Publications

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International Pension Swaps

January 2002 | Life-Cycle Savings/Investment | Paper
Bodie, Zvi, and Robert C. Merton. "International Pension Swaps." Journal of Pension Economics and Finance 1 (January 2002): 77-83.

Scholarly approach brings sweeping change

April 2002 | | Interview
Quantitative Finance by Vanessa Spedding

Foreword to Risk Management, by Michael Crouhy

2001 | Risk Management/Stocks | Book Chapter
Merton, Robert C. Foreword to Risk Management, by Michael Crouhy, Dan Galai and Robert Mark. New York: McGraw Hill, 2001.

Future Possibilities in Finance Theory and Finance Practice

2000 | Financial Engineering | Paper
Merton, Robert C. "Future Possibilities in Finance Theory and Finance Practice" Harvard Business School Working Paper, No. 01-030, 2000.

Pension Reform and Privatization in International Perspective: The Case of Israel

2000 | Life-Cycle Savings/Investment | Paper
Bodie, Zvi, and Robert C. Merton. “Pension Reform and Privatization in International Perspective: The Case of Israel.” The Economics Quarterly 152 (August 1992). (Reprinted in English in The Foundations of Pension Finance, Volume II, Zvi Bodie and E. Philip Davis, eds., Edward Elger, 2000

Pension Benefit Guarantees in the United States: A Functional Analysis

2000 | Life-Cycle Savings/Investment | Book Chapter
Bodie, Zvi and Robert C. Merton. “Pension Benefit Guarantees in the United States: A Functional Analysis.” In The Future of Pensions in the United States, edited by R. Schmitt. Philadelphia: University of Pennsylvania Press, 1993. (Reprinted in The Foundations of Pension Finance, Volume I, Zvi Bodie and E. Philip Davis, eds., Edward Elger, 2000.)

On Consumption-Indexed Public Pension Plans

2000 | Life-Cycle Savings/Investment | Book Chapter
Merton, Robert C. “On Consumption-Indexed Public Pension Plans.” In Financial Aspects of the U.S. Pension System, edited by Zvi Bodie and John B. Shoven. Chicago: University of Chicago Press, 1983. (Chapter 18 in Continuous-Time Finance. Reprinted in The Foundations of Pension Finance, Volume I, Zvi Bodie and E. Philip Davis, eds., Edward Elger, 2000.)