Publications

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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.)

Disclose the Fair Value of Complex Securities

August 2009 | Risk Management/Stocks | Paper
Kaplan, Robert, Robert C. Merton, and Scott Richard. "Disclose the Fair Value of Complex Securities" FT.com, August 2009. (op-ed.)

MIT Roundtable on Corporate Risk Management

Fall 2008 | Risk Management/Stocks | Paper
Merton, Robert C. "MIT Roundtable on Corporate Risk Management" Journal of Applied Corporate Finance 20, no. 4 (fall 2008): 20-38.

New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability

August 2008 | Risk Management/Stocks | Paper
Gray, Dale F., Robert C. Merton, and Zvi Bodie. "New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability." Harvard Business School Working Paper, No. 09-015, August 2008. (Revised.)

Foreword to Macrofinancial Risk Analysis

2008 | Risk Management/Stocks | Book Chapter
Merton, Robert C. Foreword to Macrofinancial Risk Analysis, by Dale F. Gray and Samuel Malone. John Wiley & Sons, 2008.

Applying Modern Risk Management to Equity and Credit Analysis

December 2007 | Risk Management/Stocks | Paper
Merton, Robert C. "Applying Modern Risk Management to Equity and Credit Analysis." CFA Institute Conference Proceedings Quarterly 24 (December 2007): 14-22

Contingent Claims Approach to Measuring and Managing Sovereign Credit Risk

Fourth Quarter 2007 | Risk Management/Stocks | Paper
Gray, Dale . F., Robert C. Merton, and Zvi Bodie. "Contingent Claims Approach to Measuring and Managing Sovereign Credit Risk." Special Issue on Credit Analysis. Journal of Investment Management 5, no. 4 (Fourth Quarter 2007): 5-28