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 |
0 |
1 |
1 |
673 |
| A simple model of capital market equilibrium with incomplete information |
0 |
1 |
5 |
1,463 |
2 |
6 |
28 |
3,661 |
| An asymptotic theory of growth under uncertainty |
0 |
0 |
0 |
277 |
0 |
0 |
2 |
531 |
| Applications of Option-Pricing Theory: Twenty-Five Years Later |
0 |
0 |
4 |
186 |
0 |
0 |
9 |
453 |
| Autobiography |
0 |
0 |
0 |
20 |
3 |
6 |
9 |
130 |
| Capital market theory and the pricing of financial securities |
0 |
0 |
1 |
396 |
2 |
2 |
7 |
897 |
| Continuous-time portfolio theory and the pricing of contingent claims |
0 |
0 |
0 |
244 |
0 |
1 |
3 |
424 |
| Customers and Investors: A Framework for Understanding Financial Institutions |
0 |
0 |
0 |
46 |
1 |
1 |
1 |
144 |
| Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs? |
0 |
1 |
1 |
1,531 |
1 |
5 |
9 |
6,495 |
| Dividend Behavior for the Aggregate Stock Market |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
742 |
| Dividend variability and variance bounds tests for the rationality of stock market prices |
0 |
0 |
1 |
203 |
2 |
2 |
3 |
490 |
| Do a Firm's Equity Returns Reflect the Risk of Its Pension Plan? |
0 |
0 |
0 |
214 |
1 |
2 |
4 |
698 |
| Earnings variablility and variance bounds tests for the rationality of stock market prices |
0 |
0 |
0 |
34 |
1 |
1 |
1 |
146 |
| Financial Innovation and the Management and Regulation of Financial Institutions |
0 |
0 |
1 |
1,391 |
0 |
3 |
11 |
2,946 |
| Interview with Nobel Prize Laureate Robert C. Merton |
0 |
0 |
0 |
60 |
0 |
0 |
1 |
261 |
| Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model |
0 |
0 |
1 |
1,106 |
1 |
2 |
11 |
2,297 |
| Macroeconomics and Finance: The Role of the Stock Market |
0 |
0 |
2 |
1,253 |
59 |
61 |
74 |
4,893 |
| New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability |
0 |
0 |
3 |
219 |
1 |
2 |
13 |
479 |
| New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability |
0 |
0 |
1 |
428 |
0 |
0 |
5 |
1,122 |
| No-fault Default, Chapter 11 Bankruptcy, and Financial Institutions |
0 |
0 |
0 |
19 |
1 |
1 |
5 |
53 |
| On Consumption-Indexed Public Pension Plans |
0 |
0 |
0 |
102 |
3 |
3 |
3 |
431 |
| On Estimating the Expected Return on the Market: An Exploratory Investigation |
0 |
0 |
4 |
2,362 |
2 |
2 |
9 |
14,680 |
| On the Role of Social Security as a Means for Efficient Risk-Bearing in an Economy Where Human Capital Is Not Tradeable |
0 |
0 |
1 |
126 |
1 |
1 |
6 |
530 |
| On the cost of deposit insurance when there are surveillance costs |
0 |
0 |
1 |
275 |
2 |
2 |
3 |
680 |
| On the current state of the stock market rationality hypothesis |
1 |
1 |
4 |
368 |
1 |
1 |
9 |
1,474 |
| On the microeconomic theory of investment under uncertainty |
0 |
1 |
1 |
311 |
0 |
1 |
2 |
573 |
| On the pricing of corporate debt: the risk structure of interest rates |
4 |
7 |
15 |
4,921 |
9 |
16 |
46 |
9,686 |
| Optimal Investment Strategies for University Endowment Funds |
0 |
0 |
1 |
1,043 |
0 |
0 |
6 |
2,658 |
| Optimum Consumption and Portfolio Rules in a Continuous-time Model |
0 |
0 |
0 |
0 |
2 |
4 |
19 |
7,364 |
| Option pricing when underlying stock returns are discontinuous |
0 |
2 |
16 |
4,670 |
15 |
22 |
49 |
7,906 |
| Pension Plan Integration as Insurance Against Social Security Risk |
0 |
0 |
0 |
147 |
0 |
0 |
1 |
852 |
| Report on “The Committee on Yen Risk-free-rate Model Estimation†|
0 |
0 |
0 |
12 |
1 |
1 |
3 |
122 |
| Systemic Risk and the Refinancing Ratchet Effect |
0 |
0 |
0 |
125 |
2 |
5 |
6 |
555 |
| Systemic Risk and the Refinancing Ratchet Effect |
0 |
0 |
0 |
162 |
1 |
1 |
4 |
563 |
| The Design of Financial Systems: Towards a Synthesis of Function and Structure |
0 |
2 |
3 |
736 |
3 |
7 |
25 |
2,059 |
| Transparency, Risk Management and International Financial Fragility |
0 |
0 |
0 |
501 |
1 |
3 |
5 |
1,732 |
| Trust in Lending |
0 |
0 |
0 |
63 |
2 |
4 |
8 |
136 |
| Total Working Papers |
5 |
15 |
66 |
25,260 |
120 |
169 |
404 |
79,536 |
| 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 |
12 |
27 |
97 |
3,237 |
| A Model of Contract Guarantees for Credit-Sensitive, Opaque Financial Intermediaries |
0 |
0 |
1 |
8 |
1 |
1 |
3 |
33 |
| A Proposal for Expensing Employee Compensatory Stock Options for Financial Reporting Purposes |
0 |
0 |
0 |
11 |
1 |
1 |
3 |
98 |
| A Simple Model of Capital Market Equilibrium with Incomplete Information |
0 |
1 |
16 |
1,211 |
3 |
18 |
96 |
3,581 |
| ADB's Distinguished Speakers Program Measuring the Connectedness of the Financial System: Implications for Risk Management |
0 |
0 |
0 |
16 |
1 |
2 |
3 |
67 |
| Allocating Shareholder Capital to Pension Plans |
0 |
0 |
0 |
176 |
1 |
2 |
2 |
366 |
| An Analytic Derivation of the Efficient Portfolio Frontier |
0 |
0 |
3 |
395 |
0 |
0 |
16 |
999 |
| An Asymptotic Theory of Growth Under Uncertainty |
0 |
0 |
7 |
217 |
0 |
2 |
15 |
499 |
| An Intertemporal Capital Asset Pricing Model |
2 |
2 |
20 |
4,436 |
11 |
17 |
56 |
11,825 |
| An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory |
1 |
4 |
17 |
1,356 |
3 |
11 |
38 |
3,227 |
| Applications of Option-Pricing Theory: Twenty-Five Years Later |
0 |
0 |
2 |
956 |
2 |
2 |
14 |
1,942 |
| Customers and investors: A framework for understanding the evolution of financial institutions |
0 |
0 |
0 |
19 |
0 |
1 |
10 |
102 |
| Deposit insurance reform: a functional approach |
0 |
1 |
1 |
172 |
3 |
4 |
8 |
480 |
| Dividend Behavior for the Aggregate Stock Market |
0 |
0 |
1 |
404 |
0 |
2 |
5 |
942 |
| Dividend Variability and Variance Bounds Tests for the Rationality ofStock Market Prices |
0 |
0 |
0 |
310 |
0 |
2 |
6 |
806 |
| Do a firm's equity returns reflect the risk of its pension plan? |
0 |
0 |
0 |
154 |
0 |
2 |
7 |
497 |
| FINANCIAL INNOVATION AND ECONOMIC PERFORMANCE |
1 |
4 |
17 |
691 |
2 |
7 |
36 |
1,294 |
| Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods |
1 |
2 |
8 |
461 |
2 |
4 |
21 |
1,020 |
| Financial innovation and the management and regulation of financial institutions |
0 |
1 |
8 |
487 |
2 |
6 |
42 |
1,504 |
| Fischer Black |
0 |
0 |
0 |
51 |
3 |
4 |
11 |
222 |
| Generalized Mean-Variance Tradeoffs for Best Perturbation Corrections to Approximate Portfolio Decisions |
0 |
0 |
0 |
84 |
0 |
0 |
1 |
246 |
| In Honor of Nobel Laureate, Franco Modigliani |
0 |
0 |
0 |
73 |
0 |
0 |
2 |
301 |
| International pension swaps |
0 |
0 |
2 |
82 |
3 |
3 |
9 |
242 |
| Labor supply flexibility and portfolio choice in a life cycle model |
0 |
3 |
7 |
655 |
3 |
12 |
44 |
1,699 |
| Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case |
3 |
6 |
19 |
3,196 |
8 |
20 |
89 |
6,523 |
| MARK-TO-MARKET ACCOUNTING FOR BANKS AND THRIFTS - LESSONS FROM THE DANISH EXPERIENCE |
0 |
0 |
0 |
7 |
2 |
3 |
8 |
59 |
| Macroeconomics and finance: The role of the stock market |
0 |
0 |
0 |
310 |
2 |
3 |
7 |
958 |
| No-fault default, chapter 11 bankruptcy, and financial institutions |
0 |
0 |
0 |
3 |
0 |
0 |
6 |
23 |
| On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts |
0 |
1 |
2 |
789 |
1 |
2 |
8 |
1,814 |
| On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills |
0 |
2 |
12 |
1,379 |
3 |
7 |
34 |
3,248 |
| On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected) |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
4 |
| On estimating the expected return on the market: An exploratory investigation |
1 |
1 |
8 |
780 |
8 |
16 |
41 |
2,457 |
| On the Cost of Deposit Insurance When There Are Surveillance Costs |
0 |
0 |
2 |
317 |
2 |
3 |
8 |
790 |
| On the Management of Financial Guarantees |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
1,030 |
| On the Pricing of Corporate Debt: The Risk Structure of Interest Rates |
2 |
6 |
21 |
2,551 |
17 |
35 |
86 |
6,077 |
| On the pricing of contingent claims and the Modigliani-Miller theorem |
2 |
2 |
5 |
555 |
4 |
6 |
12 |
1,126 |
| Optimum consumption and portfolio rules in a continuous-time model |
2 |
6 |
27 |
5,423 |
18 |
28 |
87 |
9,327 |
| Option pricing when underlying stock returns are discontinuous |
0 |
2 |
22 |
1,428 |
12 |
14 |
62 |
3,417 |
| Paul Samuelson and Financial Economics |
0 |
0 |
0 |
7 |
0 |
0 |
3 |
47 |
| Preface to the Annual Review of Financial Economics |
0 |
0 |
0 |
53 |
0 |
3 |
6 |
236 |
| Q Group Panel Discussion: Looking to the Future |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
| Reply to Benston and Kaufman |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
146 |
| SeLFIES: A NEW PENSION BOND AND CURRENCY FOR RETIREMENT |
0 |
0 |
1 |
27 |
1 |
3 |
17 |
146 |
| Speeches by Nobel Laureates |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
595 |
| Systemic risk and the refinancing ratchet effect |
0 |
0 |
2 |
87 |
0 |
1 |
6 |
573 |
| THEORY OF RISK CAPITAL IN FINANCIAL FIRMS |
0 |
0 |
9 |
1,218 |
1 |
3 |
24 |
2,131 |
| The Derivatives Sourcebook |
0 |
0 |
4 |
64 |
4 |
7 |
28 |
403 |
| The Impact on Option Pricing of Specification Error in the Underlying Stock Price Returns |
0 |
1 |
2 |
125 |
0 |
1 |
3 |
285 |
| The Optimality of a Competitive Stock Market |
0 |
0 |
0 |
62 |
0 |
1 |
1 |
314 |
| The Relationship Between Put and Call Option Prices: Comment |
0 |
0 |
3 |
321 |
1 |
1 |
4 |
860 |
| The Returns and Risk of Alternative Call Option Portfolio Investment Strategies |
0 |
0 |
3 |
476 |
1 |
2 |
8 |
1,211 |
| The Returns and Risks of Alternative Put-Option Portfolio Investment Strategies |
0 |
0 |
0 |
316 |
0 |
1 |
2 |
969 |
| Theory of Finance from the Perspective of Continuous Time |
0 |
0 |
1 |
75 |
1 |
1 |
3 |
191 |
| Theory of Rational Option Pricing |
4 |
9 |
28 |
10,147 |
11 |
26 |
123 |
22,721 |
| Thoughts on the Future: Theory and Practice in Investment Management |
0 |
1 |
2 |
2 |
0 |
3 |
7 |
7 |
| Total Journal Articles |
19 |
55 |
283 |
42,172 |
153 |
325 |
1,243 |
102,920 |
| 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 |
1 |
1 |
75 |
2 |
3 |
3 |
390 |
| Total Books |
0 |
1 |
1 |
75 |
2 |
3 |
3 |
390 |
1 registered items for which data could not be found
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