Publications

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Measuring the Connectedness of the Financial System: Implications for Risk Management

March 2014 | Risk Management/Stocks | Article
(ADB’s Distinguished Speaker Series), Asian Development Review, Vol. 31, Issue No. 1,

Applying Lifecycle Economics: Innovation Risk: How to Make Smarter Decisions

April 2013 | Risk Management/Stocks | Article
Harvard Business Review

On a New Approach for Analyzing and Managing Macrofinancial Risks

March-April 2013 | Risk Management/Stocks | Paper
with Monica Billio, Mila Getmansky, Dale Gray, Andrew W. Lo, and Loriana Pelizzon. Financial Analysis Journal, Vol. 69(2): 22-33,

Foreword to Risk Less and Prosper

2012 | Risk Management/Stocks | Book Chapter
by Zvi Bodie and Rachelle Taqqu, Wiley

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.)