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 2 3 20 693
A simple model of capital market equilibrium with incomplete information 1 3 7 1,470 2 11 66 3,725
An asymptotic theory of growth under uncertainty 0 0 0 277 2 2 15 546
Applications of Option-Pricing Theory: Twenty-Five Years Later 0 0 0 186 0 1 11 464
Autobiography 0 0 0 20 1 5 17 144
Capital market theory and the pricing of financial securities 0 0 0 396 0 0 18 913
Continuous-time portfolio theory and the pricing of contingent claims 0 0 0 244 0 0 11 435
Customers and Investors: A Framework for Understanding Financial Institutions 0 0 0 46 1 1 9 152
Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs? 0 0 1 1,532 0 1 24 6,518
Dividend Behavior for the Aggregate Stock Market 0 0 0 0 0 0 9 751
Dividend variability and variance bounds tests for the rationality of stock market prices 0 0 0 203 0 1 18 506
Do a Firm's Equity Returns Reflect the Risk of Its Pension Plan? 0 0 0 214 0 0 8 705
Earnings variablility and variance bounds tests for the rationality of stock market prices 0 0 0 34 0 0 7 152
Financial Innovation and the Management and Regulation of Financial Institutions 0 0 1 1,392 1 3 27 2,973
Interview with Nobel Prize Laureate Robert C. Merton 0 0 3 63 0 0 15 276
Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model 0 1 7 1,113 2 12 52 2,348
Macroeconomics and Finance: The Role of the Stock Market 0 0 0 1,253 1 1 137 4,971
New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability 0 0 1 429 1 3 14 1,136
New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability 0 0 0 219 0 1 16 494
No-fault Default, Chapter 11 Bankruptcy, and Financial Institutions 1 1 2 21 1 2 20 72
On Consumption-Indexed Public Pension Plans 0 0 0 102 0 0 13 441
On Estimating the Expected Return on the Market: An Exploratory Investigation 3 5 7 2,369 4 7 38 14,716
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 0 0 13 542
On the cost of deposit insurance when there are surveillance costs 0 0 1 276 2 2 19 697
On the current state of the stock market rationality hypothesis 0 1 2 369 1 2 18 1,491
On the microeconomic theory of investment under uncertainty 0 0 1 312 0 0 15 588
On the pricing of corporate debt: the risk structure of interest rates 2 6 33 4,950 7 19 138 9,815
Optimal Investment Strategies for University Endowment Funds 0 0 0 1,043 1 3 30 2,688
Optimum Consumption and Portfolio Rules in a Continuous-time Model 0 0 0 0 0 3 37 7,399
Option pricing when underlying stock returns are discontinuous 2 8 12 4,682 4 12 102 7,993
Pension Plan Integration as Insurance Against Social Security Risk 0 0 0 147 0 2 16 868
Report on “The Committee on Yen Risk-free-rate Model Estimation†0 0 0 12 0 0 6 127
Systemic Risk and the Refinancing Ratchet Effect 0 0 0 125 2 5 21 574
Systemic Risk and the Refinancing Ratchet Effect 0 0 0 162 0 0 10 572
The Design of Financial Systems: Towards a Synthesis of Function and Structure 0 0 4 740 2 9 71 2,127
Transparency, Risk Management and International Financial Fragility 0 0 0 501 4 4 18 1,749
Trust in Lending 1 1 1 64 1 2 40 174
Total Working Papers 10 26 83 25,338 42 117 1,119 80,535

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 20 56 202 3,427
A Model of Contract Guarantees for Credit-Sensitive, Opaque Financial Intermediaries 0 0 0 8 0 0 10 42
A Proposal for Expensing Employee Compensatory Stock Options for Financial Reporting Purposes 0 0 0 11 0 3 17 114
A Simple Model of Capital Market Equilibrium with Incomplete Information 1 6 21 1,232 13 36 173 3,751
ADB's Distinguished Speakers Program Measuring the Connectedness of the Financial System: Implications for Risk Management 1 1 1 17 1 2 11 77
Allocating Shareholder Capital to Pension Plans 0 0 0 176 0 1 11 376
An Analytic Derivation of the Efficient Portfolio Frontier 0 1 8 403 2 8 39 1,038
An Asymptotic Theory of Growth Under Uncertainty 0 0 1 218 0 2 19 518
An Intertemporal Capital Asset Pricing Model 3 6 13 4,447 6 20 114 11,928
An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory 2 6 21 1,376 6 18 67 3,291
Applications of Option-Pricing Theory: Twenty-Five Years Later 0 0 1 957 1 4 21 1,961
Customers and investors: A framework for understanding the evolution of financial institutions 0 1 1 20 0 2 21 123
Deposit insurance reform: a functional approach 0 0 2 174 1 3 20 497
Dividend Behavior for the Aggregate Stock Market 0 2 2 406 1 3 12 954
Dividend Variability and Variance Bounds Tests for the Rationality ofStock Market Prices 0 0 0 310 0 2 12 818
Do a firm's equity returns reflect the risk of its pension plan? 0 0 0 154 2 3 17 514
FINANCIAL INNOVATION AND ECONOMIC PERFORMANCE 1 4 16 706 4 9 40 1,332
Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods 0 0 4 464 0 2 22 1,040
Financial innovation and the management and regulation of financial institutions 2 2 9 496 3 11 51 1,553
Fischer Black 0 0 0 51 1 68 84 303
Generalized Mean-Variance Tradeoffs for Best Perturbation Corrections to Approximate Portfolio Decisions 0 0 0 84 0 0 12 258
In Honor of Nobel Laureate, Franco Modigliani 0 0 0 73 0 1 10 311
International pension swaps 0 0 0 82 1 2 11 250
Labor supply flexibility and portfolio choice in a life cycle model 1 4 8 663 9 24 74 1,770
Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case 3 7 26 3,219 10 26 141 6,656
MARK-TO-MARKET ACCOUNTING FOR BANKS AND THRIFTS - LESSONS FROM THE DANISH EXPERIENCE 1 2 2 9 1 2 12 69
Macroeconomics and finance: The role of the stock market 0 0 0 310 2 2 24 980
No-fault default, chapter 11 bankruptcy, and financial institutions 0 0 0 3 0 0 13 36
On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts 0 5 6 795 1 11 27 1,840
On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills 0 2 12 1,391 10 20 59 3,304
On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected) 0 0 0 0 0 2 12 15
On estimating the expected return on the market: An exploratory investigation 0 0 6 785 7 17 68 2,517
On the Cost of Deposit Insurance When There Are Surveillance Costs 0 0 0 317 0 0 13 801
On the Management of Financial Guarantees 0 0 0 0 2 3 14 1,043
On the Pricing of Corporate Debt: The Risk Structure of Interest Rates 2 7 44 2,593 11 38 348 6,408
On the pricing of contingent claims and the Modigliani-Miller theorem 0 0 3 556 1 2 18 1,140
Optimum consumption and portfolio rules in a continuous-time model 5 12 33 5,454 14 45 146 9,455
Option pricing when underlying stock returns are discontinuous 1 4 14 1,442 8 18 92 3,497
Paul Samuelson and Financial Economics 0 0 1 8 0 2 17 64
Preface to the Annual Review of Financial Economics 0 0 0 53 1 3 5 241
Q Group Panel Discussion: Looking to the Future 2 2 3 3 2 2 11 14
Reply to Benston and Kaufman 0 0 0 29 0 0 7 153
SeLFIES: A NEW PENSION BOND AND CURRENCY FOR RETIREMENT 0 0 7 34 1 3 21 166
Speeches by Nobel Laureates 0 0 0 0 0 11 20 614
Systemic risk and the refinancing ratchet effect 0 0 1 88 1 3 19 592
THEORY OF RISK CAPITAL IN FINANCIAL FIRMS 3 8 16 1,234 5 14 39 2,169
The Derivatives Sourcebook 1 2 2 66 3 15 88 487
The Impact on Option Pricing of Specification Error in the Underlying Stock Price Returns 0 0 0 125 0 0 4 289
The Optimality of a Competitive Stock Market 1 1 1 63 1 3 16 330
The Relationship Between Put and Call Option Prices: Comment 0 1 3 324 0 1 18 877
The Returns and Risk of Alternative Call Option Portfolio Investment Strategies 1 2 3 479 2 5 16 1,226
The Returns and Risks of Alternative Put-Option Portfolio Investment Strategies 0 0 0 316 0 0 12 981
Theory of Finance from the Perspective of Continuous Time 0 1 3 78 0 2 16 206
Theory of Rational Option Pricing 6 19 61 10,204 25 83 302 23,012
Thoughts on the Future: Theory and Practice in Investment Management 0 0 0 2 0 0 8 15
Total Journal Articles 37 108 355 42,508 179 613 2,676 105,443

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 75 0 0 11 399
Total Books 0 0 0 75 0 0 11 399

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 1 1 12 2,148
DESIGN OF FINANCIAL SYSTEMS: TOWARDS A SYNTHESIS OF FUNCTION AND STRUCTURE 0 0 2 22 1 2 25 138
Defined Benefit versus Defined Contribution Pension Plans: What are the Real Trade-offs? 1 2 5 134 4 15 77 547
Measuring and Managing Macrofinancial Risk and Financial Stability: A New Framework 0 0 0 111 1 1 16 319
On Consumption Indexed Public Pension Plans 0 0 2 22 0 0 12 120
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 0 11 201
On the microeconomic theory of investment under uncertainty 0 0 0 356 1 1 19 1,181
Optimal Investment Strategies for University Endowment Funds 1 1 2 198 4 7 45 555
Pension Plan Integration As Insurance Against Social Security Risk 0 0 0 28 0 1 9 175
SeLFIES for Portugal: An Innovative Pan European Retirement Solution 0 0 0 0 0 0 10 38
Theory of rational option pricing 0 0 7 106 2 8 63 535
Total Chapters 2 3 18 1,498 14 36 299 5,957
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Statistics updated 2026-10-11