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 |
7 |
12 |
13 |
685 |
| A simple model of capital market equilibrium with incomplete information |
0 |
1 |
6 |
1,464 |
5 |
19 |
42 |
3,680 |
| An asymptotic theory of growth under uncertainty |
0 |
0 |
0 |
277 |
6 |
8 |
10 |
539 |
| Applications of Option-Pricing Theory: Twenty-Five Years Later |
0 |
0 |
3 |
186 |
1 |
4 |
10 |
457 |
| Autobiography |
0 |
0 |
0 |
20 |
5 |
6 |
13 |
136 |
| Capital market theory and the pricing of financial securities |
0 |
0 |
1 |
396 |
6 |
10 |
15 |
907 |
| Continuous-time portfolio theory and the pricing of contingent claims |
0 |
0 |
0 |
244 |
3 |
4 |
7 |
428 |
| Customers and Investors: A Framework for Understanding Financial Institutions |
0 |
0 |
0 |
46 |
3 |
4 |
5 |
148 |
| Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs? |
0 |
1 |
2 |
1,532 |
2 |
10 |
17 |
6,505 |
| Dividend Behavior for the Aggregate Stock Market |
0 |
0 |
0 |
0 |
4 |
4 |
6 |
746 |
| Dividend variability and variance bounds tests for the rationality of stock market prices |
0 |
0 |
0 |
203 |
7 |
11 |
13 |
501 |
| Do a Firm's Equity Returns Reflect the Risk of Its Pension Plan? |
0 |
0 |
0 |
214 |
3 |
5 |
8 |
703 |
| Earnings variablility and variance bounds tests for the rationality of stock market prices |
0 |
0 |
0 |
34 |
2 |
2 |
3 |
148 |
| Financial Innovation and the Management and Regulation of Financial Institutions |
0 |
1 |
2 |
1,392 |
5 |
10 |
19 |
2,956 |
| Interview with Nobel Prize Laureate Robert C. Merton |
0 |
1 |
1 |
61 |
4 |
6 |
6 |
267 |
| Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model |
2 |
3 |
3 |
1,109 |
9 |
19 |
28 |
2,316 |
| Macroeconomics and Finance: The Role of the Stock Market |
0 |
0 |
1 |
1,253 |
26 |
60 |
127 |
4,953 |
| New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability |
0 |
0 |
0 |
428 |
3 |
6 |
6 |
1,128 |
| New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability |
0 |
0 |
2 |
219 |
3 |
4 |
12 |
483 |
| No-fault Default, Chapter 11 Bankruptcy, and Financial Institutions |
0 |
0 |
0 |
19 |
7 |
8 |
10 |
61 |
| On Consumption-Indexed Public Pension Plans |
0 |
0 |
0 |
102 |
2 |
6 |
9 |
437 |
| On Estimating the Expected Return on the Market: An Exploratory Investigation |
0 |
2 |
5 |
2,364 |
5 |
12 |
19 |
14,692 |
| 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 |
1 |
5 |
10 |
535 |
| On the cost of deposit insurance when there are surveillance costs |
0 |
0 |
0 |
275 |
4 |
7 |
9 |
687 |
| On the current state of the stock market rationality hypothesis |
0 |
0 |
4 |
368 |
5 |
7 |
14 |
1,481 |
| On the microeconomic theory of investment under uncertainty |
0 |
0 |
1 |
311 |
4 |
9 |
10 |
582 |
| On the pricing of corporate debt: the risk structure of interest rates |
4 |
8 |
22 |
4,929 |
17 |
47 |
85 |
9,733 |
| Optimal Investment Strategies for University Endowment Funds |
0 |
0 |
0 |
1,043 |
6 |
15 |
18 |
2,673 |
| Optimum Consumption and Portfolio Rules in a Continuous-time Model |
0 |
0 |
0 |
0 |
4 |
10 |
24 |
7,374 |
| Option pricing when underlying stock returns are discontinuous |
2 |
3 |
14 |
4,673 |
10 |
44 |
83 |
7,950 |
| Pension Plan Integration as Insurance Against Social Security Risk |
0 |
0 |
0 |
147 |
4 |
7 |
7 |
859 |
| Report on “The Committee on Yen Risk-free-rate Model Estimation†|
0 |
0 |
0 |
12 |
2 |
4 |
7 |
126 |
| Systemic Risk and the Refinancing Ratchet Effect |
0 |
0 |
0 |
162 |
2 |
5 |
8 |
568 |
| Systemic Risk and the Refinancing Ratchet Effect |
0 |
0 |
0 |
125 |
6 |
8 |
14 |
563 |
| The Design of Financial Systems: Towards a Synthesis of Function and Structure |
0 |
1 |
4 |
737 |
7 |
14 |
34 |
2,073 |
| Transparency, Risk Management and International Financial Fragility |
0 |
0 |
0 |
501 |
2 |
4 |
9 |
1,736 |
| Trust in Lending |
0 |
0 |
0 |
63 |
9 |
16 |
23 |
152 |
| Total Working Papers |
8 |
21 |
72 |
25,281 |
201 |
432 |
753 |
79,968 |
| 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 |
44 |
118 |
3,281 |
| A Model of Contract Guarantees for Credit-Sensitive, Opaque Financial Intermediaries |
0 |
0 |
1 |
8 |
3 |
5 |
8 |
38 |
| A Proposal for Expensing Employee Compensatory Stock Options for Financial Reporting Purposes |
0 |
0 |
0 |
11 |
5 |
5 |
8 |
103 |
| A Simple Model of Capital Market Equilibrium with Incomplete Information |
1 |
7 |
15 |
1,218 |
29 |
56 |
121 |
3,637 |
| ADB's Distinguished Speakers Program Measuring the Connectedness of the Financial System: Implications for Risk Management |
0 |
0 |
0 |
16 |
3 |
6 |
9 |
73 |
| Allocating Shareholder Capital to Pension Plans |
0 |
0 |
0 |
176 |
4 |
6 |
8 |
372 |
| An Analytic Derivation of the Efficient Portfolio Frontier |
0 |
2 |
3 |
397 |
2 |
10 |
14 |
1,009 |
| An Asymptotic Theory of Growth Under Uncertainty |
0 |
1 |
6 |
218 |
3 |
12 |
22 |
511 |
| An Intertemporal Capital Asset Pricing Model |
0 |
3 |
16 |
4,439 |
29 |
42 |
80 |
11,867 |
| An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory |
1 |
6 |
19 |
1,362 |
11 |
23 |
52 |
3,250 |
| Applications of Option-Pricing Theory: Twenty-Five Years Later |
0 |
1 |
1 |
957 |
6 |
8 |
18 |
1,950 |
| Customers and investors: A framework for understanding the evolution of financial institutions |
0 |
0 |
0 |
19 |
8 |
13 |
19 |
115 |
| Deposit insurance reform: a functional approach |
0 |
0 |
1 |
172 |
2 |
4 |
12 |
484 |
| Dividend Behavior for the Aggregate Stock Market |
0 |
0 |
1 |
404 |
3 |
5 |
10 |
947 |
| Dividend Variability and Variance Bounds Tests for the Rationality ofStock Market Prices |
0 |
0 |
0 |
310 |
2 |
6 |
11 |
812 |
| Do a firm's equity returns reflect the risk of its pension plan? |
0 |
0 |
0 |
154 |
4 |
8 |
12 |
505 |
| FINANCIAL INNOVATION AND ECONOMIC PERFORMANCE |
2 |
5 |
15 |
696 |
6 |
13 |
37 |
1,307 |
| Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods |
0 |
1 |
5 |
462 |
4 |
9 |
23 |
1,029 |
| Financial innovation and the management and regulation of financial institutions |
1 |
3 |
9 |
490 |
8 |
16 |
43 |
1,520 |
| Fischer Black |
0 |
0 |
0 |
51 |
4 |
5 |
14 |
227 |
| Generalized Mean-Variance Tradeoffs for Best Perturbation Corrections to Approximate Portfolio Decisions |
0 |
0 |
0 |
84 |
2 |
3 |
3 |
249 |
| In Honor of Nobel Laureate, Franco Modigliani |
0 |
0 |
0 |
73 |
4 |
6 |
8 |
307 |
| International pension swaps |
0 |
0 |
2 |
82 |
2 |
4 |
11 |
246 |
| Labor supply flexibility and portfolio choice in a life cycle model |
1 |
2 |
8 |
657 |
11 |
21 |
58 |
1,720 |
| Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case |
1 |
4 |
17 |
3,200 |
12 |
39 |
104 |
6,562 |
| MARK-TO-MARKET ACCOUNTING FOR BANKS AND THRIFTS - LESSONS FROM THE DANISH EXPERIENCE |
0 |
0 |
0 |
7 |
3 |
4 |
9 |
63 |
| Macroeconomics and finance: The role of the stock market |
0 |
0 |
0 |
310 |
9 |
12 |
17 |
970 |
| No-fault default, chapter 11 bankruptcy, and financial institutions |
0 |
0 |
0 |
3 |
3 |
6 |
11 |
29 |
| On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts |
0 |
0 |
2 |
789 |
4 |
6 |
12 |
1,820 |
| On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills |
0 |
5 |
12 |
1,384 |
2 |
13 |
38 |
3,261 |
| On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected) |
0 |
0 |
0 |
0 |
2 |
2 |
5 |
6 |
| On estimating the expected return on the market: An exploratory investigation |
0 |
1 |
4 |
781 |
3 |
11 |
44 |
2,468 |
| On the Cost of Deposit Insurance When There Are Surveillance Costs |
0 |
0 |
2 |
317 |
3 |
6 |
14 |
796 |
| On the Management of Financial Guarantees |
0 |
0 |
0 |
0 |
3 |
7 |
10 |
1,037 |
| On the Pricing of Corporate Debt: The Risk Structure of Interest Rates |
7 |
16 |
32 |
2,567 |
87 |
122 |
195 |
6,199 |
| On the pricing of contingent claims and the Modigliani-Miller theorem |
0 |
1 |
6 |
556 |
5 |
7 |
18 |
1,133 |
| Optimum consumption and portfolio rules in a continuous-time model |
1 |
7 |
26 |
5,430 |
7 |
23 |
92 |
9,350 |
| Option pricing when underlying stock returns are discontinuous |
0 |
3 |
17 |
1,431 |
3 |
20 |
67 |
3,437 |
| Paul Samuelson and Financial Economics |
0 |
0 |
0 |
7 |
4 |
8 |
11 |
55 |
| 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 |
5 |
7 |
8 |
| Reply to Benston and Kaufman |
0 |
0 |
0 |
29 |
1 |
1 |
1 |
147 |
| SeLFIES: A NEW PENSION BOND AND CURRENCY FOR RETIREMENT |
1 |
2 |
2 |
29 |
2 |
5 |
17 |
151 |
| Speeches by Nobel Laureates |
0 |
0 |
0 |
0 |
2 |
4 |
8 |
599 |
| Systemic risk and the refinancing ratchet effect |
0 |
1 |
3 |
88 |
7 |
9 |
15 |
582 |
| THEORY OF RISK CAPITAL IN FINANCIAL FIRMS |
1 |
1 |
4 |
1,219 |
4 |
7 |
20 |
2,138 |
| The Derivatives Sourcebook |
0 |
0 |
3 |
64 |
13 |
26 |
52 |
429 |
| The Impact on Option Pricing of Specification Error in the Underlying Stock Price Returns |
0 |
0 |
2 |
125 |
1 |
1 |
3 |
286 |
| The Optimality of a Competitive Stock Market |
0 |
0 |
0 |
62 |
6 |
11 |
12 |
325 |
| The Relationship Between Put and Call Option Prices: Comment |
0 |
1 |
3 |
322 |
0 |
6 |
9 |
866 |
| The Returns and Risk of Alternative Call Option Portfolio Investment Strategies |
0 |
0 |
1 |
476 |
3 |
6 |
10 |
1,217 |
| The Returns and Risks of Alternative Put-Option Portfolio Investment Strategies |
0 |
0 |
0 |
316 |
2 |
5 |
6 |
974 |
| Theory of Finance from the Perspective of Continuous Time |
0 |
0 |
1 |
75 |
3 |
4 |
7 |
195 |
| Theory of Rational Option Pricing |
1 |
5 |
26 |
10,152 |
22 |
59 |
151 |
22,780 |
| Thoughts on the Future: Theory and Practice in Investment Management |
0 |
0 |
2 |
2 |
2 |
3 |
9 |
10 |
| Total Journal Articles |
18 |
79 |
268 |
42,251 |
397 |
768 |
1,699 |
103,688 |
| 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 |
1 |
3 |
6 |
393 |
| Total Books |
0 |
0 |
1 |
75 |
1 |
3 |
6 |
393 |
1 registered items for which data could not be found
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