Publications

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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.

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.

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.

Dividend Behavior for the Aggregate Stock Market

January 1987 | Risk Management/Stocks | Paper
Marsh, Terry A., and Robert C. Merton. “Dividend Behavior for the Aggregate Stock Market.” Journal of Business 60 (January 1987): 1-40.

On the Current State of the Stock Market Rationality Hypothesis

1987 | Risk Management/Stocks | Book Chapter
Merton, Robert C. “On the Current State of the Stock Market Rationality Hypothesis.” In Macroeconomics and Finance: Essays in Honor of Franco Modigliani, edited by R. Dornbusch, S. Fischer and J. Bossons. Cambridge: MIT Press, 1987. (Working Paper)

Dividend Variability and Variance Bounds Tests for the Rationality of Stock Market Prices

June 1986 | Risk Management/Stocks | Paper
Merton, Robert C., and Terry A. Marsh. “Dividend Variability and Variance Bounds Tests for the Rationality of Stock Market Prices.” American Economic Review 76, no. 3 (June 1986): 483-498.