Robert C. Merton
Impact in
- Finance top 0.01%
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
- Banking stability, regulation, efficiency
- Credit Risk and Financial Regulations
- Financial Risk and Volatility Modeling
- Accounting top 0.02%
- Corporate Finance and Governance
Papers in
- Finance 80
- Banking stability, regulation, efficiency 35
- Financial Markets and Investment Strategies 34
- Stochastic processes and financial applications 23
- Capital Investment and Risk Analysis 16
- Credit Risk and Financial Regulations 15
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- Economic theories and models 17
- Insurance and Financial Risk Management 13
- Co-authors
- Roy Henriksson (2 shared papers)Stephen A. Ross (2 shared papers)Michael C. Jensen (1 shared paper)Zvi Bodie (24 shared papers)Terry A. Marsh (4 shared papers)Michael Selby (1 shared paper)André F. Perold (4 shared papers)Paul A. Samuelson (4 shared papers)
- Journals
- The Journal of Finance (16 papers)The Journal of Business (6 papers)Journal of Financial Economics (4 papers)Financial Analysts Journal (4 papers)Annual Review of Financial Economics (3 papers)
- Partner nations
- United StatesUnited KingdomTanzania
In The Last Decade
Robert C. Merton
120 papers receiving 36.8k citations
Robert C. Merton's Hit Papers
Peers
Comparison fields: 5 of 146
- Finance 34.7k
- Accounting 14.1k
- Economics and Econometrics 19.3k
- General Economics, Econometrics and Finance 4.9k
- Management Science and Operations Research 4.5k
Countries citing papers authored by Robert C. Merton
This map shows the geographic impact of Robert C. Merton's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Robert C. Merton with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Robert C. Merton more than expected).
Fields of papers citing papers by Robert C. Merton
This network shows the impact of papers produced by Robert C. Merton. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Robert C. Merton. The network helps show where Robert C. Merton may publish in the future.
Co-authors
The 25 scholars most cited alongside Robert C. Merton, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 126 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* Hit paper breakdown → | 1974 | 7160 |
| 2 | An Intertemporal Capital Asset Pricing Model Hit paper breakdown → | 1973 | 4274 |
| 3 | A Simple Model of Capital Market Equilibrium with Incomplete Information Hit paper breakdown → | 1987 | 4107 |
| 4 | Optimum consumption and portfolio rules in a continuous-time model Hit paper breakdown → | 1971 | 3786 |
| 5 | Option pricing when underlying stock returns are discontinuous Hit paper breakdown → | 1976 | 3639 |
| 6 | Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case Hit paper breakdown → | 1969 | 3096 |
| 7 | On the Pricing of Corporate Debt: The Risk Structure of Interest Rates Hit paper breakdown → | 1974 | 2135 |
| 8 | On estimating the expected return on the market Hit paper breakdown → | 1980 | 2002 |
| 9 | An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory Hit paper breakdown → | 1977 | 1328 |
| 10 | Continuous-Time Finance. Hit paper breakdown → | 1991 | 1146 |
| 11 | On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills Hit paper breakdown → | 1981 | 987 |
| 12 | A Simple Model of Capital Market Equilibrium with Incomplete Information Hit paper breakdown → | 1987 | 958 |
| 13 | Studies in the Theory of Capital Markets. Hit paper breakdown → | 1973 | 690 |
| 14 | An Analytic Derivation of the Efficient Portfolio Frontier Hit paper breakdown → | 1972 | 648 |
| 15 | 1981 | 367 | |
| 16 | 1977 | 362 | |
| 17 | 1991 | 354 | |
| 18 | Dividend variability and variance bounds tests for the rationality of stock market prices | 1983 | 277 |
| 19 | 1978 | 268 | |
| 20 | 1995 | 258 |
About Robert C. Merton
Robert C. Merton is a scholar working on Finance, Economics and Econometrics, Accounting, Strategy and Management and General Economics, Econometrics and Finance, having authored 126 papers that have together received 41.9k indexed citations. Recurring topics across this work include Banking stability, regulation, efficiency (35 papers), Financial Markets and Investment Strategies (34 papers), Stochastic processes and financial applications (23 papers), Economic theories and models (17 papers), Capital Investment and Risk Analysis (16 papers), Financial Literacy, Pension, Retirement Analysis (16 papers), Credit Risk and Financial Regulations (15 papers) and Insurance and Financial Risk Management (13 papers). The work is most often cited by research in Finance (34.7k citations), Accounting (14.1k citations), Economics and Econometrics (19.3k citations), General Economics, Econometrics and Finance (4.9k citations) and Management Science and Operations Research (4.5k citations). Robert C. Merton has collaborated with scholars based in United States, United Kingdom and Tanzania. Frequent co-authors include Roy Henriksson, Stephen A. Ross, Michael C. Jensen, Zvi Bodie, Terry A. Marsh, Michael Selby, André F. Perold, Paul A. Samuelson, Stanley Fischer and Eduardo S. Schwartz. Their work appears in journals such as The Journal of Finance, The Journal of Business, Journal of Financial Economics, Financial Analysts Journal and Annual Review of Financial Economics.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.
You can learn more about the impact of Robert C. Merton by visiting their Pantheon page.