Publications

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Commentary: 5 ways to make the SECURE Act meet participants’ needs

August 21 2020 | Life-Cycle Savings/Investment, Retirement Planning |
In late 2019, Congress passed the Setting Every Community Up for Retirement Enhancement Act. Section 203 of the SECURE Act introduces lifetime income disclosures, and on Aug. 18, the Department of Labor's Employee Benefits Security Administration announced an interim final rule for compliance with this provision of the SECURE Act...

3 policy proposals to bolster the post-lockdown economy

June 3 2020 | Retirement Planning | Presentations
MIT Sloan economists say the government’s efforts during COVID-19 are a good start but not enough to restart the economy. Here are their recommended next steps.

Volume 4: Contingent Claims Approach to Measuring and Managing Sovereign Credit Risk

March 2019 | Risk Management/Stocks | Book
Dale F Gray, Robert C Merton and Zvi Bodie. World Scientific Reference on Contingent Claims Analysis in Corporate Finance. Vol. 4 Volume 4 focuses on the application of the contingent claim approach to banks and other financial intermediaries. Regulation of the banking industry led to the creation of new financial securities (e.g., CoCos) and new types of stakeholders (e.g., deposit insurers).

Robert Merton and the effect of time on portfolio choice

June 15 2019 | | Article, Interview
A Nobel prizewinner on when investment horizons matter. Interview for Buttonwood, The Economist.

Solving Global Challenges Using Finance Science

June 2019 | | Lectures, Presentations
Keynote Lecture. 2019 European Financial Management Association Annual Meeting, University of the Azores, Ponta Delgada, Island of S. Miguel, Portugal