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 |
2 |
246 |
0 |
0 |
2 |
672 |
| A simple model of capital market equilibrium with incomplete information |
1 |
3 |
4 |
1,462 |
3 |
9 |
22 |
3,651 |
| An asymptotic theory of growth under uncertainty |
0 |
0 |
0 |
277 |
1 |
1 |
5 |
531 |
| Applications of Option-Pricing Theory: Twenty-Five Years Later |
0 |
2 |
4 |
185 |
0 |
3 |
10 |
451 |
| Autobiography |
0 |
0 |
0 |
20 |
0 |
0 |
2 |
123 |
| Capital market theory and the pricing of financial securities |
0 |
1 |
1 |
396 |
1 |
2 |
5 |
895 |
| Continuous-time portfolio theory and the pricing of contingent claims |
0 |
0 |
0 |
244 |
0 |
1 |
2 |
423 |
| Customers and Investors: A Framework for Understanding Financial Institutions |
0 |
0 |
0 |
46 |
0 |
0 |
2 |
143 |
| Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs? |
0 |
0 |
0 |
1,530 |
0 |
0 |
17 |
6,489 |
| Dividend Behavior for the Aggregate Stock Market |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
742 |
| Dividend variability and variance bounds tests for the rationality of stock market prices |
0 |
0 |
1 |
203 |
0 |
0 |
1 |
488 |
| Do a Firm's Equity Returns Reflect the Risk of Its Pension Plan? |
0 |
0 |
0 |
214 |
0 |
0 |
3 |
696 |
| Earnings variablility and variance bounds tests for the rationality of stock market prices |
0 |
0 |
0 |
34 |
0 |
0 |
0 |
145 |
| Financial Innovation and the Management and Regulation of Financial Institutions |
0 |
0 |
1 |
1,390 |
3 |
3 |
7 |
2,940 |
| Interview with Nobel Prize Laureate Robert C. Merton |
0 |
0 |
1 |
60 |
0 |
0 |
4 |
261 |
| Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model |
0 |
0 |
2 |
1,106 |
0 |
1 |
11 |
2,290 |
| Macroeconomics and Finance: The Role of the Stock Market |
1 |
1 |
4 |
1,253 |
1 |
3 |
20 |
4,831 |
| New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability |
0 |
1 |
4 |
219 |
1 |
3 |
16 |
477 |
| New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability |
0 |
0 |
5 |
428 |
0 |
0 |
16 |
1,122 |
| No-fault Default, Chapter 11 Bankruptcy, and Financial Institutions |
0 |
0 |
1 |
19 |
0 |
0 |
5 |
51 |
| On Consumption-Indexed Public Pension Plans |
0 |
0 |
0 |
102 |
0 |
0 |
0 |
428 |
| On Estimating the Expected Return on the Market: An Exploratory Investigation |
0 |
1 |
6 |
2,361 |
1 |
2 |
12 |
14,677 |
| On the Role of Social Security as a Means for Efficient Risk-Bearing in an Economy Where Human Capital Is Not Tradeable |
0 |
1 |
2 |
126 |
0 |
2 |
4 |
527 |
| On the cost of deposit insurance when there are surveillance costs |
0 |
0 |
1 |
275 |
0 |
0 |
2 |
678 |
| On the current state of the stock market rationality hypothesis |
0 |
1 |
1 |
365 |
0 |
2 |
8 |
1,470 |
| On the microeconomic theory of investment under uncertainty |
0 |
0 |
0 |
310 |
0 |
0 |
2 |
572 |
| On the pricing of corporate debt: the risk structure of interest rates |
2 |
3 |
18 |
4,913 |
6 |
11 |
56 |
9,667 |
| Optimal Investment Strategies for University Endowment Funds |
0 |
0 |
2 |
1,043 |
0 |
1 |
6 |
2,656 |
| Optimum Consumption and Portfolio Rules in a Continuous-time Model |
0 |
0 |
0 |
0 |
2 |
4 |
26 |
7,359 |
| Option pricing when underlying stock returns are discontinuous |
3 |
6 |
17 |
4,667 |
4 |
10 |
38 |
7,880 |
| 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 |
0 |
0 |
0 |
119 |
| Systemic Risk and the Refinancing Ratchet Effect |
0 |
0 |
1 |
125 |
0 |
0 |
2 |
550 |
| Systemic Risk and the Refinancing Ratchet Effect |
0 |
0 |
0 |
162 |
0 |
1 |
5 |
562 |
| The Design of Financial Systems: Towards a Synthesis of Function and Structure |
0 |
0 |
0 |
733 |
5 |
9 |
25 |
2,048 |
| Transparency, Risk Management and International Financial Fragility |
0 |
0 |
0 |
501 |
0 |
1 |
2 |
1,728 |
| Trust in Lending |
0 |
0 |
1 |
63 |
1 |
2 |
5 |
131 |
| Total Working Papers |
7 |
20 |
79 |
25,237 |
29 |
73 |
347 |
79,325 |
| 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 |
10 |
26 |
100 |
3,196 |
| A Model of Contract Guarantees for Credit-Sensitive, Opaque Financial Intermediaries |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
31 |
| A Proposal for Expensing Employee Compensatory Stock Options for Financial Reporting Purposes |
0 |
0 |
0 |
11 |
0 |
1 |
2 |
97 |
| A Simple Model of Capital Market Equilibrium with Incomplete Information |
0 |
1 |
26 |
1,210 |
9 |
17 |
121 |
3,550 |
| ADB's Distinguished Speakers Program Measuring the Connectedness of the Financial System: Implications for Risk Management |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
65 |
| Allocating Shareholder Capital to Pension Plans |
0 |
0 |
0 |
176 |
0 |
0 |
0 |
364 |
| An Analytic Derivation of the Efficient Portfolio Frontier |
0 |
0 |
16 |
395 |
0 |
0 |
47 |
999 |
| An Asymptotic Theory of Growth Under Uncertainty |
1 |
4 |
8 |
216 |
4 |
7 |
17 |
496 |
| An Intertemporal Capital Asset Pricing Model |
3 |
4 |
25 |
4,433 |
8 |
9 |
60 |
11,803 |
| An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory |
3 |
5 |
18 |
1,350 |
5 |
10 |
40 |
3,212 |
| Applications of Option-Pricing Theory: Twenty-Five Years Later |
0 |
0 |
2 |
956 |
1 |
2 |
9 |
1,936 |
| Customers and investors: A framework for understanding the evolution of financial institutions |
0 |
0 |
0 |
19 |
1 |
2 |
10 |
99 |
| Deposit insurance reform: a functional approach |
0 |
0 |
0 |
171 |
0 |
3 |
4 |
475 |
| Dividend Behavior for the Aggregate Stock Market |
0 |
1 |
3 |
404 |
0 |
3 |
8 |
940 |
| Dividend Variability and Variance Bounds Tests for the Rationality ofStock Market Prices |
0 |
0 |
0 |
310 |
1 |
1 |
3 |
802 |
| Do a firm's equity returns reflect the risk of its pension plan? |
0 |
0 |
0 |
154 |
0 |
1 |
5 |
495 |
| FINANCIAL INNOVATION AND ECONOMIC PERFORMANCE |
0 |
1 |
14 |
683 |
4 |
7 |
33 |
1,280 |
| Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods |
1 |
1 |
8 |
458 |
1 |
5 |
23 |
1,014 |
| Financial innovation and the management and regulation of financial institutions |
0 |
0 |
8 |
482 |
9 |
11 |
62 |
1,492 |
| Fischer Black |
0 |
0 |
1 |
51 |
2 |
2 |
10 |
217 |
| 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 |
1 |
1 |
300 |
| International pension swaps |
0 |
0 |
0 |
80 |
0 |
1 |
5 |
237 |
| Labor supply flexibility and portfolio choice in a life cycle model |
1 |
2 |
8 |
651 |
5 |
11 |
36 |
1,675 |
| Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case |
3 |
4 |
27 |
3,189 |
7 |
16 |
83 |
6,484 |
| MARK-TO-MARKET ACCOUNTING FOR BANKS AND THRIFTS - LESSONS FROM THE DANISH EXPERIENCE |
0 |
0 |
0 |
7 |
1 |
1 |
5 |
55 |
| Macroeconomics and finance: The role of the stock market |
0 |
0 |
0 |
310 |
1 |
1 |
5 |
954 |
| No-fault default, chapter 11 bankruptcy, and financial institutions |
0 |
0 |
1 |
3 |
2 |
4 |
8 |
23 |
| On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts |
0 |
0 |
2 |
787 |
2 |
2 |
8 |
1,810 |
| On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills |
2 |
3 |
13 |
1,375 |
2 |
7 |
30 |
3,233 |
| On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected) |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
| On estimating the expected return on the market: An exploratory investigation |
0 |
2 |
9 |
779 |
2 |
9 |
24 |
2,435 |
| On the Cost of Deposit Insurance When There Are Surveillance Costs |
1 |
2 |
4 |
317 |
3 |
5 |
7 |
787 |
| On the Management of Financial Guarantees |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
1,029 |
| On the Pricing of Corporate Debt: The Risk Structure of Interest Rates |
1 |
5 |
23 |
2,541 |
4 |
13 |
73 |
6,023 |
| On the pricing of contingent claims and the Modigliani-Miller theorem |
0 |
1 |
2 |
552 |
1 |
2 |
5 |
1,118 |
| Optimum consumption and portfolio rules in a continuous-time model |
4 |
6 |
33 |
5,413 |
8 |
19 |
90 |
9,282 |
| Option pricing when underlying stock returns are discontinuous |
2 |
6 |
30 |
1,422 |
5 |
17 |
72 |
3,391 |
| Paul Samuelson and Financial Economics |
0 |
0 |
0 |
7 |
2 |
2 |
5 |
46 |
| Preface to the Annual Review of Financial Economics |
0 |
0 |
0 |
53 |
0 |
0 |
1 |
230 |
| Q Group Panel Discussion: Looking to the Future |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
| Reply to Benston and Kaufman |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
146 |
| SeLFIES: A NEW PENSION BOND AND CURRENCY FOR RETIREMENT |
0 |
0 |
3 |
27 |
3 |
6 |
18 |
141 |
| Speeches by Nobel Laureates |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
592 |
| Systemic risk and the refinancing ratchet effect |
0 |
1 |
2 |
87 |
0 |
1 |
2 |
569 |
| THEORY OF RISK CAPITAL IN FINANCIAL FIRMS |
0 |
2 |
12 |
1,217 |
2 |
8 |
28 |
2,126 |
| The Derivatives Sourcebook |
0 |
1 |
2 |
62 |
2 |
7 |
18 |
387 |
| The Impact on Option Pricing of Specification Error in the Underlying Stock Price Returns |
0 |
0 |
1 |
124 |
0 |
0 |
2 |
284 |
| The Optimality of a Competitive Stock Market |
0 |
0 |
1 |
62 |
0 |
0 |
2 |
313 |
| The Relationship Between Put and Call Option Prices: Comment |
0 |
2 |
6 |
321 |
0 |
2 |
6 |
859 |
| The Returns and Risk of Alternative Call Option Portfolio Investment Strategies |
0 |
1 |
4 |
476 |
1 |
2 |
8 |
1,209 |
| The Returns and Risks of Alternative Put-Option Portfolio Investment Strategies |
0 |
0 |
2 |
316 |
0 |
0 |
10 |
968 |
| Theory of Finance from the Perspective of Continuous Time |
0 |
1 |
2 |
75 |
0 |
2 |
6 |
190 |
| Theory of Rational Option Pricing |
2 |
7 |
55 |
10,135 |
14 |
29 |
180 |
22,672 |
| Thoughts on the Future: Theory and Practice in Investment Management |
0 |
0 |
1 |
1 |
0 |
2 |
4 |
4 |
| Total Journal Articles |
24 |
63 |
372 |
42,077 |
122 |
279 |
1,313 |
102,386 |
| 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 |
0 |
74 |
0 |
0 |
0 |
387 |
| Total Books |
0 |
0 |
0 |
74 |
0 |
0 |
0 |
387 |
1 registered items for which data could not be found
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