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 0 0 0 246 1 4 17 689
A simple model of capital market equilibrium with incomplete information 2 3 6 1,467 19 30 62 3,710
An asymptotic theory of growth under uncertainty 0 0 0 277 1 4 13 543
Applications of Option-Pricing Theory: Twenty-Five Years Later 0 0 1 186 0 5 11 462
Autobiography 0 0 0 20 1 3 16 139
Capital market theory and the pricing of financial securities 0 0 0 396 2 6 19 913
Continuous-time portfolio theory and the pricing of contingent claims 0 0 0 244 2 6 11 434
Customers and Investors: A Framework for Understanding Financial Institutions 0 0 0 46 1 3 8 151
Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs? 0 0 2 1,532 9 10 26 6,515
Dividend Behavior for the Aggregate Stock Market 0 0 0 0 2 4 8 750
Dividend variability and variance bounds tests for the rationality of stock market prices 0 0 0 203 3 4 17 505
Do a Firm's Equity Returns Reflect the Risk of Its Pension Plan? 0 0 0 214 0 1 8 704
Earnings variablility and variance bounds tests for the rationality of stock market prices 0 0 0 34 1 3 6 151
Financial Innovation and the Management and Regulation of Financial Institutions 0 0 2 1,392 4 9 28 2,965
Interview with Nobel Prize Laureate Robert C. Merton 1 2 3 63 4 9 15 276
Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model 0 2 5 1,111 9 14 40 2,330
Macroeconomics and Finance: The Role of the Stock Market 0 0 1 1,253 3 6 129 4,959
New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability 0 0 0 428 1 4 10 1,132
New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability 0 0 0 219 0 5 12 488
No-fault Default, Chapter 11 Bankruptcy, and Financial Institutions 0 0 0 19 3 5 15 66
On Consumption-Indexed Public Pension Plans 0 0 0 102 3 3 12 440
On Estimating the Expected Return on the Market: An Exploratory Investigation 0 0 3 2,364 11 15 31 14,707
On the Role of Social Security as a Means for Efficient Risk-Bearing in an Economy Where Human Capital Is Not Tradeable 0 0 0 126 3 5 13 540
On the cost of deposit insurance when there are surveillance costs 0 0 0 275 2 6 15 693
On the current state of the stock market rationality hypothesis 0 0 3 368 3 7 18 1,488
On the microeconomic theory of investment under uncertainty 0 1 2 312 2 4 14 586
On the pricing of corporate debt: the risk structure of interest rates 5 10 28 4,939 25 42 114 9,775
Optimal Investment Strategies for University Endowment Funds 0 0 0 1,043 7 9 26 2,682
Optimum Consumption and Portfolio Rules in a Continuous-time Model 0 0 0 0 11 19 36 7,393
Option pricing when underlying stock returns are discontinuous 1 1 10 4,674 18 23 97 7,973
Pension Plan Integration as Insurance Against Social Security Risk 0 0 0 147 3 6 13 865
Report on “The Committee on Yen Risk-free-rate Model Estimation†0 0 0 12 0 0 7 126
Systemic Risk and the Refinancing Ratchet Effect 0 0 0 125 1 1 14 564
Systemic Risk and the Refinancing Ratchet Effect 0 0 0 162 2 3 9 571
The Design of Financial Systems: Towards a Synthesis of Function and Structure 0 2 6 739 4 22 52 2,095
Transparency, Risk Management and International Financial Fragility 0 0 0 501 4 8 16 1,744
Trust in Lending 0 0 0 63 3 19 41 171
Total Working Papers 9 21 72 25,302 168 327 999 80,295

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 57 152 3,338
A Model of Contract Guarantees for Credit-Sensitive, Opaque Financial Intermediaries 0 0 1 8 2 4 11 42
A Proposal for Expensing Employee Compensatory Stock Options for Financial Reporting Purposes 0 0 0 11 3 8 14 111
A Simple Model of Capital Market Equilibrium with Incomplete Information 1 3 11 1,221 24 43 139 3,680
ADB's Distinguished Speakers Program Measuring the Connectedness of the Financial System: Implications for Risk Management 0 0 0 16 1 2 10 75
Allocating Shareholder Capital to Pension Plans 0 0 0 176 1 3 11 375
An Analytic Derivation of the Efficient Portfolio Frontier 1 5 7 402 5 14 24 1,023
An Asymptotic Theory of Growth Under Uncertainty 0 0 3 218 2 5 24 516
An Intertemporal Capital Asset Pricing Model 0 0 9 4,439 7 28 100 11,895
An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory 2 6 21 1,368 9 16 59 3,266
Applications of Option-Pricing Theory: Twenty-Five Years Later 0 0 1 957 1 5 20 1,955
Customers and investors: A framework for understanding the evolution of financial institutions 0 0 0 19 1 4 21 119
Deposit insurance reform: a functional approach 0 2 3 174 1 6 15 490
Dividend Behavior for the Aggregate Stock Market 0 0 0 404 0 3 10 950
Dividend Variability and Variance Bounds Tests for the Rationality ofStock Market Prices 0 0 0 310 1 3 14 815
Do a firm's equity returns reflect the risk of its pension plan? 0 0 0 154 1 3 13 508
FINANCIAL INNOVATION AND ECONOMIC PERFORMANCE 3 3 16 699 3 10 41 1,317
Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods 0 2 7 464 3 6 22 1,035
Financial innovation and the management and regulation of financial institutions 1 1 9 491 8 15 52 1,535
Fischer Black 0 0 0 51 3 6 18 233
Generalized Mean-Variance Tradeoffs for Best Perturbation Corrections to Approximate Portfolio Decisions 0 0 0 84 4 9 12 258
In Honor of Nobel Laureate, Franco Modigliani 0 0 0 73 1 3 10 310
International pension swaps 0 0 2 82 0 1 10 247
Labor supply flexibility and portfolio choice in a life cycle model 0 1 8 658 13 21 71 1,741
Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case 1 5 19 3,205 24 44 129 6,606
MARK-TO-MARKET ACCOUNTING FOR BANKS AND THRIFTS - LESSONS FROM THE DANISH EXPERIENCE 0 0 0 7 2 3 12 66
Macroeconomics and finance: The role of the stock market 0 0 0 310 3 7 24 977
No-fault default, chapter 11 bankruptcy, and financial institutions 0 0 0 3 4 7 15 36
On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts 0 0 2 789 4 4 16 1,824
On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills 0 3 14 1,387 8 15 45 3,276
On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected) 0 0 0 0 4 5 9 11
On estimating the expected return on the market: An exploratory investigation 1 2 4 783 19 24 59 2,492
On the Cost of Deposit Insurance When There Are Surveillance Costs 0 0 1 317 1 2 14 798
On the Management of Financial Guarantees 0 0 0 0 0 2 10 1,039
On the Pricing of Corporate Debt: The Risk Structure of Interest Rates 3 13 40 2,580 24 142 322 6,341
On the pricing of contingent claims and the Modigliani-Miller theorem 0 0 4 556 3 5 21 1,138
Optimum consumption and portfolio rules in a continuous-time model 3 10 31 5,440 18 44 120 9,394
Option pricing when underlying stock returns are discontinuous 1 5 16 1,436 22 33 84 3,470
Paul Samuelson and Financial Economics 0 1 1 8 4 6 17 61
Preface to the Annual Review of Financial Economics 0 0 0 53 1 2 8 238
Q Group Panel Discussion: Looking to the Future 0 0 1 1 3 4 9 12
Reply to Benston and Kaufman 0 0 0 29 1 6 7 153
SeLFIES: A NEW PENSION BOND AND CURRENCY FOR RETIREMENT 1 3 5 32 2 6 19 157
Speeches by Nobel Laureates 0 0 0 0 1 3 10 602
Systemic risk and the refinancing ratchet effect 0 0 1 88 2 5 18 587
THEORY OF RISK CAPITAL IN FINANCIAL FIRMS 2 3 5 1,222 4 11 25 2,149
The Derivatives Sourcebook 0 0 2 64 12 28 72 457
The Impact on Option Pricing of Specification Error in the Underlying Stock Price Returns 0 0 1 125 1 2 4 288
The Optimality of a Competitive Stock Market 0 0 0 62 1 2 14 327
The Relationship Between Put and Call Option Prices: Comment 0 1 2 323 5 10 17 876
The Returns and Risk of Alternative Call Option Portfolio Investment Strategies 0 0 0 476 1 2 11 1,219
The Returns and Risks of Alternative Put-Option Portfolio Investment Strategies 0 0 0 316 3 6 12 980
Theory of Finance from the Perspective of Continuous Time 0 1 1 76 3 7 12 202
Theory of Rational Option Pricing 9 23 42 10,175 36 90 212 22,870
Thoughts on the Future: Theory and Practice in Investment Management 0 0 1 2 3 3 9 13
Total Journal Articles 29 93 291 42,344 329 805 2,229 104,493

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset Management in Volatile Markets 0 0 1 75 5 6 12 399
Total Books 0 0 1 75 5 6 12 399

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 0 0 0 441 3 6 10 2,144
DESIGN OF FINANCIAL SYSTEMS: TOWARDS A SYNTHESIS OF FUNCTION AND STRUCTURE 0 0 4 22 6 9 24 133
Defined Benefit versus Defined Contribution Pension Plans: What are the Real Trade-offs? 1 2 4 132 10 28 75 528
Measuring and Managing Macrofinancial Risk and Financial Stability: A New Framework 0 0 0 111 0 0 17 317
On Consumption Indexed Public Pension Plans 0 1 2 22 1 3 10 117
On the Role of Social Security as a Means for Efficient Risk Sharing in an Economy Where Human Capital Is Not Tradable 0 0 0 80 1 3 9 199
On the microeconomic theory of investment under uncertainty 0 0 0 356 2 6 14 1,176
Optimal Investment Strategies for University Endowment Funds 0 1 1 197 15 19 33 539
Pension Plan Integration As Insurance Against Social Security Risk 0 0 0 28 3 4 8 173
SeLFIES for Portugal: An Innovative Pan European Retirement Solution 0 0 0 0 1 3 11 37
Theory of rational option pricing 0 2 8 105 14 22 60 519
Total Chapters 1 6 19 1,494 56 103 271 5,882
1 registered items for which data could not be found
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 statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06