Publications

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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

Turning Savings into Security

Summer 2019 | Retirement Planning, SeLFIES | Article
By David E. Morse for the Benefits Law Journal. For additional information on SeLFIES, please see: https://selfiesforall.wordpress.com/