What is he best known for?
The fields of study he is best known for:
- Finance
- Macroeconomics
- Microeconomics
His scientific interests lie mostly in Financial economics, Finance, Econometrics, Financial modeling and Microeconomics.
His Financial economics research is multidisciplinary, relying on both Growth stock, Stock market bubble and Stock exchange.
His research in Finance intersects with topics in Actuarial science and Public policy.
Robert C. Merton combines subjects such as Risk parity, Expected return and Stochastic investment model with his study of Econometrics.
His Financial modeling research focuses on subjects like Intermediary, which are linked to Financial intermediary, Indirect finance and Financial system.
His Microeconomics research integrates issues from Rational pricing, Capital market line and Diversification, Portfolio.
His most cited work include:
- ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES (8151 citations)
- Theory of rational option pricing (7767 citations)
- AN INTERTEMPORAL CAPITAL ASSET PRICING MODEL (4572 citations)
What are the main themes of his work throughout his whole career to date?
His primary areas of study are Finance, Financial economics, Actuarial science, Pension and Financial system.
His Financial economics research includes themes of Restricted stock, Stock market, Econometrics and Interest rate.
The Interest rate study combines topics in areas such as Investment and Systemic risk.
His Actuarial science research also works with subjects such as
- Equity that connect with fields like Cost of capital,
- Valuation of options, which have a strong connection to Valuation and Put option.
In his study, Function is strongly linked to Transaction cost, which falls under the umbrella field of Financial system.
Robert C. Merton works mostly in the field of Credit risk, limiting it down to topics relating to Ex-ante and, in certain cases, Microeconomics, as a part of the same area of interest.
He most often published in these fields:
- Finance (72.45%)
- Financial economics (27.89%)
- Actuarial science (24.83%)
What were the highlights of his more recent work (between 2010-2021)?
- Finance (72.45%)
- Bond (17.69%)
- Financial innovation (24.83%)
In recent papers he was focusing on the following fields of study:
The scientist’s investigation covers issues in Finance, Bond, Financial innovation, Pension and Financial intermediary.
As a member of one scientific family, Robert C. Merton mostly works in the field of Finance, focusing on Financial crisis and, on occasion, Debt capital, Secondary market, Monetary economics and Value.
His research in Bond focuses on subjects like Systemic risk, which are connected to Interest rate and Equity.
His work in Interest rate covers topics such as Deleveraging which are related to areas like Financial economics and Valuation of options.
His Financial innovation research includes elements of Preparedness, Savings account and Commission.
His work carried out in the field of Pension brings together such families of science as Informal sector, Standard of living, Investment and Social security.
Between 2010 and 2021, his most popular works were:
- Theory of rational option pricing (7767 citations)
- On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (1301 citations)
- On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts (548 citations)
In his most recent research, the most cited papers focused on:
- Finance
- Macroeconomics
- Microeconomics
Robert C. Merton mainly investigates Financial crisis, Finance, Financial intermediary, Financial system and Bond.
His Financial crisis research incorporates themes from Investment value, Pension, Financial risk, Cash and Value.
His Finance research incorporates elements of Salary, Actuarial science and Investment strategy.
The concepts of his Financial intermediary study are interwoven with issues in Intermediary and Credit risk.
His Financial system study combines topics from a wide range of disciplines, such as Incentive and Default.
His Interest rate study in the realm of Monetary economics connects with subjects such as Ratchet effect.
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