Work

In Memory of Robert K. Merton

Do a Firm’s Equity Returns Reflect the Risk of Its Pension Plan?

The Real Problem with Pensions

A Simple Way to Value Stock Options

Transparency, Risk Management and International Financial Fragility

For the Last Time: Stock Options are an Expense

Footnote Reporting Distorts Impact of Stock Options

Baker Library FEA

International Pension Swaps

Options Should be Reflected in the Bottom Line

Business, Government and the International Economy, Robert C. Merton and Paul Samuelson

Keynote, European Finance Association, Barcelona

First Nash Distinguished Lecture in Quantitative Finance, Carnegie-Mellon University, Pittsburgh

Finance Theory and Future Trends: The Shift to Integration

On the Role of Social Security as a Means for Efficient Risk-Bearing in an Economy Where Human Capital is Not Tradeable

On Consumption-Indexed Public Pension Plans

Pension Benefit Guarantees in the United States: A Functional Analysis

Pension Reform and Privatization in International Perspective: The Case of Israel

Future Possibilities in Finance Theory and Finance Practice

The Global Financial System Project