Publications

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Commentary: Finance Theory and Future Trends: The Shift to Integration

July 1999 | Financial Engineering | Paper
Merton, Robert C. “Commentary: Finance Theory and Future Trends: The Shift to Integration.” Risk (July 1999): 48-50.

On the Role of the Wiener Process in Finance Theory and Practice: The Case of Replicating Portfolios

1997 | Financial Engineering | Book Chapter
Merton, Robert C. “On the Role of the Wiener Process in Finance Theory and Practice: The Case of Replicating Portfolios.” In The Legacy of Norbert Wiener: A Centennial Symposium. Vol. 60, edited by D. Jerison, I. M. Singer and D. W. Stroock. PSPM Series. Providence, R.I.: American Mathematical Society, 1997.

Financial Innovation and the Management and Regulation of Financial Institutions

July 1995 | Financial Engineering | Paper
Merton, Robert C. "Financial Innovation and the Management and Regulation of Financial Institutions" Journal of Banking and Finance 19 (July 1995): 461-481.

A Functional Perspective of Financial Intermediation

Summer 1995 | Financial Engineering | Paper
Merton, Robert C. “A Functional Perspective of Financial Intermediation.” Financial Management 24 (Summer 1995): 23-41

Influence of Mathematical Models in Finance on Practice: Past, Present and Future

Spring 1995 | Financial Engineering | Paper
Merton, Robert C. “Influence of Mathematical Models in Finance on Practice: Past, Present and Future.” Series A. Philosophical Transactions of the Royal Society of London 347 (June 1994): 451-463. (Reprinted in Financial Practice and Education, spring 1995.)

A Conceptual Framework for Analyzing the Financial Environment

1995 | Financial Engineering | Paper
Merton, Robert C., and Zvi Bodie. “A Conceptual Framework for Analyzing the Financial Environment.” Harvard Business School Working Paper, No. 95-062, 1995.

Financial Infrastructure and Public Policy: A Functional Perspective

1995 | Financial Engineering | Paper
Merton, Robert C., and Zvi Bodie. "Financial Infrastructure and Public Policy: A Functional Perspective." Harvard Business School Working Paper, No. 95-064, 1995.