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A Simple Model of Capital Market Equilibrium with Incomplete Information

19875,739 citationsJournal Articlebronze Open Access

Authors

Robert C. Merton

Topics & Keywords

Economic theories and models Financial Markets and Investment Strategies Complex Systems and Time Series Analysis

Publication Details

Published in: The Journal of Finance

Volume 42, Issue 3, pp. 483-510

DOI: 10.1111/j.1540-6261.1987.tb04565.x

Field-Weighted Citation Impact: 40.90

A Simple Model of Capital Market Equilibrium with Incomplete Information | Researchclopedia