Publications

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Q Group Panel Discussion: Looking to the Future. Robert C. Merton, Martin Leibowitz, Andrew W. Lo, Stephen A. Ross and Jeremy Siegel

July/Aug 2016 | Miscellaneous | Paper
Roundtable, Financial Analysts Journal, CFAPubs; CFA Institute.

Financial Innovation: A solution for the current economic climate

September 2016 | Miscellaneous | Paper
Extract from Keynote Speech delivered on June 10, 2016 at Geneva Association 2016 General Assembly, Rome, Italy; Asia Insurance Review, Sept. 2016.

“Foreword”,  Finance, Economics, and Mathematics

2015 | Miscellaneous | Book Chapter
Robert C. Merton, “Foreword”,  Finance, Economics, and Mathematics, Oldrich Vasicek, Wiley, 2015.

Tribute to Paul A. Samuelson

Winter 2010 | Miscellaneous | Paper
Merton, Robert C. "Tribute to Paul A. Samuelson." Journal of Portfolio Management 36, no. 2 (winter 2010): 1.

Transparantie in pensioensector nog ver te zoeken (Adjusted Actuarial Cost Price Conflicts with Transparency Requirement)

March 4, 2010 | Miscellaneous | Paper
Merton, Robert C., and Jan Snippe. "Transparantie in pensioensector nog ver te zoeken (Adjusted Actuarial Cost Price Conflicts with Transparency Requirement)." Financieele Dagblad, March 4, 2010. (Read Translation)

Systemic Risk and the Refinancing Ratchet Effect

July 2010 | Risk Management/Stocks | Paper
Khandani, Amir E., Andrew W. Lo, and Robert C. Merton. "Systemic Risk and the Refinancing Ratchet Effect." Harvard Business School Working Paper, No. 10-023, September 2009. (Revised July 2010.)

Annual Review of Financial Economics, Volume 1

2009 | Financial Engineering | Book
Lo, Andrew W. and Robert C. Merton, eds., Annual Review of Financial Economics, Volume 1,  Palo Alto: Annual Reviews, 2009.