Thoughts on the future: Theory and practice in investment management

Financial Analysts Journal

Volumn 59, Issue 1, 2003, Pages 17-23

  Merton, Robert C ^a  

^a HARVARD BUSINESS SCHOOL   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 2442625583     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v59.n1.2499     Document Type: Review

References (5)

1. Haugh, Martin B., and Andrew W. Lo. 2001. "Asset Allocation and Derivatives." Quantitative Finance, vol. 1, no. 1 (January):45-72.
2. Merton, Robert C. 1989. "On the Application of the Continuous-Time Theory of Finance to Financial Intermediation and Insurance." Geneva Papers on Risk and Insurance, vol. 14, no. 52 (July):225-262.
3. _. 1992. Continuous-Time Finance. Rev. ed. Oxford, U.K.: Basil Blackwell.
4. _. 1995. "Financial Innovation and the Management and Regulation of Financial Institutions." Journal of Banking and Finance, vol. 19, nos. 3-4 (July):461-481.
5. _. 1997. "On the Role of the Wiener Process in Finance Theory and Practice: The Case of Replicating Portfolios." In The Legacy of Norbert Wiener: A Centennial Symposium, vol. 60, PSPM Series. Edited by D. Jerison, I.M. Singer, and D.W. Stroock. Providence, RI: American Mathematical Society.