An Interview with Nobel Laureate Robert C. Merton. Issue 1 (1st February 2018)

• Record Type: Journal Article
• Authors: Kritzman, Mark P.; Merton, Robert C.
• Is Part Of: Financial analysts journal. Volume 74:Issue 1(2018)
• Page Start: 12
• Page End: 20
• Publication Date: 2018-02-01
• Subjects: Investment analysis -- Periodicals; Investment analysis; HW_FM; Periodicals; Electronic journals; 332.6
• DOI: 10.2469/faj.v74.n1.10
• Languages: English
• ISSNs: 0015-198X

Abstract

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.