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 |
5 |
6 |
678 |
| A simple model of capital market equilibrium with incomplete information |
0 |
1 |
6 |
1,464 |
9 |
16 |
38 |
3,675 |
| An asymptotic theory of growth under uncertainty |
0 |
0 |
0 |
277 |
2 |
2 |
4 |
533 |
| Applications of Option-Pricing Theory: Twenty-Five Years Later |
0 |
0 |
3 |
186 |
1 |
3 |
9 |
456 |
| Autobiography |
0 |
0 |
0 |
20 |
0 |
4 |
9 |
131 |
| Capital market theory and the pricing of financial securities |
0 |
0 |
1 |
396 |
3 |
6 |
9 |
901 |
| Continuous-time portfolio theory and the pricing of contingent claims |
0 |
0 |
0 |
244 |
0 |
1 |
4 |
425 |
| Customers and Investors: A Framework for Understanding Financial Institutions |
0 |
0 |
0 |
46 |
1 |
2 |
2 |
145 |
| Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs? |
0 |
1 |
2 |
1,532 |
1 |
9 |
16 |
6,503 |
| Dividend Behavior for the Aggregate Stock Market |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
742 |
| Dividend variability and variance bounds tests for the rationality of stock market prices |
0 |
0 |
0 |
203 |
2 |
6 |
6 |
494 |
| Do a Firm's Equity Returns Reflect the Risk of Its Pension Plan? |
0 |
0 |
0 |
214 |
2 |
3 |
5 |
700 |
| Earnings variablility and variance bounds tests for the rationality of stock market prices |
0 |
0 |
0 |
34 |
0 |
1 |
1 |
146 |
| Financial Innovation and the Management and Regulation of Financial Institutions |
1 |
1 |
2 |
1,392 |
3 |
5 |
14 |
2,951 |
| Interview with Nobel Prize Laureate Robert C. Merton |
1 |
1 |
1 |
61 |
2 |
2 |
3 |
263 |
| Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model |
1 |
1 |
1 |
1,107 |
9 |
11 |
20 |
2,307 |
| Macroeconomics and Finance: The Role of the Stock Market |
0 |
0 |
1 |
1,253 |
32 |
93 |
102 |
4,927 |
| New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability |
0 |
0 |
2 |
219 |
0 |
2 |
10 |
480 |
| New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability |
0 |
0 |
0 |
428 |
3 |
3 |
3 |
1,125 |
| No-fault Default, Chapter 11 Bankruptcy, and Financial Institutions |
0 |
0 |
0 |
19 |
1 |
2 |
3 |
54 |
| On Consumption-Indexed Public Pension Plans |
0 |
0 |
0 |
102 |
2 |
7 |
7 |
435 |
| On Estimating the Expected Return on the Market: An Exploratory Investigation |
2 |
2 |
5 |
2,364 |
7 |
9 |
14 |
14,687 |
| On the Role of Social Security as a Means for Efficient Risk-Bearing in an Economy Where Human Capital Is Not Tradeable |
0 |
0 |
1 |
126 |
3 |
5 |
9 |
534 |
| On the cost of deposit insurance when there are surveillance costs |
0 |
0 |
0 |
275 |
0 |
5 |
5 |
683 |
| On the current state of the stock market rationality hypothesis |
0 |
1 |
4 |
368 |
2 |
3 |
10 |
1,476 |
| On the microeconomic theory of investment under uncertainty |
0 |
0 |
1 |
311 |
3 |
5 |
6 |
578 |
| On the pricing of corporate debt: the risk structure of interest rates |
0 |
8 |
18 |
4,925 |
12 |
39 |
69 |
9,716 |
| Optimal Investment Strategies for University Endowment Funds |
0 |
0 |
0 |
1,043 |
3 |
9 |
13 |
2,667 |
| Optimum Consumption and Portfolio Rules in a Continuous-time Model |
0 |
0 |
0 |
0 |
3 |
8 |
23 |
7,370 |
| Option pricing when underlying stock returns are discontinuous |
1 |
1 |
14 |
4,671 |
30 |
49 |
77 |
7,940 |
| Pension Plan Integration as Insurance Against Social Security Risk |
0 |
0 |
0 |
147 |
2 |
3 |
3 |
855 |
| Report on “The Committee on Yen Risk-free-rate Model Estimation†|
0 |
0 |
0 |
12 |
2 |
3 |
5 |
124 |
| Systemic Risk and the Refinancing Ratchet Effect |
0 |
0 |
0 |
125 |
0 |
4 |
8 |
557 |
| Systemic Risk and the Refinancing Ratchet Effect |
0 |
0 |
0 |
162 |
2 |
4 |
7 |
566 |
| The Design of Financial Systems: Towards a Synthesis of Function and Structure |
0 |
1 |
4 |
737 |
3 |
10 |
28 |
2,066 |
| Transparency, Risk Management and International Financial Fragility |
0 |
0 |
0 |
501 |
2 |
3 |
7 |
1,734 |
| Trust in Lending |
0 |
0 |
0 |
63 |
4 |
9 |
15 |
143 |
| Total Working Papers |
6 |
18 |
66 |
25,273 |
153 |
351 |
572 |
79,767 |
| 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 |
10 |
34 |
100 |
3,259 |
| A Model of Contract Guarantees for Credit-Sensitive, Opaque Financial Intermediaries |
0 |
0 |
1 |
8 |
2 |
3 |
5 |
35 |
| A Proposal for Expensing Employee Compensatory Stock Options for Financial Reporting Purposes |
0 |
0 |
0 |
11 |
0 |
1 |
3 |
98 |
| A Simple Model of Capital Market Equilibrium with Incomplete Information |
3 |
6 |
18 |
1,217 |
16 |
30 |
98 |
3,608 |
| ADB's Distinguished Speakers Program Measuring the Connectedness of the Financial System: Implications for Risk Management |
0 |
0 |
0 |
16 |
3 |
4 |
6 |
70 |
| Allocating Shareholder Capital to Pension Plans |
0 |
0 |
0 |
176 |
2 |
3 |
4 |
368 |
| An Analytic Derivation of the Efficient Portfolio Frontier |
1 |
2 |
3 |
397 |
4 |
8 |
15 |
1,007 |
| An Asymptotic Theory of Growth Under Uncertainty |
0 |
1 |
6 |
218 |
3 |
9 |
20 |
508 |
| An Intertemporal Capital Asset Pricing Model |
2 |
5 |
16 |
4,439 |
5 |
24 |
53 |
11,838 |
| An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory |
4 |
6 |
18 |
1,361 |
8 |
15 |
43 |
3,239 |
| Applications of Option-Pricing Theory: Twenty-Five Years Later |
1 |
1 |
1 |
957 |
2 |
4 |
12 |
1,944 |
| Customers and investors: A framework for understanding the evolution of financial institutions |
0 |
0 |
0 |
19 |
2 |
5 |
12 |
107 |
| Deposit insurance reform: a functional approach |
0 |
0 |
1 |
172 |
0 |
5 |
10 |
482 |
| Dividend Behavior for the Aggregate Stock Market |
0 |
0 |
1 |
404 |
2 |
2 |
7 |
944 |
| Dividend Variability and Variance Bounds Tests for the Rationality ofStock Market Prices |
0 |
0 |
0 |
310 |
2 |
4 |
9 |
810 |
| Do a firm's equity returns reflect the risk of its pension plan? |
0 |
0 |
0 |
154 |
2 |
4 |
10 |
501 |
| FINANCIAL INNOVATION AND ECONOMIC PERFORMANCE |
1 |
4 |
13 |
694 |
3 |
9 |
33 |
1,301 |
| Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods |
1 |
2 |
7 |
462 |
5 |
7 |
21 |
1,025 |
| Financial innovation and the management and regulation of financial institutions |
1 |
2 |
10 |
489 |
6 |
10 |
43 |
1,512 |
| Fischer Black |
0 |
0 |
0 |
51 |
1 |
4 |
10 |
223 |
| Generalized Mean-Variance Tradeoffs for Best Perturbation Corrections to Approximate Portfolio Decisions |
0 |
0 |
0 |
84 |
0 |
1 |
1 |
247 |
| In Honor of Nobel Laureate, Franco Modigliani |
0 |
0 |
0 |
73 |
2 |
2 |
4 |
303 |
| International pension swaps |
0 |
0 |
2 |
82 |
1 |
5 |
10 |
244 |
| Labor supply flexibility and portfolio choice in a life cycle model |
1 |
1 |
7 |
656 |
6 |
13 |
49 |
1,709 |
| Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case |
2 |
6 |
18 |
3,199 |
17 |
35 |
100 |
6,550 |
| MARK-TO-MARKET ACCOUNTING FOR BANKS AND THRIFTS - LESSONS FROM THE DANISH EXPERIENCE |
0 |
0 |
0 |
7 |
0 |
3 |
8 |
60 |
| Macroeconomics and finance: The role of the stock market |
0 |
0 |
0 |
310 |
1 |
5 |
9 |
961 |
| No-fault default, chapter 11 bankruptcy, and financial institutions |
0 |
0 |
0 |
3 |
2 |
3 |
9 |
26 |
| On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts |
0 |
0 |
2 |
789 |
2 |
3 |
8 |
1,816 |
| On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills |
3 |
5 |
13 |
1,384 |
6 |
14 |
38 |
3,259 |
| On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected) |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
| On estimating the expected return on the market: An exploratory investigation |
0 |
2 |
5 |
781 |
6 |
16 |
42 |
2,465 |
| On the Cost of Deposit Insurance When There Are Surveillance Costs |
0 |
0 |
2 |
317 |
2 |
5 |
11 |
793 |
| On the Management of Financial Guarantees |
0 |
0 |
0 |
0 |
2 |
5 |
8 |
1,034 |
| On the Pricing of Corporate Debt: The Risk Structure of Interest Rates |
4 |
11 |
27 |
2,560 |
19 |
52 |
112 |
6,112 |
| On the pricing of contingent claims and the Modigliani-Miller theorem |
0 |
3 |
6 |
556 |
1 |
6 |
13 |
1,128 |
| Optimum consumption and portfolio rules in a continuous-time model |
4 |
8 |
28 |
5,429 |
7 |
34 |
92 |
9,343 |
| Option pricing when underlying stock returns are discontinuous |
1 |
3 |
19 |
1,431 |
8 |
29 |
70 |
3,434 |
| Paul Samuelson and Financial Economics |
0 |
0 |
0 |
7 |
3 |
4 |
7 |
51 |
| Preface to the Annual Review of Financial Economics |
0 |
0 |
0 |
53 |
0 |
0 |
6 |
236 |
| Q Group Panel Discussion: Looking to the Future |
0 |
1 |
1 |
1 |
2 |
3 |
5 |
6 |
| Reply to Benston and Kaufman |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
146 |
| SeLFIES: A NEW PENSION BOND AND CURRENCY FOR RETIREMENT |
0 |
1 |
2 |
28 |
2 |
4 |
18 |
149 |
| Speeches by Nobel Laureates |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
597 |
| Systemic risk and the refinancing ratchet effect |
0 |
1 |
3 |
88 |
1 |
2 |
8 |
575 |
| THEORY OF RISK CAPITAL IN FINANCIAL FIRMS |
0 |
0 |
8 |
1,218 |
1 |
4 |
23 |
2,134 |
| The Derivatives Sourcebook |
0 |
0 |
3 |
64 |
8 |
17 |
39 |
416 |
| The Impact on Option Pricing of Specification Error in the Underlying Stock Price Returns |
0 |
0 |
2 |
125 |
0 |
0 |
2 |
285 |
| The Optimality of a Competitive Stock Market |
0 |
0 |
0 |
62 |
4 |
5 |
6 |
319 |
| The Relationship Between Put and Call Option Prices: Comment |
0 |
1 |
4 |
322 |
5 |
7 |
10 |
866 |
| The Returns and Risk of Alternative Call Option Portfolio Investment Strategies |
0 |
0 |
3 |
476 |
2 |
4 |
9 |
1,214 |
| The Returns and Risks of Alternative Put-Option Portfolio Investment Strategies |
0 |
0 |
0 |
316 |
2 |
3 |
4 |
972 |
| Theory of Finance from the Perspective of Continuous Time |
0 |
0 |
1 |
75 |
0 |
2 |
4 |
192 |
| Theory of Rational Option Pricing |
3 |
8 |
28 |
10,151 |
21 |
48 |
137 |
22,758 |
| Thoughts on the Future: Theory and Practice in Investment Management |
0 |
0 |
2 |
2 |
0 |
1 |
7 |
8 |
| Total Journal Articles |
32 |
80 |
281 |
42,233 |
211 |
524 |
1,392 |
103,291 |
| 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 |
2 |
4 |
5 |
392 |
| Total Books |
0 |
0 |
1 |
75 |
2 |
4 |
5 |
392 |
1 registered items for which data could not be found
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