Publications

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Turmoil on the Street: Fathoming the Financial Crisis

September 23 2008 | HBS Course Materials | Paper
Harvard Business School Panel

The Future of Retirement and Planning

2007 | Life-Cycle Savings/Investment | Book Chapter
Merton, Robert C. "The Future of Retirement and Planning." In The Future of Life-Cycle Saving and Investing, edited by Zvi Bodie, Dennis McLeavey and Laurence B. Siegel. Research Foundation of CFA Institute, 2007.

Applying Modern Risk Management to Equity and Credit Analysis

December 2007 | Risk Management/Stocks | Paper
Merton, Robert C. "Applying Modern Risk Management to Equity and Credit Analysis." CFA Institute Conference Proceedings Quarterly 24 (December 2007): 14-22

Contingent Claims Approach to Measuring and Managing Sovereign Credit Risk

Fourth Quarter 2007 | Risk Management/Stocks | Paper
Gray, Dale . F., Robert C. Merton, and Zvi Bodie. "Contingent Claims Approach to Measuring and Managing Sovereign Credit Risk." Special Issue on Credit Analysis. Journal of Investment Management 5, no. 4 (Fourth Quarter 2007): 5-28

Measuring and Managing Macrofinancial Risk and Financial Stability: A New Approach

2007 | Miscellaneous | Book Chapter
Gray, Dale F., Robert C. Merton and Zvi Bodie. "Measuring and Managing Macrofinancial Risk and Financial Stability: A New Approach." In Central Banking, Analysis, and Economic Policies. Central Bank of Chile, forthcoming.

Allocating Shareholder Capital to Pension Plans

Winter 2006 | Life-Cycle Savings/Investment | Paper
Merton, Robert C. “Allocating Shareholder Capital to Pension Plans.” Journal of Applied Corporate Finance 18, no. 1 (winter 2006): 15-24.

Observations on Innovation in Pension Fund Management in the Impending Future

Winter 2006 | Life-Cycle Savings/Investment | Paper
Merton, Robert C. "Observations on Innovation in Pension Fund Management in the Impending Future" PREA Quarterly (winter 2006): 61-67