Publications

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Cases in Financial Engineering: Applied Studies of Financial Innovation

1995 | Financial Engineering | Book
Mason, Scott P., Robert C. Merton, André Perold, and Peter Tufano. Cases in Financial Engineering: Applied Studies of Financial Innovation. Englewood Cliffs: Prentice Hall, 1995.

Operation and Regulation in Financial Intermediation: A Functional Perspective

1993 | Functional Finance and Finance Principles | Book Chapter
Merton, Robert C. "Operation and Regulation in Financial Intermediation: A Functional Perspective." In Operation and Regulation of Financial Markets, edited by P. Englund. Stockholm: The Economic Council, 1993.

Optimal Investment Strategies for University Endowment Funds

1993 | Miscellaneous | Paper
Merton, Robert C. “Optimal Investment Strategies for University Endowment Funds.” In Studies of Supply and Demand in Higher Education, edited by C. Clotfelter and M. Rothschild. Chicago: University of Chicago Press, 1993. (Chapter 21 in Continuous-Time Finance.)

Optimal Investment Strategies for University Endowment Funds

1993 | Miscellaneous | Book Chapter
Merton, Robert C. “Optimal Investment Strategies for University Endowment Funds [pdf].” In Studies of Supply and Demand in Higher Education, edited by C. Clotfelter and M. Rothschild. Chicago: University of Chicago Press, 1993. (Chapter 21 in Continuous-Time Finance.)

Deposit Insurance Reform: A Functional Approach

1993 | Miscellaneous | Book Chapter
Merton, Robert C. and Zvi Bodie. "Deposit Insurance Reform: A Functional Approach" In Carnegie-Rochester Conference Series on Public Policy. Vol. 38, edited by A. Meltzer and C. Plosser. Amsterdam: Elsevier N.V., 1993.

Theory of Risk Capital in Financial Firms

Fall 1993 | Risk Management/Stocks | Paper
Merton, Robert C., and André Perold. “Theory of Risk Capital in Financial Firms.” Journal of Applied Corporate Finance 6, no. 3 (fall 1993): 16-32.

Management of Risk Capital in Financial Firms

1993 | Risk Management/Stocks | Book Chapter
Merton, Robert C., and André F. Perold. "Management of Risk Capital in Financial Firms." In Financial Services: Perspectives and Challenges, edited by Samuel L. Hayes III, 215-245. Boston, Mass.: Harvard Business School Press, 1993.