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 19 691
A simple model of capital market equilibrium with incomplete information 2 2 7 1,469 5 9 64 3,719
An asymptotic theory of growth under uncertainty 0 0 0 277 0 1 13 544
Applications of Option-Pricing Theory: Twenty-Five Years Later 0 0 0 186 0 1 10 463
Autobiography 0 0 0 20 0 0 15 139
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 1 12 435
Customers and Investors: A Framework for Understanding Financial Institutions 0 0 0 46 0 0 8 151
Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs? 0 0 2 1,532 0 2 27 6,517
Dividend Behavior for the Aggregate Stock Market 0 0 0 0 0 1 9 751
Dividend variability and variance bounds tests for the rationality of stock market prices 0 0 0 203 0 0 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 1 7 152
Financial Innovation and the Management and Regulation of Financial Institutions 0 0 1 1,392 1 6 28 2,971
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 6 1,112 7 13 48 2,343
Macroeconomics and Finance: The Role of the Stock Market 0 0 0 1,253 0 11 138 4,970
New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability 0 0 0 219 0 5 16 493
New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability 0 1 1 429 1 2 12 1,134
No-fault Default, Chapter 11 Bankruptcy, and Financial Institutions 0 1 1 20 0 4 18 70
On Consumption-Indexed Public Pension Plans 0 0 0 102 0 1 13 441
On Estimating the Expected Return on the Market: An Exploratory Investigation 0 0 2 2,364 1 3 32 14,710
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 2 13 542
On the cost of deposit insurance when there are surveillance costs 0 1 1 276 0 2 17 695
On the current state of the stock market rationality hypothesis 1 1 2 369 1 2 17 1,490
On the microeconomic theory of investment under uncertainty 0 0 2 312 0 2 16 588
On the pricing of corporate debt: the risk structure of interest rates 3 8 33 4,947 6 27 132 9,802
Optimal Investment Strategies for University Endowment Funds 0 0 0 1,043 2 5 29 2,687
Optimum Consumption and Portfolio Rules in a Continuous-time Model 0 0 0 0 0 3 36 7,396
Option pricing when underlying stock returns are discontinuous 2 2 8 4,676 4 12 101 7,985
Pension Plan Integration as Insurance Against Social Security Risk 0 0 0 147 0 1 14 866
Report on “The Committee on Yen Risk-free-rate Model Estimation†0 0 0 12 0 1 6 127
Systemic Risk and the Refinancing Ratchet Effect 0 0 0 125 2 7 21 571
Systemic Risk and the Refinancing Ratchet Effect 0 0 0 162 0 1 10 572
The Design of Financial Systems: Towards a Synthesis of Function and Structure 0 1 6 740 2 25 68 2,120
Transparency, Risk Management and International Financial Fragility 0 0 0 501 0 1 16 1,745
Trust in Lending 0 0 0 63 0 1 40 172
Total Working Papers 8 18 75 25,320 33 156 1,084 80,451

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 22 55 183 3,393
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 2 2 16 113
A Simple Model of Capital Market Equilibrium with Incomplete Information 5 10 21 1,231 17 52 169 3,732
ADB's Distinguished Speakers Program Measuring the Connectedness of the Financial System: Implications for Risk Management 0 0 0 16 0 0 10 75
Allocating Shareholder Capital to Pension Plans 0 0 0 176 0 0 11 375
An Analytic Derivation of the Efficient Portfolio Frontier 1 1 8 403 2 9 33 1,032
An Asymptotic Theory of Growth Under Uncertainty 0 0 1 218 0 0 19 516
An Intertemporal Capital Asset Pricing Model 1 3 8 4,442 6 19 106 11,914
An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory 3 5 21 1,373 7 14 64 3,280
Applications of Option-Pricing Theory: Twenty-Five Years Later 0 0 1 957 1 3 18 1,958
Customers and investors: A framework for understanding the evolution of financial institutions 0 0 0 19 1 3 21 122
Deposit insurance reform: a functional approach 0 0 3 174 2 6 20 496
Dividend Behavior for the Aggregate Stock Market 1 1 1 405 1 2 12 952
Dividend Variability and Variance Bounds Tests for the Rationality ofStock Market Prices 0 0 0 310 0 1 12 816
Do a firm's equity returns reflect the risk of its pension plan? 0 0 0 154 0 3 16 511
FINANCIAL INNOVATION AND ECONOMIC PERFORMANCE 1 4 16 703 1 7 37 1,324
Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods 0 0 5 464 1 4 23 1,039
Financial innovation and the management and regulation of financial institutions 0 3 8 494 3 10 47 1,545
Fischer Black 0 0 0 51 0 2 17 235
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 0 9 310
International pension swaps 0 0 0 82 1 2 10 249
Labor supply flexibility and portfolio choice in a life cycle model 3 4 10 662 11 16 70 1,757
Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case 2 9 24 3,214 10 34 137 6,640
MARK-TO-MARKET ACCOUNTING FOR BANKS AND THRIFTS - LESSONS FROM THE DANISH EXPERIENCE 0 0 0 7 0 1 11 67
Macroeconomics and finance: The role of the stock market 0 0 0 310 0 1 23 978
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 3 4 5 793 7 12 24 1,836
On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills 1 3 13 1,390 6 14 49 3,290
On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected) 0 0 0 0 0 2 11 13
On estimating the expected return on the market: An exploratory investigation 0 2 6 785 2 10 61 2,502
On the Cost of Deposit Insurance When There Are Surveillance Costs 0 0 0 317 0 3 14 801
On the Management of Financial Guarantees 0 0 0 0 1 2 12 1,041
On the Pricing of Corporate Debt: The Risk Structure of Interest Rates 1 7 42 2,587 14 43 342 6,384
On the pricing of contingent claims and the Modigliani-Miller theorem 0 0 3 556 0 0 18 1,138
Optimum consumption and portfolio rules in a continuous-time model 2 4 27 5,444 10 26 121 9,420
Option pricing when underlying stock returns are discontinuous 1 3 13 1,439 2 11 78 3,481
Paul Samuelson and Financial Economics 0 0 1 8 0 1 15 62
Preface to the Annual Review of Financial Economics 0 0 0 53 1 1 6 239
Q Group Panel Discussion: Looking to the Future 0 0 1 1 0 0 9 12
Reply to Benston and Kaufman 0 0 0 29 0 0 7 153
SeLFIES: A NEW PENSION BOND AND CURRENCY FOR RETIREMENT 0 2 7 34 2 8 22 165
Speeches by Nobel Laureates 0 0 0 0 0 1 10 603
Systemic risk and the refinancing ratchet effect 0 0 1 88 0 2 17 589
THEORY OF RISK CAPITAL IN FINANCIAL FIRMS 4 8 12 1,230 8 14 35 2,163
The Derivatives Sourcebook 0 0 0 64 6 21 82 478
The Impact on Option Pricing of Specification Error in the Underlying Stock Price Returns 0 0 1 125 0 1 5 289
The Optimality of a Competitive Stock Market 0 0 0 62 0 0 14 327
The Relationship Between Put and Call Option Prices: Comment 1 1 3 324 1 1 18 877
The Returns and Risk of Alternative Call Option Portfolio Investment Strategies 1 2 2 478 2 4 14 1,223
The Returns and Risks of Alternative Put-Option Portfolio Investment Strategies 0 0 0 316 0 1 13 981
Theory of Finance from the Perspective of Continuous Time 1 2 3 78 1 3 15 205
Theory of Rational Option Pricing 8 18 55 10,193 30 89 264 22,959
Thoughts on the Future: Theory and Practice in Investment Management 0 0 1 2 0 2 11 15
Total Journal Articles 40 96 323 42,440 181 518 2,416 105,011

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 0 12 399
Total Books 0 0 1 75 0 0 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 3 13 2,147
DESIGN OF FINANCIAL SYSTEMS: TOWARDS A SYNTHESIS OF FUNCTION AND STRUCTURE 0 0 3 22 1 4 25 137
Defined Benefit versus Defined Contribution Pension Plans: What are the Real Trade-offs? 1 1 4 133 4 8 73 536
Measuring and Managing Macrofinancial Risk and Financial Stability: A New Framework 0 0 0 111 0 1 16 318
On Consumption Indexed Public Pension Plans 0 0 2 22 0 3 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 2 11 201
On the microeconomic theory of investment under uncertainty 0 0 0 356 0 4 18 1,180
Optimal Investment Strategies for University Endowment Funds 0 0 1 197 1 10 40 549
Pension Plan Integration As Insurance Against Social Security Risk 0 0 0 28 0 1 9 174
SeLFIES for Portugal: An Innovative Pan European Retirement Solution 0 0 0 0 0 1 10 38
Theory of rational option pricing 0 1 7 106 3 11 66 530
Total Chapters 1 2 17 1,496 9 48 293 5,930
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Statistics updated 2026-08-07