Jin, Li, Robert C. Merton, and Zvi Bodie. "Do a Firm's Equity Returns Reflect the Risk of Its Pension Plan?" Journal of Financial Economics 81, no. 1 (July 2006): 1-26.
Gray, Dale F., Robert C. Merton, and Zvi Bodie. "A New Framework for Analyzing and Managing Macrofinancial Risks of An Economy." Harvard Business School Working Paper, No. 07-026, 2006. (Also NBER Working Paper Series, No. 12637.)
Lim, Terence, Andrew W. Lo, Robert C. Merton, and Myron S. Scholes. The Derivatives Sourcebook. Foundations and Trends in Finance. Now Publishers, 2006.
Bloomberg Markets
Robert Merton’s option-based model for valuing corporate debt, one of the insights for which he won a Nobel prize, is receiving renewed interest for valuing credit derivatives.
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. (Was Harvard Business School Working Paper No. 02-074, 2002.) (Reprinted in Chinese in Journal of Comparative Studies, Issue 17, March 2005.)
Merton, Robert C. “Thoughts on the Future: Theory and Practice in Investment Management.” Financial Analysts Journal 59, no. 1 (January/February 2003): 17-23. (Winner of the 2003 Graham and Dodd Award for Best Perspectives Article. Reprinted in Harvard College Investment Magazine, spring 2005.)
Hancock, Peter, Roberto G. Mendoza, and Robert C. Merton. "A Proposal for Expensing Employee Compensatory Stock Options for Financial Reporting Purposes." Journal of Applied Corporate Finance 17, no. 3 (summer 2005): 95-101