Publications

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Wall Street worries as money dries up

June 27 2007 | Risk Management/Stocks | Article, Interview
The Australian Financial Review. Hedge funds are bracing for losses that will reverberate through the markets, writes Robert Guy in New York.

Do a Firm’s Equity Returns Reflect the Risk of Its Pension Plan?

July 2006 | Risk Management/Stocks | Paper
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.

A New Framework for Analyzing and Managing Macrofinancial Risks of An Economy

October 2006 | Risk Management/Stocks | Paper
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.)

Swapping Your Country’s Risks

February 2005 | Risk Management/Stocks | Paper
Merton, Robert C. “Swapping Your Country's Risks.” Breakthrough Ideas for 2005. Harvard Business Review 83, no. 2 (February 2005): 34-36. (HBS Reprint #RO502A.)

Do a Firm’s Equity Returns Reflect the Risk of Its Pension Plan?

2004 | Risk Management/Stocks | Paper
Jin, Li, Robert C. Merton, and Zvi Bodie. "Do a Firm's Equity Returns Reflect the Risk of Its Pension Plan?" Harvard Business School Working Paper, No. 05-011, 2004. (Also NBER Working Paper Series, No. 10650.)

Transparency, Risk Management and International Financial Fragility

2003 | Risk Management/Stocks | Paper
Draghi, Mario, Francesco Giavazzi, and Robert C. Merton. "Transparency, Risk Management and International Financial Fragility" Harvard Business School Working Paper, No. 03-118, 2003. (Also NBER Working Paper Series, No. 9806.)

Risk Management and International Financial Fragility. Vol. 4, Geneva Reports on the World Economy

2003 | Risk Management/Stocks | Book
Draghi, Mario, Francesco Giavazzi, and Robert C. Merton. Transparency, Risk Management and International Financial Fragility. Vol. 4, Geneva Reports on the World Economy. International Center for Monetary and Banking Studies, 2003.