Publications

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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.

Continuous-Time Stochastic Models

1992 | Continuous-Time Finance | Book Chapter
Merton, Robert C. "Continuous-Time Stochastic Models." In The New Palgrave: A Dictionary of Economic Theory and Doctrine, edited by John Eatwell, Murray Milgate and Peter Newman. London: MacMillan Press, Ltd., 1987. (Revised in The New Palgrave Dictionary of Money and Finance, London: MacMillan Press, Ltd., 1992.)

Financial Innovation and Economic Performance

Winter 1992 | Financial Engineering | Paper
Merton, Robert C. "Financial Innovation and Economic Performance." Journal of Applied Corporate Finance 4, no. 4 (winter 1992): 12-22.

On the Management of Financial Guarantees

Winter 1992 | Financial Engineering | Paper
Merton, Robert C., and Z. Bodie. “On the Management of Financial Guarantees.” Financial Management 21 (winter 1992): 87-109

Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model

July-October 1992 | Life-Cycle Savings/Investment | Paper
Bodie, Zvi, Robert C. Merton, and William Samuelson. "Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model." Journal of Economic Dynamics and Control 16, nos. 3-4 (July-October 1992): 427-449.

A Framework for the Economic Analysis of Deposit Insurance and Other Guarantees

1992 | Miscellaneous | Paper
Bodie, Zvi, and R. Merton. "A Framework for the Economic Analysis of Deposit Insurance and Other Guarantees." Harvard Business School Working Paper, No. 92-063, 1992.