与诺贝尔奖得主罗伯特·C·默顿的访谈

An Interview with Nobel Laureate Robert C. Merton

Financial Analysts Journal · 2018
被引 4
ABS 3

中文导读

2017年,马克·克里茨曼采访了1997年诺贝尔经济学奖得主罗伯特·默顿,回顾其求学经历、在最优消费与投资组合理论及期权定价公式方面的贡献,以及与保罗·萨缪尔森的合作。

Abstract

On 7 August 2017, Mark P. Kritzman, CFA, interviewed Robert C. Merton, winner of the 1997 Alfred Nobel Memorial Prize in Economic Sciences, to discuss his student days at Columbia University, Caltech, and MIT; his development of the continuous-time theory of optimal lifetime consumption and portfolio choice as well as his contribution to the development of the option-pricing formula; and his collaboration with Paul Samuelson.

金融经济学投资组合理论期权定价学术访谈