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 10 16 688
A simple model of capital market equilibrium with incomplete information 1 1 6 1,465 5 16 48 3,691
An asymptotic theory of growth under uncertainty 0 0 0 277 0 9 12 542
Applications of Option-Pricing Theory: Twenty-Five Years Later 0 0 1 186 1 6 11 462
Autobiography 0 0 0 20 1 7 15 138
Capital market theory and the pricing of financial securities 0 0 1 396 2 10 18 911
Continuous-time portfolio theory and the pricing of contingent claims 0 0 0 244 2 7 9 432
Customers and Investors: A Framework for Understanding Financial Institutions 0 0 0 46 0 5 7 150
Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs? 0 0 2 1,532 0 3 17 6,506
Dividend Behavior for the Aggregate Stock Market 0 0 0 0 1 6 7 748
Dividend variability and variance bounds tests for the rationality of stock market prices 0 0 0 203 0 8 14 502
Do a Firm's Equity Returns Reflect the Risk of Its Pension Plan? 0 0 0 214 0 4 8 704
Earnings variablility and variance bounds tests for the rationality of stock market prices 0 0 0 34 1 4 5 150
Financial Innovation and the Management and Regulation of Financial Institutions 0 0 2 1,392 2 10 24 2,961
Interview with Nobel Prize Laureate Robert C. Merton 0 1 2 62 2 9 11 272
Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model 1 4 5 1,111 2 14 31 2,321
Macroeconomics and Finance: The Role of the Stock Market 0 0 1 1,253 2 29 128 4,956
New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability 0 0 1 219 2 8 13 488
New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability 0 0 0 428 1 6 9 1,131
No-fault Default, Chapter 11 Bankruptcy, and Financial Institutions 0 0 0 19 1 9 12 63
On Consumption-Indexed Public Pension Plans 0 0 0 102 0 2 9 437
On Estimating the Expected Return on the Market: An Exploratory Investigation 0 0 4 2,364 3 9 21 14,696
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 1 3 11 537
On the cost of deposit insurance when there are surveillance costs 0 0 0 275 1 8 13 691
On the current state of the stock market rationality hypothesis 0 0 3 368 2 9 15 1,485
On the microeconomic theory of investment under uncertainty 0 1 2 312 1 6 12 584
On the pricing of corporate debt: the risk structure of interest rates 2 9 24 4,934 7 34 93 9,750
Optimal Investment Strategies for University Endowment Funds 0 0 0 1,043 2 8 19 2,675
Optimum Consumption and Portfolio Rules in a Continuous-time Model 0 0 0 0 3 12 27 7,382
Option pricing when underlying stock returns are discontinuous 0 2 10 4,673 4 15 82 7,955
Pension Plan Integration as Insurance Against Social Security Risk 0 0 0 147 1 7 10 862
Report on “The Committee on Yen Risk-free-rate Model Estimation†0 0 0 12 0 2 7 126
Systemic Risk and the Refinancing Ratchet Effect 0 0 0 125 0 6 13 563
Systemic Risk and the Refinancing Ratchet Effect 0 0 0 162 1 3 7 569
The Design of Financial Systems: Towards a Synthesis of Function and Structure 0 2 6 739 9 25 49 2,091
Transparency, Risk Management and International Financial Fragility 0 0 0 501 1 6 12 1,740
Trust in Lending 0 0 0 63 5 25 38 168
Total Working Papers 4 20 70 25,293 67 360 853 80,127

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 15 63 142 3,322
A Model of Contract Guarantees for Credit-Sensitive, Opaque Financial Intermediaries 0 0 1 8 0 5 9 40
A Proposal for Expensing Employee Compensatory Stock Options for Financial Reporting Purposes 0 0 0 11 1 10 11 108
A Simple Model of Capital Market Equilibrium with Incomplete Information 0 3 11 1,220 7 48 119 3,656
ADB's Distinguished Speakers Program Measuring the Connectedness of the Financial System: Implications for Risk Management 0 0 0 16 1 4 9 74
Allocating Shareholder Capital to Pension Plans 0 0 0 176 1 6 10 374
An Analytic Derivation of the Efficient Portfolio Frontier 2 4 6 401 6 11 19 1,018
An Asymptotic Theory of Growth Under Uncertainty 0 0 5 218 2 6 24 514
An Intertemporal Capital Asset Pricing Model 0 0 9 4,439 12 50 93 11,888
An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory 3 5 20 1,366 6 18 52 3,257
Applications of Option-Pricing Theory: Twenty-Five Years Later 0 0 1 957 0 10 20 1,954
Customers and investors: A framework for understanding the evolution of financial institutions 0 0 0 19 1 11 21 118
Deposit insurance reform: a functional approach 2 2 3 174 3 7 17 489
Dividend Behavior for the Aggregate Stock Market 0 0 1 404 1 6 12 950
Dividend Variability and Variance Bounds Tests for the Rationality ofStock Market Prices 0 0 0 310 1 4 13 814
Do a firm's equity returns reflect the risk of its pension plan? 0 0 0 154 0 6 12 507
FINANCIAL INNOVATION AND ECONOMIC PERFORMANCE 0 2 14 696 2 13 40 1,314
Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods 2 2 7 464 3 7 21 1,032
Financial innovation and the management and regulation of financial institutions 0 1 8 490 4 15 45 1,527
Fischer Black 0 0 0 51 0 7 15 230
Generalized Mean-Variance Tradeoffs for Best Perturbation Corrections to Approximate Portfolio Decisions 0 0 0 84 2 7 8 254
In Honor of Nobel Laureate, Franco Modigliani 0 0 0 73 1 6 10 309
International pension swaps 0 0 2 82 0 3 10 247
Labor supply flexibility and portfolio choice in a life cycle model 1 2 8 658 6 19 60 1,728
Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case 2 5 18 3,204 11 32 109 6,582
MARK-TO-MARKET ACCOUNTING FOR BANKS AND THRIFTS - LESSONS FROM THE DANISH EXPERIENCE 0 0 0 7 0 4 10 64
Macroeconomics and finance: The role of the stock market 0 0 0 310 1 13 21 974
No-fault default, chapter 11 bankruptcy, and financial institutions 0 0 0 3 0 6 11 32
On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts 0 0 2 789 0 4 12 1,820
On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills 1 3 15 1,387 3 9 42 3,268
On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected) 0 0 0 0 1 3 5 7
On estimating the expected return on the market: An exploratory investigation 1 1 4 782 4 8 44 2,473
On the Cost of Deposit Insurance When There Are Surveillance Costs 0 0 2 317 1 4 15 797
On the Management of Financial Guarantees 0 0 0 0 1 5 11 1,039
On the Pricing of Corporate Debt: The Risk Structure of Interest Rates 7 17 38 2,577 51 205 302 6,317
On the pricing of contingent claims and the Modigliani-Miller theorem 0 0 5 556 1 7 19 1,135
Optimum consumption and portfolio rules in a continuous-time model 2 8 30 5,437 14 33 107 9,376
Option pricing when underlying stock returns are discontinuous 3 4 19 1,435 8 14 67 3,448
Paul Samuelson and Financial Economics 1 1 1 8 1 6 13 57
Preface to the Annual Review of Financial Economics 0 0 0 53 0 1 7 237
Q Group Panel Discussion: Looking to the Future 0 0 1 1 0 3 7 9
Reply to Benston and Kaufman 0 0 0 29 1 6 6 152
SeLFIES: A NEW PENSION BOND AND CURRENCY FOR RETIREMENT 1 3 4 31 3 6 19 155
Speeches by Nobel Laureates 0 0 0 0 2 4 9 601
Systemic risk and the refinancing ratchet effect 0 0 2 88 1 10 17 585
THEORY OF RISK CAPITAL IN FINANCIAL FIRMS 1 2 5 1,220 1 11 26 2,145
The Derivatives Sourcebook 0 0 2 64 6 29 62 445
The Impact on Option Pricing of Specification Error in the Underlying Stock Price Returns 0 0 1 125 1 2 3 287
The Optimality of a Competitive Stock Market 0 0 0 62 1 7 13 326
The Relationship Between Put and Call Option Prices: Comment 0 1 2 323 1 5 12 871
The Returns and Risk of Alternative Call Option Portfolio Investment Strategies 0 0 0 476 1 4 10 1,218
The Returns and Risks of Alternative Put-Option Portfolio Investment Strategies 0 0 0 316 2 5 9 977
Theory of Finance from the Perspective of Continuous Time 0 1 1 76 2 7 9 199
Theory of Rational Option Pricing 12 15 36 10,166 39 76 187 22,834
Thoughts on the Future: Theory and Practice in Investment Management 0 0 1 2 0 2 8 10
Total Journal Articles 41 82 285 42,315 233 873 1,984 104,164

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 0 2 7 394
Total Books 0 0 1 75 0 2 7 394

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 1 5 8 2,141
DESIGN OF FINANCIAL SYSTEMS: TOWARDS A SYNTHESIS OF FUNCTION AND STRUCTURE 0 1 4 22 1 7 18 127
Defined Benefit versus Defined Contribution Pension Plans: What are the Real Trade-offs? 0 1 3 131 10 26 67 518
Measuring and Managing Macrofinancial Risk and Financial Stability: A New Framework 0 0 0 111 0 9 18 317
On Consumption Indexed Public Pension Plans 1 1 2 22 2 5 9 116
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 0 6 8 198
On the microeconomic theory of investment under uncertainty 0 0 0 356 4 9 13 1,174
Optimal Investment Strategies for University Endowment Funds 0 1 1 197 3 8 18 524
Pension Plan Integration As Insurance Against Social Security Risk 0 0 0 28 0 4 5 170
SeLFIES for Portugal: An Innovative Pan European Retirement Solution 0 0 0 0 2 3 10 36
Theory of rational option pricing 2 4 8 105 5 19 48 505
Total Chapters 3 8 18 1,493 28 101 222 5,826
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Statistics updated 2026-04-09