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 2 17 689
A simple model of capital market equilibrium with incomplete information 0 3 5 1,467 3 27 62 3,713
An asymptotic theory of growth under uncertainty 0 0 0 277 0 1 12 543
Applications of Option-Pricing Theory: Twenty-Five Years Later 0 0 1 186 0 1 11 462
Autobiography 0 0 0 20 0 2 16 139
Capital market theory and the pricing of financial securities 0 0 0 396 0 4 18 913
Continuous-time portfolio theory and the pricing of contingent claims 0 0 0 244 0 4 11 434
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 10 27 6,516
Dividend Behavior for the Aggregate Stock Market 0 0 0 0 0 3 8 750
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 1 1 9 705
Earnings variablility and variance bounds tests for the rationality of stock market prices 0 0 0 34 1 3 7 152
Financial Innovation and the Management and Regulation of Financial Institutions 0 0 2 1,392 3 9 28 2,968
Interview with Nobel Prize Laureate Robert C. Merton 0 1 3 63 0 6 15 276
Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model 1 2 6 1,112 3 14 43 2,333
Macroeconomics and Finance: The Role of the Stock Market 0 0 0 1,253 10 15 138 4,969
New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability 0 0 0 219 2 4 13 490
New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability 0 0 0 428 0 2 10 1,132
No-fault Default, Chapter 11 Bankruptcy, and Financial Institutions 1 1 1 20 2 6 17 68
On Consumption-Indexed Public Pension Plans 0 0 0 102 0 3 12 440
On Estimating the Expected Return on the Market: An Exploratory Investigation 0 0 3 2,364 0 14 30 14,707
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 14 541
On the cost of deposit insurance when there are surveillance costs 0 0 0 275 1 4 16 694
On the current state of the stock market rationality hypothesis 0 0 3 368 1 6 19 1,489
On the microeconomic theory of investment under uncertainty 0 0 2 312 0 3 14 586
On the pricing of corporate debt: the risk structure of interest rates 2 9 28 4,941 13 45 121 9,788
Optimal Investment Strategies for University Endowment Funds 0 0 0 1,043 2 11 28 2,684
Optimum Consumption and Portfolio Rules in a Continuous-time Model 0 0 0 0 0 14 34 7,393
Option pricing when underlying stock returns are discontinuous 0 1 7 4,674 1 23 94 7,974
Pension Plan Integration as Insurance Against Social Security Risk 0 0 0 147 0 4 13 865
Report on “The Committee on Yen Risk-free-rate Model Estimation†0 0 0 12 0 0 7 126
Systemic Risk and the Refinancing Ratchet Effect 0 0 0 125 0 1 14 564
Systemic Risk and the Refinancing Ratchet Effect 0 0 0 162 0 3 9 571
The Design of Financial Systems: Towards a Synthesis of Function and Structure 0 0 6 739 17 30 64 2,112
Transparency, Risk Management and International Financial Fragility 0 0 0 501 0 5 16 1,744
Trust in Lending 0 0 0 63 1 9 41 172
Total Working Papers 4 17 69 25,306 63 298 1,033 80,358

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 13 44 155 3,351
A Model of Contract Guarantees for Credit-Sensitive, Opaque Financial Intermediaries 0 0 1 8 0 2 11 42
A Proposal for Expensing Employee Compensatory Stock Options for Financial Reporting Purposes 0 0 0 11 0 4 14 111
A Simple Model of Capital Market Equilibrium with Incomplete Information 5 6 16 1,226 26 57 156 3,706
ADB's Distinguished Speakers Program Measuring the Connectedness of the Financial System: Implications for Risk Management 0 0 0 16 0 2 10 75
Allocating Shareholder Capital to Pension Plans 0 0 0 176 0 2 11 375
An Analytic Derivation of the Efficient Portfolio Frontier 0 3 7 402 2 13 26 1,025
An Asymptotic Theory of Growth Under Uncertainty 0 0 2 218 0 4 20 516
An Intertemporal Capital Asset Pricing Model 1 1 7 4,440 3 22 95 11,898
An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory 0 5 18 1,368 2 17 56 3,268
Applications of Option-Pricing Theory: Twenty-Five Years Later 0 0 1 957 0 1 19 1,955
Customers and investors: A framework for understanding the evolution of financial institutions 0 0 0 19 0 2 20 119
Deposit insurance reform: a functional approach 0 2 3 174 0 4 15 490
Dividend Behavior for the Aggregate Stock Market 0 0 0 404 1 2 11 951
Dividend Variability and Variance Bounds Tests for the Rationality ofStock Market Prices 0 0 0 310 0 2 13 815
Do a firm's equity returns reflect the risk of its pension plan? 0 0 0 154 0 1 13 508
FINANCIAL INNOVATION AND ECONOMIC PERFORMANCE 2 5 18 701 4 9 41 1,321
Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods 0 2 6 464 1 7 22 1,036
Financial innovation and the management and regulation of financial institutions 2 3 11 493 4 16 47 1,539
Fischer Black 0 0 0 51 1 4 17 234
Generalized Mean-Variance Tradeoffs for Best Perturbation Corrections to Approximate Portfolio Decisions 0 0 0 84 0 6 12 258
In Honor of Nobel Laureate, Franco Modigliani 0 0 0 73 0 2 10 310
International pension swaps 0 0 2 82 1 1 11 248
Labor supply flexibility and portfolio choice in a life cycle model 1 2 8 659 4 23 70 1,745
Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case 3 6 19 3,208 7 42 129 6,613
MARK-TO-MARKET ACCOUNTING FOR BANKS AND THRIFTS - LESSONS FROM THE DANISH EXPERIENCE 0 0 0 7 0 2 11 66
Macroeconomics and finance: The role of the stock market 0 0 0 310 0 4 23 977
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 0 0 2 789 1 5 15 1,825
On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills 1 2 13 1,388 5 16 48 3,281
On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected) 0 0 0 0 1 6 10 12
On estimating the expected return on the market: An exploratory investigation 1 3 5 784 2 25 59 2,494
On the Cost of Deposit Insurance When There Are Surveillance Costs 0 0 0 317 2 4 13 800
On the Management of Financial Guarantees 0 0 0 0 1 2 11 1,040
On the Pricing of Corporate Debt: The Risk Structure of Interest Rates 2 12 41 2,582 18 93 336 6,359
On the pricing of contingent claims and the Modigliani-Miller theorem 0 0 4 556 0 4 20 1,138
Optimum consumption and portfolio rules in a continuous-time model 0 5 27 5,440 5 37 117 9,399
Option pricing when underlying stock returns are discontinuous 1 5 15 1,437 3 33 82 3,473
Paul Samuelson and Financial Economics 0 1 1 8 0 5 15 61
Preface to the Annual Review of Financial Economics 0 0 0 53 0 1 8 238
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 2 7 153
SeLFIES: A NEW PENSION BOND AND CURRENCY FOR RETIREMENT 2 4 7 34 6 11 22 163
Speeches by Nobel Laureates 0 0 0 0 1 4 11 603
Systemic risk and the refinancing ratchet effect 0 0 1 88 0 3 18 587
THEORY OF RISK CAPITAL IN FINANCIAL FIRMS 1 4 6 1,223 3 8 26 2,152
The Derivatives Sourcebook 0 0 2 64 13 31 83 470
The Impact on Option Pricing of Specification Error in the Underlying Stock Price Returns 0 0 1 125 0 2 4 288
The Optimality of a Competitive Stock Market 0 0 0 62 0 2 14 327
The Relationship Between Put and Call Option Prices: Comment 0 0 2 323 0 6 17 876
The Returns and Risk of Alternative Call Option Portfolio Investment Strategies 0 0 0 476 0 2 10 1,219
The Returns and Risks of Alternative Put-Option Portfolio Investment Strategies 0 0 0 316 0 5 12 980
Theory of Finance from the Perspective of Continuous Time 0 0 1 76 0 5 12 202
Theory of Rational Option Pricing 3 24 43 10,178 28 103 226 22,898
Thoughts on the Future: Theory and Practice in Investment Management 0 0 1 2 2 5 11 15
Total Journal Articles 25 95 292 42,369 160 722 2,267 104,653

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 3 7 13 2,147
DESIGN OF FINANCIAL SYSTEMS: TOWARDS A SYNTHESIS OF FUNCTION AND STRUCTURE 0 0 4 22 1 8 25 134
Defined Benefit versus Defined Contribution Pension Plans: What are the Real Trade-offs? 0 1 4 132 4 24 77 532
Measuring and Managing Macrofinancial Risk and Financial Stability: A New Framework 0 0 0 111 1 1 17 318
On Consumption Indexed Public Pension Plans 0 1 2 22 1 4 10 118
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 2 10 200
On the microeconomic theory of investment under uncertainty 0 0 0 356 1 7 15 1,177
Optimal Investment Strategies for University Endowment Funds 0 0 1 197 7 25 39 546
Pension Plan Integration As Insurance Against Social Security Risk 0 0 0 28 1 4 9 174
SeLFIES for Portugal: An Innovative Pan European Retirement Solution 0 0 0 0 1 4 12 38
Theory of rational option pricing 1 3 8 106 5 24 63 524
Total Chapters 1 5 19 1,495 26 110 290 5,908
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Statistics updated 2026-06-04