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 19 691
A simple model of capital market equilibrium with incomplete information 0 2 7 1,469 4 10 66 3,723
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 1 2 11 464
Autobiography 0 0 0 20 4 4 16 143
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 11 435
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 1 2 27 6,518
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 1 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 4 27 2,972
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 1 1 7 1,113 3 13 51 2,346
Macroeconomics and Finance: The Role of the Stock Market 0 0 0 1,253 0 1 137 4,970
New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability 0 0 0 219 1 4 17 494
New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability 0 1 1 429 1 3 13 1,135
No-fault Default, Chapter 11 Bankruptcy, and Financial Institutions 0 0 1 20 1 3 19 71
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 2 2 4 2,366 2 5 34 14,712
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 1 13 542
On the cost of deposit insurance when there are surveillance costs 0 1 1 276 0 1 17 695
On the current state of the stock market rationality hypothesis 0 1 2 369 0 1 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 1 7 33 4,948 6 20 135 9,808
Optimal Investment Strategies for University Endowment Funds 0 0 0 1,043 0 3 29 2,687
Optimum Consumption and Portfolio Rules in a Continuous-time Model 0 0 0 0 3 6 38 7,399
Option pricing when underlying stock returns are discontinuous 4 6 11 4,680 4 15 101 7,989
Pension Plan Integration as Insurance Against Social Security Risk 0 0 0 147 2 3 16 868
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 1 8 22 572
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 5 13 72 2,125
Transparency, Risk Management and International Financial Fragility 0 0 0 501 0 1 15 1,745
Trust in Lending 0 0 0 63 1 1 40 173
Total Working Papers 8 22 81 25,328 42 135 1,104 80,493

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 14 56 188 3,407
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 1 3 17 114
A Simple Model of Capital Market Equilibrium with Incomplete Information 0 5 20 1,231 6 32 166 3,738
ADB's Distinguished Speakers Program Measuring the Connectedness of the Financial System: Implications for Risk Management 0 0 0 16 1 1 10 76
Allocating Shareholder Capital to Pension Plans 0 0 0 176 1 1 11 376
An Analytic Derivation of the Efficient Portfolio Frontier 0 1 8 403 4 11 37 1,036
An Asymptotic Theory of Growth Under Uncertainty 0 0 1 218 2 2 20 518
An Intertemporal Capital Asset Pricing Model 2 4 10 4,444 8 24 110 11,922
An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory 1 6 20 1,374 5 17 66 3,285
Applications of Option-Pricing Theory: Twenty-Five Years Later 0 0 1 957 2 5 20 1,960
Customers and investors: A framework for understanding the evolution of financial institutions 1 1 1 20 1 4 21 123
Deposit insurance reform: a functional approach 0 0 2 174 0 6 19 496
Dividend Behavior for the Aggregate Stock Market 1 2 2 406 1 2 12 953
Dividend Variability and Variance Bounds Tests for the Rationality ofStock Market Prices 0 0 0 310 2 3 12 818
Do a firm's equity returns reflect the risk of its pension plan? 0 0 0 154 1 4 16 512
FINANCIAL INNOVATION AND ECONOMIC PERFORMANCE 2 4 17 705 4 7 39 1,328
Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods 0 0 4 464 1 4 22 1,040
Financial innovation and the management and regulation of financial institutions 0 1 8 494 5 11 50 1,550
Fischer Black 0 0 0 51 67 68 83 302
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 1 1 10 311
International pension swaps 0 0 0 82 0 1 10 249
Labor supply flexibility and portfolio choice in a life cycle model 0 3 9 662 4 16 70 1,761
Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case 2 8 24 3,216 6 33 133 6,646
MARK-TO-MARKET ACCOUNTING FOR BANKS AND THRIFTS - LESSONS FROM THE DANISH EXPERIENCE 1 1 1 8 1 2 11 68
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 2 6 6 795 3 14 26 1,839
On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills 1 3 13 1,391 4 13 52 3,294
On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected) 0 0 0 0 2 3 13 15
On estimating the expected return on the market: An exploratory investigation 0 1 6 785 8 16 63 2,510
On the Cost of Deposit Insurance When There Are Surveillance Costs 0 0 0 317 0 1 13 801
On the Management of Financial Guarantees 0 0 0 0 0 1 12 1,041
On the Pricing of Corporate Debt: The Risk Structure of Interest Rates 4 9 43 2,591 13 38 346 6,397
On the pricing of contingent claims and the Modigliani-Miller theorem 0 0 3 556 1 1 19 1,139
Optimum consumption and portfolio rules in a continuous-time model 5 9 30 5,449 21 42 137 9,441
Option pricing when underlying stock returns are discontinuous 2 4 14 1,441 8 16 85 3,489
Paul Samuelson and Financial Economics 0 0 1 8 2 3 17 64
Preface to the Annual Review of Financial Economics 0 0 0 53 1 2 5 240
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 0 7 34 0 2 22 165
Speeches by Nobel Laureates 0 0 0 0 11 11 21 614
Systemic risk and the refinancing ratchet effect 0 0 1 88 2 4 19 591
THEORY OF RISK CAPITAL IN FINANCIAL FIRMS 1 8 13 1,231 1 12 35 2,164
The Derivatives Sourcebook 1 1 1 65 6 14 86 484
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 2 2 15 329
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 0 2 2 478 1 5 14 1,224
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 0 2 3 78 1 4 16 206
Theory of Rational Option Pricing 5 20 57 10,198 28 89 284 22,987
Thoughts on the Future: Theory and Practice in Investment Management 0 0 1 2 0 0 10 15
Total Journal Articles 31 102 334 42,471 253 611 2,573 105,264

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 0 0 11 2,147
DESIGN OF FINANCIAL SYSTEMS: TOWARDS A SYNTHESIS OF FUNCTION AND STRUCTURE 0 0 3 22 0 3 25 137
Defined Benefit versus Defined Contribution Pension Plans: What are the Real Trade-offs? 0 1 4 133 7 11 75 543
Measuring and Managing Macrofinancial Risk and Financial Stability: A New Framework 0 0 0 111 0 0 15 318
On Consumption Indexed Public Pension Plans 0 0 2 22 0 2 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 1 11 201
On the microeconomic theory of investment under uncertainty 0 0 0 356 0 3 18 1,180
Optimal Investment Strategies for University Endowment Funds 0 0 1 197 2 5 41 551
Pension Plan Integration As Insurance Against Social Security Risk 0 0 0 28 1 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 3 9 63 533
Total Chapters 0 1 17 1,496 13 35 290 5,943
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Statistics updated 2026-09-10