"Made to Measure Is the Best Fit for Future Pensions." Op-Ed. The Financial Times, January 6, 2006.
Merton, Robert C. “Paul Samuelson and Financial Economics.” American Economist 50, no. 2 (fall 2006): 262-300.
Merton, Robert C. “Paul Samuelson and Financial Economics.” In Samuelsonian Economics and the Twenty-First Century, edited by Michael Szenberg, Lall Ramrattan and Aron Gottesman. Oxford: Oxford University Press, 2006.
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.
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.)
Lim, Terence, Andrew W. Lo, Robert C. Merton, and Myron S. Scholes. The Derivatives Sourcebook. Foundations and Trends in Finance. Now Publishers, 2006.
Merton, Robert C., and Zvi Bodie. "The Design of Financial Systems: Towards a Synthesis of Function and Structure" Journal of Investment Management 3, no. 1 (First Quarter 2005): 1-23. (Was Harvard Business School Working Paper No. 02-074, 2002.) (Reprinted in Chinese in Journal of Comparative Studies, Issue 17, March 2005.)