NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Robert C. Merton

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers

September 2009Systemic Risk and the Refinancing Ratchet Effect
with Amir E. Khandani, Andrew W. Lo: w15362
November 2007New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability
with Dale F. Gray, Zvi Bodie: w13607
October 2006A New Framework for Analyzing and Managing Macrofinancial Risks of an Economy
with Dale F. Gray, Zvi Bodie: w12637
July 2004Do a Firm's Equity Returns Reflect the Risk of Its Pension Plan?
with Li Jin, Zvi Bobie: w10650
The Design of Financial Systems: Towards a Synthesis of Function and Structure
with Zvi Bodie: w10620
June 2003Transparency, Risk Management and International Financial Fragility
with Mario Draghi, Francesco Giavazzi: w9806
April 1995Financial Innovation and the Management and Regulation of Financial Institutions
w5096
January 1992Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model
with Zvi Bodie, William F. Samuelson: w3954
August 1991Optimal Investment Strategies for University Endowment Funds
w3820
October 1985Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs?
with Zvi Bodie, Alan J. Marcus: w1719
April 1985Macroeconomics and Finance: The Role of the Stock Market
with Stanley Fischer: w1291
June 1984Pension Plan Integration as Insurance Against Social Security Risk
with Zvi Bodie, Alan J. Marcus: w1370
June 1982On Consumption-Indexed Public Pension Plans
w0910
September 1981On the Role of Social Security as a Means for Efficient Risk-Bearing in an Economy Where Human Capital Is Not Tradeable
w0743
February 1980On Estimating the Expected Return on the Market: An Exploratory Investigation
w0444

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
Publications
Activities
Meetings
NBER Videos
Data
People
About

Support
National Bureau of Economic Research, 1050 Massachusetts Ave., Cambridge, MA 02138; 617-868-3900; email: info@nber.org

Contact Us