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Robert C. Merton

    Fallacy of the Log-normal Approximation to Optimal Portfolio Decision-making Over Many Periods
    On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills
    On the Mathematics and Economic Assumptions of Continuous-time Models
    On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts
    Theory of Rational Option Pricing
    Finance Preliminary Edition