Robert Merton

Robert Cox Merton
Premio Nobel per l'economia 1997

Robert Cox Merton (New York, 31 luglio 1944) è un economista statunitense, vincitore, insieme a Myron Scholes, del premio Nobel per l'economia nel 1997 per lo sviluppo di «un nuovo metodo per la valutazione dei derivati».^[1]

Biografia

Cresciuto ad Hastings-on-Hudson (New York), studioso di finanza, è stato uno dei tre ricercatori che negli anni '70 svilupparono la matematica delle opzioni. Merton pubblicò un articolo nel 1973, nella stessa epoca in cui Fischer Black e Myron Scholes pubblicavano i loro risultati, essenzialmente identici. Con una qualche ingiustizia nei confronti di Merton, la più nota formula per il prezzo delle opzioni è nota come formula di Black e Scholes.

Merton ottenne il Bachelor's degree presso la School of Engineering and Applied Science della Columbia University. Professore all'Università Harvard, è stato membro della faculty della MIT Sloan School of Management. Merton e Scholes ricevettero il Premio della Banca di Svezia per le scienze economiche in memoria di Alfred Nobel (Premio Nobel per l'economia) per il loro lavoro sulle opzioni nel 1997, dopo la morte di Fischer Black.

Merton è inoltre figlio di Robert K. Merton, illustre sociologo ai più noto per aver coniato l'espressione "profezia che si autoavvera". La sua teoria, dapprima utilizzata semplicemente come modello di previsione, col tempo venne utilizzata dai trader prima di effettuare gli scambi col risultato che il modello risultava efficace in quanto i trader stessi lo rendevano vero^[2]. Merton fu un autorevole associato del fondo speculativo Long-Term Capital Management che fallì clamorosamente nel 1998.

Note

^ (EN) Il premio Nobel per l'economia nel 1997, su nobelprize.org. URL consultato l'11 dicembre 2007.
^ Luciano Gallino, Finanzcapitalismo. La civiltà del denaro in crisi, pag 100, Einaudi, Torino, 2011. ISBN 978-88-06-20701-4

Voci correlate

Altri progetti

Wikimedia Commons contiene immagini o altri file su Robert Merton

Collegamenti esterni

Merton, Robert Cox, su Treccani.it – Enciclopedie on line, Istituto dell'Enciclopedia Italiana.
Giulia Nunziante, Merton, Robert, in Enciclopedia Italiana, VI Appendice, Istituto dell'Enciclopedia Italiana, 2000.
Merton, Robert, su sapere.it, De Agostini.
(EN) Robert C. Merton, su Enciclopedia Britannica, Encyclopædia Britannica, Inc.
(EN) Robert Merton, su nobelprize.org.
(EN) Robert Merton, su Mathematics Genealogy Project, North Dakota State University.
(EN) Robert C. Merton la voce in The Concise Encyclopedia of Economics, sito "Library of Economics and Liberty". URL visitato il 6/10/2012

V · D · M Vincitori del Premio Nobel per l'economia
1969 - 1975	Ragnar Frisch, Jan Tinbergen (1969) • Paul Samuelson (1970) • Simon Kuznets (1971) • John Hicks, Kenneth Arrow (1972) • Wassily Leontief (1973) • Friedrich von Hayek, Gunnar Myrdal (1974) • Leonid Vital'evič Kantorovič, Tjalling Koopmans (1975)
1976 - 2000	Milton Friedman (1976) • James Meade, Bertil Ohlin (1977) • Herbert Simon (1978) • W. Arthur Lewis, Theodore Schultz (1979) • Lawrence Klein (1980) • James Tobin (1981) • George Stigler (1982) • Gérard Debreu (1983) • Richard Stone (1984) • Franco Modigliani (1985) • James M. Buchanan (1986) • Robert Solow (1987) • Maurice Allais (1988) • Trygve Haavelmo (1989) • Harry Markowitz, Merton Miller, William Sharpe (1990) • Ronald Coase (1991) • Gary Becker (1992) • Robert Fogel, Douglass North (1993) • John Harsanyi, John Nash, Reinhard Selten (1994) • Robert Lucas (1995) • James Mirrlees, William Vickrey (1996) • Robert Merton, Myron Scholes (1997) • Amartya Sen (1998) • Robert Mundell (1999) • James Heckman, Daniel McFadden (2000)
2001 - oggi	George Akerlof, Michael Spence, Joseph Stiglitz (2001) • Daniel Kahneman, Vernon Smith (2002) • Robert Engle, Clive Granger (2003) • Finn Kydland, Edward Prescott (2004) • Robert Aumann, Thomas Schelling (2005) • Edmund Phelps (2006) • Leonid Hurwicz, Eric Maskin, Roger Myerson (2007) • Paul Krugman (2008) • Elinor Ostrom, Oliver Williamson (2009) • Peter Diamond, Dale Mortensen, Christopher Pissarides (2010) • Christopher Sims, Thomas J. Sargent (2011) • Alvin Eliot Roth, Lloyd Stowell Shapley (2012) • Eugene Fama, Lars Peter Hansen, Robert Shiller (2013) • Jean Tirole (2014) • Angus Deaton (2015) • Oliver Hart, Bengt Holmström (2016) • Richard Thaler (2017) • William Nordhaus, Paul Romer (2018) • Abhijit Banerjee, Esther Duflo, Michael Kremer (2019) • Paul Milgrom, Robert B. Wilson (2020) • David Card, Joshua Angrist, Guido W. Imbens (2021) • Douglas Diamond, Ben Bernanke, Philip H. Dybvig (2022) • Claudia Goldin (2023) • Daron Acemoğlu, Simon Johnson, James A. Robinson (2024)

Controllo di autorità	VIAF (EN) 59150546 · ISNI (EN) 0000 0001 2134 9496 · LCCN (EN) n84052469 · GND (DE) 128635576 · BNF (FR) cb12308799q (data) · J9U (EN, HE) 987007429927505171 · NSK (HR) 000268353 · NDL (EN, JA) 00514996 · CONOR.SI (SL) 33694307

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