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NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Robert C. Merton

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

Working Papers and Chapters

September 2009Systemic Risk and the Refinancing Ratchet Effect
with Amir E. Khandani, Andrew W. Lo, Robert C. Merton: w15362

Published: Khandani, Amir E. & Lo, Andrew W. & Merton, Robert C., 2013. "Systemic risk and the refinancing ratchet effect," Journal of Financial Economics, Elsevier, vol. 108(1), pages 29-45. citation courtesy of

November 2007New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability
with Dale F. Gray, Robert C. Merton, Zvi Bodie: w13607

Published: Rodrigo Alfaro (ed.) Financial Stability, Monetary Policy, and Central Banking, , chapter 05, pages 125-157, 2011.

October 2006A New Framework for Analyzing and Managing Macrofinancial Risks of an Economy
with Dale F. Gray, Robert C. Merton, Zvi Bodie: w12637
July 2004Do a Firm's Equity Returns Reflect the Risk of Its Pension Plan?
with Li Jin, Robert Merton, Zvi Bobie: w10650

Published: Jin, Li & Merton, Robert C. & Bodie, Zvi, 2006. "Do a firm's equity returns reflect the risk of its pension plan?," Journal of Financial Economics, Elsevier, vol. 81(1), pages 1-26, July. citation courtesy of

The Design of Financial Systems: Towards a Synthesis of Function and Structure
with Robert C. Merton, Zvi Bodie: w10620

Published: Merton, Robert C., and Zvi Bodie. "The Design of Financial Systems: Towards a Synthesis of Function and Structure." Journal of Investment Management 3, no. 1 (First Quarter 2005): 1-23.

June 2003Transparency, Risk Management and International Financial Fragility
with Mario Draghi, Francesco Giavazzi, Robert C. Merton: w9806

Published: Draghi, Mario, Francesco Giavazzi, and Robert C. Merton. Transparency, risk management and international financial fragility Geneva Reports on the World Economy, vol. 4. Geneva: International Center for Monetary and Banking Studies and London: Centre for Economic Policy Research, 2004.

April 1995Financial Innovation and the Management and Regulation of Financial Institutions
w5096

Published: Journal of Banking and Finance, Vol. 19, nos. 3/4 (1995): 461-481. citation courtesy of

January 1993Optimal Investment Strategies for University Endowment Funds
in Studies of Supply and Demand in Higher Education, Charles T. Clotfelter and Michael Rothschild, editors
January 1992Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model
with Zvi Bodie, Robert C. Merton, William F. Samuelson: w3954

Published: Journal of Economic Dynamics and Control, Vol. 16 (July/October 1992). citation courtesy of

August 1991Optimal Investment Strategies for University Endowment Funds
w3820

Published:

1988Defined Benefit versus Defined Contribution Pension Plans: What are the Real Trade-offs?
with Zvi Bodie, Alan J. Marcus, Robert C. Merton
in Pensions in the U.S. Economy, Zvi Bodie, John B. Shoven, and David A. Wise, eds.
1987Pension Plan Integration As Insurance Against Social Security Risk
with Robert C. Merton, Zvi Bodie, Alan Marcus
in Issues in Pension Economics, Zvi Bodie, John B. Shoven, and David A. Wise, eds.
October 1985Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs?
with Zvi Bodie, Alan J. Marcus, Robert C. Merton: w1719

Published:

April 1985Macroeconomics and Finance: The Role of the Stock Market
with Stanley Fischer, Robert C. Merton: w1291

Published: Fischer, Stanley and Robert C. Merton. "Macroeconomics and Finance: The Role of the Stock Market." Carnegie-Rochester Conference Series on Public Policy, Vol. 21, (1984), pp. 57-108. citation courtesy of

June 1984Pension Plan Integration as Insurance Against Social Security Risk
with Robert C. Merton, Zvi Bodie, Alan J. Marcus: w1370

Published:

1983On Consumption Indexed Public Pension Plans
in Financial Aspects of the United States Pension System, Zvi Bodie and John B. Shoven, editors
On the Role of Social Security as a Means for Efficient Risk Sharing in an Economy Where Human Capital Is Not Tradable
in Financial Aspects of the United States Pension System, Zvi Bodie and John B. Shoven, editors
June 1982On Consumption-Indexed Public Pension Plans
w0910

Published:

September 1981On the Role of Social Security as a Means for Efficient Risk-Bearing in an Economy Where Human Capital Is Not Tradeable
w0743

Published: Merton, Robert C. "On the Role of Social Security as a Means for Efficient Risk-Bearing in an Economy where Human Capital is Not Tradeable." Financial Aspects of the U.S. Pension System, edited by Zvi Bodie and John B. Shoven. Chicago: UCP, (1984), pp. 325-358.

February 1980On Estimating the Expected Return on the Market: An Exploratory Investigation
w0444

Published: Merton, Robert C. "On Estimating the Expected Return on the Market: An Exploratory Investigation." Journal of Financial Economics, Vol. 8, (December 1980), pp. 323-361. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
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