Publications

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Black-Scholes Model in Context

June 2011 | | Interview
nekst. Vol. 19, fourth edition.

Next Generation Retirement Planning

July 2011 | Retirement Planning | Interview
DC Dimensions. Employers around the world have discovered how expensive it is to offer defined benefit plans and are converting to defined contribution plans. But DC plans in their current form are ineffective because most people aren’t comfortable deciding how to invest their retirement savings. Employees need new and better ways to manage the risks they face when planning for retirement.

Tribute to Paul A. Samuelson

Winter 2010 | Miscellaneous | Paper
Merton, Robert C. "Tribute to Paul A. Samuelson." Journal of Portfolio Management 36, no. 2 (winter 2010): 1.

Transparantie in pensioensector nog ver te zoeken (Adjusted Actuarial Cost Price Conflicts with Transparency Requirement)

March 4, 2010 | Miscellaneous | Paper
Merton, Robert C., and Jan Snippe. "Transparantie in pensioensector nog ver te zoeken (Adjusted Actuarial Cost Price Conflicts with Transparency Requirement)." Financieele Dagblad, March 4, 2010. (Read Translation)

Systemic Risk and the Refinancing Ratchet Effect

July 2010 | Risk Management/Stocks | Paper
Khandani, Amir E., Andrew W. Lo, and Robert C. Merton. "Systemic Risk and the Refinancing Ratchet Effect." Harvard Business School Working Paper, No. 10-023, September 2009. (Revised July 2010.)

Observations on Individually Funded Pension System Design: Advances for the Future

2010 | Retirement Planning | Book Chapter
Merton, Robert C., in Developing the Potential of the Individually Funded Pension Systems, International Federation of Pension Fund Administrators, Santiago, Chile, pp. 61-76.

Greece makes EUR be no competition against USD

May 9 2010 | | Interview
La Tercera Newspaper, Business Column, pg. 59