Publications

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A Model of Contract Guarantees for Credit-Sensitive, Opaque Financial Intermediaries

January 1997 | Miscellaneous | Paper
Merton, Robert C. "A Model of Contract Guarantees for Credit-Sensitive, Opaque Financial Intermediaries." European Finance Review 1, no. 1 (January 1997): 1-13

Fischer Black

December 1995 | Miscellaneous | Paper
Merton, Robert C., and Myron Scholes. “Fischer Black.” Journal of Finance 50 (December 1995): 1359-1370.

Mark-to-Market Accounting for Banks and Thrifts: Lessons from the Danish Experience

Spring 1995 | Miscellaneous | Paper
Bernard, Victor L., Robert C. Merton, and Krishna G. Palepu. "Mark-to-Market Accounting for Banks and Thrifts: Lessons from the Danish Experience." Journal of Accounting Research 33, no. 1 (spring 1995): 1-32.

The Informational Role of Asset Prices: The Case of Implied Volatility

1995 | Miscellaneous | Paper
Bodie, Zvi, and Robert C. Merton. "The Informational Role of Asset Prices: The Case of Implied Volatility." Harvard Business School Working Paper, No. 95-063, 1995.

The Informational Role of Asset Prices: The Case of Implied Volatility

1995 | Miscellaneous | Book Chapter
Bodie, Zvi, and Robert C. Merton. "The Informational Role of Asset Prices: The Case of Implied Volatility." Harvard Business School Working Paper, No. 95-063, 1995.

Optimal Investment Strategies for University Endowment Funds

1993 | Miscellaneous | Paper
Merton, Robert C. “Optimal Investment Strategies for University Endowment Funds.” In Studies of Supply and Demand in Higher Education, edited by C. Clotfelter and M. Rothschild. Chicago: University of Chicago Press, 1993. (Chapter 21 in Continuous-Time Finance.)

Optimal Investment Strategies for University Endowment Funds

1993 | Miscellaneous | Book Chapter
Merton, Robert C. “Optimal Investment Strategies for University Endowment Funds [pdf].” In Studies of Supply and Demand in Higher Education, edited by C. Clotfelter and M. Rothschild. Chicago: University of Chicago Press, 1993. (Chapter 21 in Continuous-Time Finance.)