Merton, Robert C. "Observations on Innovation in Pension Fund Management in the Impending Future" PREA Quarterly (winter 2006): 61-67
"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.