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 |
3 |
4 |
4 |
676 |
| A simple model of capital market equilibrium with incomplete information |
1 |
2 |
6 |
1,464 |
5 |
9 |
30 |
3,666 |
| An asymptotic theory of growth under uncertainty |
0 |
0 |
0 |
277 |
0 |
0 |
2 |
531 |
| Applications of Option-Pricing Theory: Twenty-Five Years Later |
0 |
0 |
4 |
186 |
2 |
2 |
10 |
455 |
| Autobiography |
0 |
0 |
0 |
20 |
1 |
4 |
9 |
131 |
| Capital market theory and the pricing of financial securities |
0 |
0 |
1 |
396 |
1 |
3 |
6 |
898 |
| Continuous-time portfolio theory and the pricing of contingent claims |
0 |
0 |
0 |
244 |
1 |
1 |
4 |
425 |
| Customers and Investors: A Framework for Understanding Financial Institutions |
0 |
0 |
0 |
46 |
0 |
1 |
1 |
144 |
| Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs? |
1 |
2 |
2 |
1,532 |
7 |
11 |
16 |
6,502 |
| Dividend Behavior for the Aggregate Stock Market |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
742 |
| Dividend variability and variance bounds tests for the rationality of stock market prices |
0 |
0 |
1 |
203 |
2 |
4 |
5 |
492 |
| Do a Firm's Equity Returns Reflect the Risk of Its Pension Plan? |
0 |
0 |
0 |
214 |
0 |
1 |
3 |
698 |
| 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 |
0 |
0 |
1 |
1,391 |
2 |
3 |
13 |
2,948 |
| Interview with Nobel Prize Laureate Robert C. Merton |
0 |
0 |
0 |
60 |
0 |
0 |
1 |
261 |
| Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model |
0 |
0 |
1 |
1,106 |
1 |
3 |
12 |
2,298 |
| Macroeconomics and Finance: The Role of the Stock Market |
0 |
0 |
1 |
1,253 |
2 |
62 |
71 |
4,895 |
| New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability |
0 |
0 |
1 |
428 |
0 |
0 |
3 |
1,122 |
| New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability |
0 |
0 |
3 |
219 |
1 |
3 |
11 |
480 |
| No-fault Default, Chapter 11 Bankruptcy, and Financial Institutions |
0 |
0 |
0 |
19 |
0 |
1 |
5 |
53 |
| On Consumption-Indexed Public Pension Plans |
0 |
0 |
0 |
102 |
2 |
5 |
5 |
433 |
| On Estimating the Expected Return on the Market: An Exploratory Investigation |
0 |
0 |
3 |
2,362 |
0 |
2 |
8 |
14,680 |
| 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 |
2 |
6 |
531 |
| On the cost of deposit insurance when there are surveillance costs |
0 |
0 |
0 |
275 |
3 |
5 |
5 |
683 |
| On the current state of the stock market rationality hypothesis |
0 |
1 |
4 |
368 |
0 |
1 |
8 |
1,474 |
| On the microeconomic theory of investment under uncertainty |
0 |
1 |
1 |
311 |
2 |
3 |
3 |
575 |
| On the pricing of corporate debt: the risk structure of interest rates |
4 |
10 |
19 |
4,925 |
18 |
31 |
62 |
9,704 |
| Optimal Investment Strategies for University Endowment Funds |
0 |
0 |
0 |
1,043 |
6 |
6 |
11 |
2,664 |
| Optimum Consumption and Portfolio Rules in a Continuous-time Model |
0 |
0 |
0 |
0 |
3 |
6 |
20 |
7,367 |
| Option pricing when underlying stock returns are discontinuous |
0 |
1 |
15 |
4,670 |
4 |
22 |
49 |
7,910 |
| Pension Plan Integration as Insurance Against Social Security Risk |
0 |
0 |
0 |
147 |
1 |
1 |
1 |
853 |
| Report on “The Committee on Yen Risk-free-rate Model Estimation†|
0 |
0 |
0 |
12 |
0 |
1 |
3 |
122 |
| Systemic Risk and the Refinancing Ratchet Effect |
0 |
0 |
0 |
125 |
2 |
7 |
8 |
557 |
| Systemic Risk and the Refinancing Ratchet Effect |
0 |
0 |
0 |
162 |
1 |
2 |
5 |
564 |
| The Design of Financial Systems: Towards a Synthesis of Function and Structure |
1 |
3 |
4 |
737 |
4 |
10 |
26 |
2,063 |
| Transparency, Risk Management and International Financial Fragility |
0 |
0 |
0 |
501 |
0 |
2 |
5 |
1,732 |
| Trust in Lending |
0 |
0 |
0 |
63 |
3 |
6 |
11 |
139 |
| Total Working Papers |
7 |
20 |
68 |
25,267 |
78 |
225 |
446 |
79,614 |
| 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 |
12 |
30 |
100 |
3,249 |
| A Model of Contract Guarantees for Credit-Sensitive, Opaque Financial Intermediaries |
0 |
0 |
1 |
8 |
0 |
1 |
3 |
33 |
| 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 |
3 |
17 |
1,214 |
11 |
20 |
96 |
3,592 |
| ADB's Distinguished Speakers Program Measuring the Connectedness of the Financial System: Implications for Risk Management |
0 |
0 |
0 |
16 |
0 |
1 |
3 |
67 |
| Allocating Shareholder Capital to Pension Plans |
0 |
0 |
0 |
176 |
0 |
1 |
2 |
366 |
| An Analytic Derivation of the Efficient Portfolio Frontier |
1 |
1 |
2 |
396 |
4 |
4 |
13 |
1,003 |
| An Asymptotic Theory of Growth Under Uncertainty |
1 |
1 |
7 |
218 |
6 |
7 |
19 |
505 |
| An Intertemporal Capital Asset Pricing Model |
1 |
3 |
17 |
4,437 |
8 |
21 |
57 |
11,833 |
| An analytic derivation of the cost of deposit insurance and loan guarantees An application of modern option pricing theory |
1 |
3 |
15 |
1,357 |
4 |
12 |
37 |
3,231 |
| Applications of Option-Pricing Theory: Twenty-Five Years Later |
0 |
0 |
2 |
956 |
0 |
2 |
13 |
1,942 |
| Customers and investors: A framework for understanding the evolution of financial institutions |
0 |
0 |
0 |
19 |
3 |
3 |
12 |
105 |
| Deposit insurance reform: a functional approach |
0 |
0 |
1 |
172 |
2 |
5 |
10 |
482 |
| Dividend Behavior for the Aggregate Stock Market |
0 |
0 |
1 |
404 |
0 |
1 |
5 |
942 |
| Dividend Variability and Variance Bounds Tests for the Rationality ofStock Market Prices |
0 |
0 |
0 |
310 |
2 |
2 |
7 |
808 |
| Do a firm's equity returns reflect the risk of its pension plan? |
0 |
0 |
0 |
154 |
2 |
3 |
9 |
499 |
| FINANCIAL INNOVATION AND ECONOMIC PERFORMANCE |
2 |
5 |
15 |
693 |
4 |
9 |
36 |
1,298 |
| Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods |
0 |
1 |
7 |
461 |
0 |
2 |
19 |
1,020 |
| Financial innovation and the management and regulation of financial institutions |
1 |
2 |
9 |
488 |
2 |
6 |
41 |
1,506 |
| Fischer Black |
0 |
0 |
0 |
51 |
0 |
3 |
9 |
222 |
| Generalized Mean-Variance Tradeoffs for Best Perturbation Corrections to Approximate Portfolio Decisions |
0 |
0 |
0 |
84 |
1 |
1 |
2 |
247 |
| In Honor of Nobel Laureate, Franco Modigliani |
0 |
0 |
0 |
73 |
0 |
0 |
2 |
301 |
| International pension swaps |
0 |
0 |
2 |
82 |
1 |
4 |
10 |
243 |
| Labor supply flexibility and portfolio choice in a life cycle model |
0 |
2 |
6 |
655 |
4 |
12 |
46 |
1,703 |
| Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case |
1 |
5 |
19 |
3,197 |
10 |
20 |
98 |
6,533 |
| MARK-TO-MARKET ACCOUNTING FOR BANKS AND THRIFTS - LESSONS FROM THE DANISH EXPERIENCE |
0 |
0 |
0 |
7 |
1 |
3 |
9 |
60 |
| Macroeconomics and finance: The role of the stock market |
0 |
0 |
0 |
310 |
2 |
5 |
9 |
960 |
| No-fault default, chapter 11 bankruptcy, and financial institutions |
0 |
0 |
0 |
3 |
1 |
1 |
7 |
24 |
| On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts |
0 |
0 |
2 |
789 |
0 |
1 |
7 |
1,814 |
| On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills |
2 |
3 |
12 |
1,381 |
5 |
11 |
34 |
3,253 |
| On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected) |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
4 |
| On estimating the expected return on the market: An exploratory investigation |
1 |
2 |
8 |
781 |
2 |
12 |
42 |
2,459 |
| On the Cost of Deposit Insurance When There Are Surveillance Costs |
0 |
0 |
2 |
317 |
1 |
3 |
9 |
791 |
| On the Management of Financial Guarantees |
0 |
0 |
0 |
0 |
2 |
3 |
6 |
1,032 |
| On the Pricing of Corporate Debt: The Risk Structure of Interest Rates |
5 |
8 |
24 |
2,556 |
16 |
42 |
100 |
6,093 |
| On the pricing of contingent claims and the Modigliani-Miller theorem |
1 |
3 |
6 |
556 |
1 |
7 |
13 |
1,127 |
| Optimum consumption and portfolio rules in a continuous-time model |
2 |
6 |
24 |
5,425 |
9 |
32 |
88 |
9,336 |
| Option pricing when underlying stock returns are discontinuous |
2 |
3 |
20 |
1,430 |
9 |
22 |
66 |
3,426 |
| Paul Samuelson and Financial Economics |
0 |
0 |
0 |
7 |
1 |
1 |
4 |
48 |
| Preface to the Annual Review of Financial Economics |
0 |
0 |
0 |
53 |
0 |
1 |
6 |
236 |
| Q Group Panel Discussion: Looking to the Future |
1 |
1 |
1 |
1 |
1 |
1 |
3 |
4 |
| Reply to Benston and Kaufman |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
146 |
| SeLFIES: A NEW PENSION BOND AND CURRENCY FOR RETIREMENT |
1 |
1 |
2 |
28 |
1 |
4 |
17 |
147 |
| Speeches by Nobel Laureates |
0 |
0 |
0 |
0 |
2 |
4 |
6 |
597 |
| Systemic risk and the refinancing ratchet effect |
1 |
1 |
3 |
88 |
1 |
2 |
7 |
574 |
| THEORY OF RISK CAPITAL IN FINANCIAL FIRMS |
0 |
0 |
9 |
1,218 |
2 |
4 |
25 |
2,133 |
| The Derivatives Sourcebook |
0 |
0 |
4 |
64 |
5 |
10 |
32 |
408 |
| The Impact on Option Pricing of Specification Error in the Underlying Stock Price Returns |
0 |
1 |
2 |
125 |
0 |
1 |
3 |
285 |
| The Optimality of a Competitive Stock Market |
0 |
0 |
0 |
62 |
1 |
1 |
2 |
315 |
| The Relationship Between Put and Call Option Prices: Comment |
1 |
1 |
4 |
322 |
1 |
2 |
5 |
861 |
| The Returns and Risk of Alternative Call Option Portfolio Investment Strategies |
0 |
0 |
3 |
476 |
1 |
2 |
9 |
1,212 |
| The Returns and Risks of Alternative Put-Option Portfolio Investment Strategies |
0 |
0 |
0 |
316 |
1 |
2 |
3 |
970 |
| Theory of Finance from the Perspective of Continuous Time |
0 |
0 |
1 |
75 |
1 |
2 |
4 |
192 |
| Theory of Rational Option Pricing |
1 |
7 |
26 |
10,148 |
16 |
34 |
124 |
22,737 |
| Thoughts on the Future: Theory and Practice in Investment Management |
0 |
1 |
2 |
2 |
1 |
3 |
7 |
8 |
| Total Journal Articles |
29 |
64 |
276 |
42,201 |
160 |
389 |
1,302 |
103,080 |
| 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 |
2 |
3 |
390 |
| Total Books |
0 |
0 |
1 |
75 |
0 |
2 |
3 |
390 |
1 registered items for which data could not be found
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