Publications

to

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).
DOWNLOAD PDF

Measuring the Connectedness of the Financial System: Implications for Risk Management

March 2014 | Risk Management/Stocks | Article
(ADB’s Distinguished Speaker Series), Asian Development Review, Vol. 31, Issue No. 1,
DOWNLOAD PDF

Applying Lifecycle Economics: Innovation Risk: How to Make Smarter Decisions

April 2013 | Risk Management/Stocks | Article
Harvard Business Review
DOWNLOAD PDF

On a New Approach for Analyzing and Managing Macrofinancial Risks

March-April 2013 | Risk Management/Stocks | Paper
with Monica Billio, Mila Getmansky, Dale Gray, Andrew W. Lo, and Loriana Pelizzon. Financial Analysis Journal, Vol. 69(2): 22-33,

The financial innovator

August 10 2013 | Financial Innovation, Risk Management/Stocks | Article, Interview
The Business Times, p.10-11. Robert Merton talks to Vikram Khanna about financial innovation, risk and crises.

Foreword to Risk Less and Prosper

2012 | Risk Management/Stocks | Book Chapter
by Zvi Bodie and Rachelle Taqqu, Wiley
DOWNLOAD PDF
123456