Access Statistics for Robert C. Merton

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Framework for Analyzing and Managing Macrofinancial Risks of an Economy 1 9 46 135 4 23 110 306
A simple model of capital market equilibrium with incomplete information 14 41 133 630 33 98 296 1,184
An asymptotic theory of growth under uncertainty 6 12 36 128 6 15 49 201
Capital market theory and the pricing of financial securities 2 9 57 252 6 22 112 529
Continuous-time portfolio theory and the pricing of contingent claims 4 10 30 146 4 11 41 213
Defined Benefit versus Defined Contribution Pension Plans: What are theReal Tradeoffs? 13 34 160 1,198 59 195 894 4,186
Dividend Behavior for the Aggregate Stock Market 0 0 0 0 6 19 90 444
Dividend variability and variance bounds tests for the rationality of stock market prices 5 8 34 123 5 14 63 222
Do a Firm's Equity Returns Reflect the Risk of Its Pension Plan? 1 4 14 147 5 20 81 456
Earnings variablility and variance bounds tests for the rationality of stock market prices 1 1 3 24 1 1 5 75
Financial Innovation and the Management and Regulation of Financial Institutions 3 15 66 1,153 8 33 142 2,236
Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model 10 36 156 681 21 58 328 1,308
Macroeconomics and Finance: The Role of the Stock Market 10 36 141 638 47 160 573 1,871
New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability 10 27 89 141 16 51 177 252
On Consumption-Indexed Public Pension Plans 0 2 12 76 4 10 35 276
On Estimating the Expected Return on the Market: An Exploratory Investigation 28 114 412 1,313 212 975 3,239 7,045
On the Role of Social Security as a Means for Efficient Risk-Bearing in an Economy Where Human Capital Is Not Tradeable 0 4 16 101 3 24 54 344
On the cost of deposit insurance when there are surveillance costs 1 9 28 130 3 21 67 296
On the current state of the stock market rationality hypothesis 2 8 34 198 9 73 276 920
On the microeconomic theory of investment under uncertainty 2 6 29 189 4 9 40 288
On the pricing of corporate debt: the risk structure of interest rates 53 174 642 3,024 99 292 1,077 4,864
Optimal Investment Strategies for University Endowment Funds 8 39 121 556 27 97 352 1,320
Optimum Consumption and Portfolio Rules in a Continuous-time Model 0 0 0 0 48 161 718 3,965
Option pricing when underlying stock returns are discontinuous 52 176 627 2,636 83 276 933 3,529
Pension Plan Integration as Insurance Against Social Security Risk 0 4 12 115 8 33 127 610
The Design of Financial Systems: Towards a Synthesis of Function and Structure 2 11 62 475 10 29 179 1,076
Transparency, Risk Management and International Financial Fragility 2 8 29 356 7 28 101 1,013
Total Working Papers 230 797 2,989 14,565 738 2,748 10,159 39,029

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Functional Perspective of Financial Intermediation 0 0 0 0 20 64 719 1,355
A Proposal for Expensing Employee Compensatory Stock Options for Financial Reporting Purposes 2 3 3 3 3 5 5 5
A Simple Model of Capital Market Equilibrium with Incomplete Information 11 28 95 334 21 60 205 730
Allocating Shareholder Capital to Pension Plans 4 14 14 14 5 18 18 18
An Asymptotic Theory of Growth under Uncertainty 1 4 16 89 1 6 27 188
An Intertemporal Capital Asset Pricing Model 29 99 340 3,350 58 211 699 8,557
An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory 19 70 176 402 37 136 320 806
Applications of Option-Pricing Theory: Twenty-Five Years Later 1 11 46 759 3 21 102 1,369
Deposit insurance reform: a functional approach 4 9 27 101 5 16 51 178
Dividend Behavior for the Aggregate Stock Market 2 5 23 242 5 9 41 519
Dividend Variability and Variance Bounds Tests for the Rationality ofStock Market Prices 4 7 19 120 5 11 44 258
Do a firm's equity returns reflect the risk of its pension plan? 0 1 9 57 1 4 22 149
FINANCIAL INNOVATION AND ECONOMIC PERFORMANCE 6 13 13 13 10 21 21 21
Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods 2 16 79 201 9 43 169 408
Financial innovation and the management and regulation of financial institutions 2 8 47 216 6 27 112 540
Generalized Mean-Variance Tradeoffs for Best Perturbation Corrections to Approximate Portfolio Decisions 1 4 20 45 2 5 43 116
In Honor of Nobel Laureate, Franco Modigliani 0 1 3 64 0 3 11 235
International pension swaps 0 0 9 43 2 3 23 98
Labor supply flexibility and portfolio choice in a life cycle model 4 8 48 267 10 26 94 553
Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case 26 115 319 1,594 41 159 463 2,745
Macroeconomics and finance: The role of the stock market 2 7 35 49 7 19 84 111
On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts 7 25 96 626 17 48 191 1,303
On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills 6 30 105 999 13 52 217 2,061
On estimating the expected return on the market: An exploratory investigation 3 34 104 258 10 56 235 607
On the Cost of Deposit Insurance When There Are Surveillance Costs 3 8 19 160 6 17 43 373
On the Management of Financial Guarantees 0 0 0 0 6 20 300 696
On the Pricing of Corporate Debt: The Risk Structure of Interest Rates 17 56 269 1,101 35 107 490 1,981
On the pricing of contingent claims and the Modigliani-Miller theorem 16 62 142 268 28 108 287 527
Optimum consumption and portfolio rules in a continuous-time model 50 175 771 2,001 71 231 1,090 2,881
Option pricing when underlying stock returns are discontinuous 8 46 189 604 16 82 353 1,076
Reply to Benston and Kaufman 1 1 1 13 2 4 12 61
Speeches by Nobel Laureates 0 0 0 0 4 18 81 229
THEORY OF RISK CAPITAL IN FINANCIAL FIRMS 19 49 49 49 21 60 60 60
The Impact on Option Pricing of Specification Error in the Underlying Stock Price Returns 0 3 29 73 1 9 50 145
The Optimality of a Competitive Stock Market 0 1 7 47 0 1 12 241
The Relationship Between Put and Call Option Prices: Comment 0 4 31 170 9 21 101 454
The Returns and Risk of Alternative Call Option Portfolio Investment Strategies 3 9 43 357 7 19 91 905
The Returns and Risks of Alternative Put-Option Portfolio Investment Strategies 3 7 36 226 8 18 94 673
Theory of Rational Option Pricing 69 235 1,038 7,583 120 412 1,601 15,785
Total Journal Articles 325 1,168 4,270 22,498 625 2,150 8,581 49,017

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Capital market theory and the pricing of financial securities 4 28 76 205 32 137 352 826
Defined Benefit versus Defined Contribution Pension Plans: What are the Real Trade-offs? 1 5 5 5 3 10 10 10
On Consumption Indexed Public Pension Plans 0 0 0 0 0 0 0 0
On the Role of Social Security as a Means for Efficient Risk Sharing in an Economy Where Human Capital Is Not Tradable 1 2 2 2 2 3 3 3
On the microeconomic theory of investment under uncertainty 2 8 33 117 6 14 79 297
Optimal Investment Strategies for University Endowment Funds 3 8 8 8 4 15 15 15
Pension Plan Integration As Insurance Against Social Security Risk 0 0 0 0 0 0 0 0
Total Chapters 11 51 124 337 47 179 459 1,151

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Swedish Business School at Örebro University.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2009-07-03