Publications

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Mark-to-Market Accounting for Banks and Thrifts: Lessons from the Danish Experience

Spring 1995 | Miscellaneous | Paper
Bernard, Victor L., Robert C. Merton, and Krishna G. Palepu. "Mark-to-Market Accounting for Banks and Thrifts: Lessons from the Danish Experience." Journal of Accounting Research 33, no. 1 (spring 1995): 1-32.

The Informational Role of Asset Prices: The Case of Implied Volatility

1995 | Miscellaneous | Paper
Bodie, Zvi, and Robert C. Merton. "The Informational Role of Asset Prices: The Case of Implied Volatility." Harvard Business School Working Paper, No. 95-063, 1995.

The Informational Role of Asset Prices: The Case of Implied Volatility

1995 | Miscellaneous | Book Chapter
Bodie, Zvi, and Robert C. Merton. "The Informational Role of Asset Prices: The Case of Implied Volatility." Harvard Business School Working Paper, No. 95-063, 1995.

The Global Financial System: A Functional Perspective

1995 | Financial Engineering | Book
Crane, D. B., K. A. Froot, Scott P. Mason, André Perold, R. C. Merton, Z. Bodie, E. R. Sirri, and P. Tufano. The Global Financial System: A Functional Perspective. Boston: Harvard Business School Press, 1995.

Cases in Financial Engineering: Applied Studies of Financial Innovation

1995 | Financial Engineering | Book
Mason, Scott P., Robert C. Merton, André Perold, and Peter Tufano. Cases in Financial Engineering: Applied Studies of Financial Innovation. Englewood Cliffs: Prentice Hall, 1995.

Operation and Regulation in Financial Intermediation: A Functional Perspective

1993 | Functional Finance and Finance Principles | Book Chapter
Merton, Robert C. "Operation and Regulation in Financial Intermediation: A Functional Perspective." In Operation and Regulation of Financial Markets, edited by P. Englund. Stockholm: The Economic Council, 1993.

Optimal Investment Strategies for University Endowment Funds

1993 | Miscellaneous | Paper
Merton, Robert C. “Optimal Investment Strategies for University Endowment Funds.” In Studies of Supply and Demand in Higher Education, edited by C. Clotfelter and M. Rothschild. Chicago: University of Chicago Press, 1993. (Chapter 21 in Continuous-Time Finance.)