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 2 18 690
A simple model of capital market equilibrium with incomplete information 0 2 5 1,467 1 23 63 3,714
An asymptotic theory of growth under uncertainty 0 0 0 277 1 2 13 544
Applications of Option-Pricing Theory: Twenty-Five Years Later 0 0 0 186 1 1 11 463
Autobiography 0 0 0 20 0 1 16 139
Capital market theory and the pricing of financial securities 0 0 0 396 0 2 18 913
Continuous-time portfolio theory and the pricing of contingent claims 0 0 0 244 1 3 12 435
Customers and Investors: A Framework for Understanding Financial Institutions 0 0 0 46 0 1 8 151
Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs? 0 0 2 1,532 1 11 28 6,517
Dividend Behavior for the Aggregate Stock Market 0 0 0 0 1 3 9 751
Dividend variability and variance bounds tests for the rationality of stock market prices 0 0 0 203 0 3 17 505
Do a Firm's Equity Returns Reflect the Risk of Its Pension Plan? 0 0 0 214 0 1 9 705
Earnings variablility and variance bounds tests for the rationality of stock market prices 0 0 0 34 0 2 7 152
Financial Innovation and the Management and Regulation of Financial Institutions 0 0 1 1,392 2 9 28 2,970
Interview with Nobel Prize Laureate Robert C. Merton 0 1 3 63 0 4 15 276
Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model 0 1 6 1,112 3 15 42 2,336
Macroeconomics and Finance: The Role of the Stock Market 0 0 0 1,253 1 14 139 4,970
New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability 0 0 0 219 3 5 16 493
New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability 1 1 1 429 1 2 11 1,133
No-fault Default, Chapter 11 Bankruptcy, and Financial Institutions 0 1 1 20 2 7 19 70
On Consumption-Indexed Public Pension Plans 0 0 0 102 1 4 13 441
On Estimating the Expected Return on the Market: An Exploratory Investigation 0 0 2 2,364 2 13 31 14,709
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 5 14 542
On the cost of deposit insurance when there are surveillance costs 1 1 1 276 1 4 17 695
On the current state of the stock market rationality hypothesis 0 0 1 368 0 4 16 1,489
On the microeconomic theory of investment under uncertainty 0 0 2 312 2 4 16 588
On the pricing of corporate debt: the risk structure of interest rates 3 10 30 4,944 8 46 127 9,796
Optimal Investment Strategies for University Endowment Funds 0 0 0 1,043 1 10 29 2,685
Optimum Consumption and Portfolio Rules in a Continuous-time Model 0 0 0 0 3 14 37 7,396
Option pricing when underlying stock returns are discontinuous 0 1 7 4,674 7 26 101 7,981
Pension Plan Integration as Insurance Against Social Security Risk 0 0 0 147 1 4 14 866
Report on “The Committee on Yen Risk-free-rate Model Estimation†0 0 0 12 1 1 7 127
Systemic Risk and the Refinancing Ratchet Effect 0 0 0 162 1 3 10 572
Systemic Risk and the Refinancing Ratchet Effect 0 0 0 125 5 6 19 569
The Design of Financial Systems: Towards a Synthesis of Function and Structure 1 1 6 740 6 27 67 2,118
Transparency, Risk Management and International Financial Fragility 0 0 0 501 1 5 17 1,745
Trust in Lending 0 0 0 63 0 4 41 172
Total Working Papers 6 19 68 25,312 60 291 1,075 80,418

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 49 172 3,371
A Model of Contract Guarantees for Credit-Sensitive, Opaque Financial Intermediaries 0 0 0 8 0 2 10 42
A Proposal for Expensing Employee Compensatory Stock Options for Financial Reporting Purposes 0 0 0 11 0 3 14 111
A Simple Model of Capital Market Equilibrium with Incomplete Information 0 6 16 1,226 9 59 160 3,715
ADB's Distinguished Speakers Program Measuring the Connectedness of the Financial System: Implications for Risk Management 0 0 0 16 0 1 10 75
Allocating Shareholder Capital to Pension Plans 0 0 0 176 0 1 11 375
An Analytic Derivation of the Efficient Portfolio Frontier 0 1 7 402 5 12 31 1,030
An Asymptotic Theory of Growth Under Uncertainty 0 0 2 218 0 2 20 516
An Intertemporal Capital Asset Pricing Model 1 2 8 4,441 10 20 104 11,908
An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory 2 4 20 1,370 5 16 61 3,273
Applications of Option-Pricing Theory: Twenty-Five Years Later 0 0 1 957 2 3 19 1,957
Customers and investors: A framework for understanding the evolution of financial institutions 0 0 0 19 2 3 21 121
Deposit insurance reform: a functional approach 0 0 3 174 4 5 18 494
Dividend Behavior for the Aggregate Stock Market 0 0 0 404 0 1 11 951
Dividend Variability and Variance Bounds Tests for the Rationality ofStock Market Prices 0 0 0 310 1 2 14 816
Do a firm's equity returns reflect the risk of its pension plan? 0 0 0 154 3 4 16 511
FINANCIAL INNOVATION AND ECONOMIC PERFORMANCE 1 6 18 702 2 9 41 1,323
Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods 0 0 6 464 2 6 24 1,038
Financial innovation and the management and regulation of financial institutions 1 4 9 494 3 15 45 1,542
Fischer Black 0 0 0 51 1 5 18 235
Generalized Mean-Variance Tradeoffs for Best Perturbation Corrections to Approximate Portfolio Decisions 0 0 0 84 0 4 12 258
In Honor of Nobel Laureate, Franco Modigliani 0 0 0 73 0 1 10 310
International pension swaps 0 0 2 82 0 1 11 248
Labor supply flexibility and portfolio choice in a life cycle model 0 1 7 659 1 18 65 1,746
Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case 4 8 23 3,212 17 48 140 6,630
MARK-TO-MARKET ACCOUNTING FOR BANKS AND THRIFTS - LESSONS FROM THE DANISH EXPERIENCE 0 0 0 7 1 3 12 67
Macroeconomics and finance: The role of the stock market 0 0 0 310 1 4 24 978
No-fault default, chapter 11 bankruptcy, and financial institutions 0 0 0 3 0 4 13 36
On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts 1 1 3 790 4 9 18 1,829
On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills 1 2 13 1,389 3 16 47 3,284
On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected) 0 0 0 0 1 6 11 13
On estimating the expected return on the market: An exploratory investigation 1 3 6 785 6 27 62 2,500
On the Cost of Deposit Insurance When There Are Surveillance Costs 0 0 0 317 1 4 14 801
On the Management of Financial Guarantees 0 0 0 0 0 1 11 1,040
On the Pricing of Corporate Debt: The Risk Structure of Interest Rates 4 9 44 2,586 11 53 333 6,370
On the pricing of contingent claims and the Modigliani-Miller theorem 0 0 3 556 0 3 18 1,138
Optimum consumption and portfolio rules in a continuous-time model 2 5 27 5,442 11 34 125 9,410
Option pricing when underlying stock returns are discontinuous 1 3 14 1,438 6 31 83 3,479
Paul Samuelson and Financial Economics 0 0 1 8 1 5 15 62
Preface to the Annual Review of Financial Economics 0 0 0 53 0 1 7 238
Q Group Panel Discussion: Looking to the Future 0 0 1 1 0 3 9 12
Reply to Benston and Kaufman 0 0 0 29 0 1 7 153
SeLFIES: A NEW PENSION BOND AND CURRENCY FOR RETIREMENT 0 3 7 34 0 8 21 163
Speeches by Nobel Laureates 0 0 0 0 0 2 11 603
Systemic risk and the refinancing ratchet effect 0 0 1 88 2 4 18 589
THEORY OF RISK CAPITAL IN FINANCIAL FIRMS 3 6 9 1,226 3 10 29 2,155
The Derivatives Sourcebook 0 0 1 64 2 27 80 472
The Impact on Option Pricing of Specification Error in the Underlying Stock Price Returns 0 0 1 125 1 2 5 289
The Optimality of a Competitive Stock Market 0 0 0 62 0 1 14 327
The Relationship Between Put and Call Option Prices: Comment 0 0 2 323 0 5 17 876
The Returns and Risk of Alternative Call Option Portfolio Investment Strategies 1 1 1 477 2 3 12 1,221
The Returns and Risks of Alternative Put-Option Portfolio Investment Strategies 0 0 0 316 1 4 13 981
Theory of Finance from the Perspective of Continuous Time 1 1 2 77 2 5 14 204
Theory of Rational Option Pricing 7 19 47 10,185 31 95 245 22,929
Thoughts on the Future: Theory and Practice in Investment Management 0 0 1 2 0 5 11 15
Total Journal Articles 31 85 306 42,400 177 666 2,357 104,830

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 5 12 399
Total Books 0 0 1 75 0 5 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 0 6 13 2,147
DESIGN OF FINANCIAL SYSTEMS: TOWARDS A SYNTHESIS OF FUNCTION AND STRUCTURE 0 0 4 22 2 9 26 136
Defined Benefit versus Defined Contribution Pension Plans: What are the Real Trade-offs? 0 1 3 132 0 14 71 532
Measuring and Managing Macrofinancial Risk and Financial Stability: A New Framework 0 0 0 111 0 1 17 318
On Consumption Indexed Public Pension Plans 0 0 2 22 2 4 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 1 3 11 201
On the microeconomic theory of investment under uncertainty 0 0 0 356 3 6 18 1,180
Optimal Investment Strategies for University Endowment Funds 0 0 1 197 2 24 40 548
Pension Plan Integration As Insurance Against Social Security Risk 0 0 0 28 0 4 9 174
SeLFIES for Portugal: An Innovative Pan European Retirement Solution 0 0 0 0 0 2 11 38
Theory of rational option pricing 0 1 8 106 3 22 66 527
Total Chapters 0 2 18 1,495 13 95 294 5,921
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 2026-07-10