gptkb:Myron_Scholes
gptkbp:awarded_for gptkb:Nobel_Prize_in_Economic_Sciences
gptkb:Nobel_Memorial_Prize_in_Economic_Sciences
gptkb:Graham_and_Dodd_Award
gptkb:John_von_Neumann_Theory_Prize
gptkb:Fischer_Black_Prize
gptkbp:born July 31, 1944
gptkbp:children 2
gptkbp:contribution gptkb:economic_policies
gptkb:financial_regulation
gptkb:Wealth_Management
Behavioral finance
Corporate finance
Financial engineering
Financial institutions
Financial markets
Investment banking
Monetary policy
Private equity
Financial stability
Financial technology
Global finance
Fiscal policy
International finance
Venture capital
Financial crises
Quantitative finance
Public finance
Financial literacy
Investment strategies
Market efficiency
Hedging strategies
Financial risk management
Asset pricing models
Continuous-time finance
Dynamic asset allocation
Intertemporal capital asset pricing model
Valuation of options
gptkbp:field Finance
https://www.w3.org/2000/01/rdf-schema#label Robert C. Merton
gptkbp:inception 1970s
gptkbp:influenced gptkb:Myron_Scholes
Financial economics
Finance theory
gptkbp:influenced_by gptkb:Paul_Samuelson
gptkbp:known_for Black-Scholes model
Financial derivatives
Risk-neutral valuation
Portfolio theory
gptkbp:nationality gptkb:American
gptkbp:occupation gptkb:Professor
gptkbp:published The Theory of Finance
The Pricing of Options and Corporate Liabilities
Option Pricing: A Simplified Approach
Continuous-Time Finance
Financial Theory and Corporate Policy
gptkbp:research_focus Risk management
gptkbp:spouse Diana Merton
gptkbp:bfsParent gptkb:John_Bates_Clark_Medal
gptkb:Yale_University
gptkb:Northeastern_University
gptkbp:bfsLayer 4