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 3 10 40 89 6 18 90 196
A simple model of capital market equilibrium with incomplete information 4 26 140 497 14 61 275 888
An asymptotic theory of growth under uncertainty 1 7 18 92 3 10 29 152
Capital market theory and the pricing of financial securities 9 23 47 195 16 43 112 417
Continuous-time portfolio theory and the pricing of contingent claims 1 7 21 116 2 11 33 172
Defined Benefit versus Defined Contribution Pension Plans: What are theReal Tradeoffs? 8 26 93 1,038 41 142 470 3,292
Dividend Behavior for the Aggregate Stock Market 0 0 0 0 6 12 79 354
Dividend variability and variance bounds tests for the rationality of stock market prices 1 2 26 89 4 9 51 159
Do a Firm's Equity Returns Reflect the Risk of Its Pension Plan? 2 4 22 133 4 12 59 375
Earnings variablility and variance bounds tests for the rationality of stock market prices 0 0 3 21 1 2 12 70
Financial Innovation and the Management and Regulation of Financial Institutions 4 16 66 1,087 9 38 132 2,094
Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model 7 30 94 525 10 45 172 980
Macroeconomics and Finance: The Role of the Stock Market 10 24 141 497 41 157 500 1,298
New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability 7 21 52 52 17 34 75 75
On Consumption-Indexed Public Pension Plans 1 2 9 64 2 4 21 241
On Estimating the Expected Return on the Market: An Exploratory Investigation 19 91 330 901 136 716 2,162 3,806
On the Role of Social Security as a Means for Efficient Risk-Bearing in an Economy Where Human Capital Is Not Tradeable 1 1 18 85 2 8 49 290
On the cost of deposit insurance when there are surveillance costs 0 1 15 102 4 11 50 229
On the current state of the stock market rationality hypothesis 3 15 52 164 10 53 242 644
On the microeconomic theory of investment under uncertainty 1 4 31 160 1 11 54 248
On the pricing of corporate debt: the risk structure of interest rates 50 126 528 2,382 92 236 924 3,787
Optimal Investment Strategies for University Endowment Funds 2 20 102 435 22 79 287 968
Optimum Consumption and Portfolio Rules in a Continuous-time Model 0 0 0 0 108 340 836 3,247
Option pricing when underlying stock returns are discontinuous 64 190 666 2,009 102 291 941 2,596
Pension Plan Integration as Insurance Against Social Security Risk 1 5 18 103 10 24 84 483
The Design of Financial Systems: Towards a Synthesis of Function and Structure 5 12 49 413 17 40 147 897
Transparency, Risk Management and International Financial Fragility 6 12 41 327 8 33 123 912
Total Working Papers 210 675 2,622 11,576 688 2,440 8,009 28,870

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 16 61 238 636
A Simple Model of Capital Market Equilibrium with Incomplete Information 2 13 61 239 13 35 137 525
An Asymptotic Theory of Growth under Uncertainty 1 4 8 73 4 8 17 161
An Intertemporal Capital Asset Pricing Model 18 93 382 3,010 43 193 699 7,858
An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory 4 20 139 226 11 51 307 486
Applications of Option-Pricing Theory: Twenty-Five Years Later 5 17 66 713 9 34 126 1,267
Deposit insurance reform: a functional approach 1 2 17 74 4 7 33 127
Dividend Behavior for the Aggregate Stock Market 1 3 26 219 4 6 57 478
Dividend Variability and Variance Bounds Tests for the Rationality ofStock Market Prices 2 2 9 101 4 8 36 214
Do a firm's equity returns reflect the risk of its pension plan? 1 2 14 48 3 6 32 127
Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods 12 21 80 122 17 43 155 239
Financial innovation and the management and regulation of financial institutions 2 12 30 169 6 26 90 428
Generalized Mean-Variance Tradeoffs for Best Perturbation Corrections to Approximate Portfolio Decisions 0 2 9 25 3 5 23 73
In Honor of Nobel Laureate, Franco Modigliani 2 2 3 61 2 2 7 224
International pension swaps 0 1 14 34 4 6 29 75
Labor supply flexibility and portfolio choice in a life cycle model 4 14 46 219 6 24 95 459
Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case 10 57 179 1,275 16 75 288 2,282
On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts 6 22 81 530 13 38 165 1,112
On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills 9 26 109 894 19 52 200 1,844
On estimating the expected return on the market: An exploratory investigation 7 19 88 154 17 57 240 372
On the Cost of Deposit Insurance When There Are Surveillance Costs 0 2 7 141 5 9 41 330
On the Management of Financial Guarantees 0 0 0 0 2 20 85 396
On the Pricing of Corporate Debt: The Risk Structure of Interest Rates 23 52 214 832 44 118 436 1,491
On the pricing of contingent claims and the Modigliani-Miller theorem 7 28 81 126 17 61 155 240
Optimum consumption and portfolio rules in a continuous-time model 59 208 711 1,230 89 310 1,078 1,791
Option pricing when underlying stock returns are discontinuous 20 68 240 415 46 137 432 723
Reply to Benston and Kaufman 0 1 6 12 1 5 13 49
Speeches by Nobel Laureates 0 0 0 0 5 16 59 148
The Impact on Option Pricing of Specification Error in the Underlying Stock Price Returns 0 0 11 44 1 3 23 95
The Optimality of a Competitive Stock Market 0 1 2 40 2 4 16 229
The Relationship Between Put and Call Option Prices: Comment 3 13 40 139 6 32 112 353
The Returns and Risk of Alternative Call Option Portfolio Investment Strategies 4 10 34 314 12 31 108 814
The Returns and Risks of Alternative Put-Option Portfolio Investment Strategies 2 7 17 190 6 19 76 579
Theory of Rational Option Pricing 79 286 1,051 6,545 129 454 1,593 14,184
Total Journal Articles 284 1,008 3,775 18,214 579 1,956 7,201 40,409

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 8 16 55 129 29 81 235 474
On the microeconomic theory of investment under uncertainty 4 11 34 84 8 27 99 218
Total Chapters 12 27 89 213 37 108 334 692

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Statistics updated 2008-07-03