X-Nico

unusual facts about Myron Scholes


Myron Scholes

LTCM brought more problems for Scholes in 2005, when he was implicated in the case of Long-Term Capital Holdings v. United States, being accused of having used an illegal tax shelter in order to avoid having to pay taxes on profits from company investments.


Capital asset pricing model

Some data to this effect was presented as early as a 1969 conference in Buffalo, New York in a paper by Fischer Black, Michael Jensen, and Myron Scholes.

Quantitative analyst

1973 - Fischer Black and Myron Scholes, The Pricing of Options and Corporate Liabilities and Robert C. Merton, Theory of Rational Option Pricing, Black–Scholes

Real Options Group

The Academic Advisory Board includes Nobel Laureates Myron Scholes and Robert C. Merton, as well as highly prominent names in the field like Avinash Dixit of Princeton University.


see also