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Merton, Robert C.'s
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
9,418 |
Total
Citations
965 |
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1.
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Do a Firm's Equity Returns Reflect the Risk of its Pension Plan?
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Bodie, Zvi Boston University - Department of Finance & Economics Jin, Li Harvard Business School - Finance Unit Merton, Robert C. MIT Sloan School of Management Bobie, Zvi affiliation not provided to SSRN
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Posted:
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19 Jul 04
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Last Revised:
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09 Mar 12
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1,875
(3,139)
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28
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Bodie, Zvi Boston University - Department of Finance & Economics Jin, Li Harvard Business School - Finance Unit Merton, Robert C. MIT Sloan School of Management Bobie, Zvi affiliation not provided to SSRN
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82
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28
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Bodie, Zvi Boston University - Department of Finance & Economics Merton, Robert C. MIT Sloan School of Management Jin, Li Harvard Business School - Finance Unit
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1,793
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28
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Defined Benefit Pension Plan, Market Efficiency, Cost of Capital, Capital Budgeting
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2.
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The Design of Financial Systems: Towards a Synthesis of Function and Structure
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Bodie, Zvi Boston University - Department of Finance & Economics Merton, Robert C. MIT Sloan School of Management
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Posted:
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09 Jun 02
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Last Revised:
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10 Jul 10
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1,813
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50
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Bodie, Zvi Boston University - Department of Finance & Economics Merton, Robert C. MIT Sloan School of Management
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150
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50
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Bodie, Zvi Boston University - Department of Finance & Economics Merton, Robert C. MIT Sloan School of Management
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1,663
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50
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financial system; financial structure
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3.
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Systemic Risk and the Refinancing Ratchet Effect
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Khandani, Amir Massachusetts Institute of Technology (MIT) Lo, Andrew W. Massachusetts Institute of Technology (MIT) - Sloan School of Management Merton, Robert C. MIT Sloan School of Management
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Posted:
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15 Sep 09
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Last Revised:
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05 Feb 12
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1,108
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15
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Khandani, Amir Massachusetts Institute of Technology (MIT) Lo, Andrew W. Massachusetts Institute of Technology (MIT) - Sloan School of Management Merton, Robert C. MIT Sloan School of Management
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36
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15
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Khandani, Amir Massachusetts Institute of Technology (MIT) Lo, Andrew W. Massachusetts Institute of Technology (MIT) - Sloan School of Management Merton, Robert C. MIT Sloan School of Management
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15 Sep 09
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Last Revised:
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05 Feb 12
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1,072
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15
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Systemic Risk, Financial Crisis, Household Finance, Real Estate, Subprime
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4.
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Transparency, Risk Management and International Financial Fragility
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Draghi, Mario Goldman Sachs International Giavazzi, Francesco Bocconi University - Department of Economics Merton, Robert C. MIT Sloan School of Management
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Posted:
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30 Jun 03
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Last Revised:
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07 Oct 03
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1,047
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15
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Draghi, Mario Goldman Sachs International Giavazzi, Francesco Bocconi University - Department of Economics Merton, Robert C. MIT Sloan School of Management
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64
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15
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Draghi, Mario Goldman Sachs International Giavazzi, Francesco Bocconi University - Department of Economics Merton, Robert C. MIT Sloan School of Management
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983
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15
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Risk Transparency, Macro-finance, Financial Crisis, Marco-risk Management, Sovereign Risk
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5.
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International Pension Swaps
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Bodie, Zvi Boston University - Department of Finance & Economics Merton, Robert C. MIT Sloan School of Management
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Posted:
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01 Nov 01
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Last Revised:
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18 Nov 08
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1,039
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13
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Bodie, Zvi Boston University - Department of Finance & Economics Merton, Robert C. MIT Sloan School of Management
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0
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Swap, pension fund, international diversification
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Bodie, Zvi Boston University - Department of Finance & Economics Merton, Robert C. MIT Sloan School of Management
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1,039
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13
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Pensions, diversification, risk-sharing, swaps
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6.
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A New Framework for Analyzing and Managing Macrofinancial Risks of an Economy
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Bodie, Zvi Boston University - Department of Finance & Economics Gray, Dale F. International Monetary Fund (IMF) Merton, Robert C. MIT Sloan School of Management
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Posted:
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11 Oct 06
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Last Revised:
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14 Jul 10
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680
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18
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Bodie, Zvi Boston University - Department of Finance & Economics Gray, Dale F. International Monetary Fund (IMF) Merton, Robert C. MIT Sloan School of Management
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72
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15
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Bodie, Zvi Boston University - Department of Finance & Economics Gray, Dale F. International Monetary Fund (IMF) Merton, Robert C. MIT Sloan School of Management
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608
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18
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macrofinancial risks, risk propagation, sovereign risk
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7.
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Fischer, Stanley Bank of Israel Merton, Robert C. MIT Sloan School of Management
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272
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63
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8.
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Merton, Robert C. MIT Sloan School of Management Bodie, Zvi Boston University - Department of Finance & Economics
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255
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36
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9.
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Merton, Robert C. MIT Sloan School of Management
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206
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393
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10.
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Financial Innovation and the Management and Regulation of Financial Institutions
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Merton, Robert C. MIT Sloan School of Management
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Posted:
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10 Oct 98
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Last Revised:
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05 Apr 08
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185
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42
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Merton, Robert C. MIT Sloan School of Management
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185
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42
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Merton, Robert C. MIT Sloan School of Management
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0
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11.
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Bodie, Zvi Boston University - Department of Finance & Economics Marcus, Alan J. Boston College - Department of Finance Merton, Robert C. MIT Sloan School of Management
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183
(81,424)
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18
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12.
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Sammer, Bernhard Vienna University of Economics and Business Administration - European Institute Haiss, Peter R. WU Vienna University of Economics and Business Gartner, Martin affiliation not provided to SSRN Loistl, Otto Vienna University of Economics and Business Administration Zellner, Stephan Vienna University of Economics and Business Administration Merton, Robert C. MIT Sloan School of Management Rybinski, Krzysztof Warsaw University Sowa, Urszula National Bank of Poland
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133
(108,387)
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1
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derivatives, financial integration, financial crisis, finance-growth-nexus
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13.
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Merton, Robert C. MIT Sloan School of Management
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132
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10
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14.
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Bodie, Zvi Boston University - Department of Finance & Economics Merton, Robert C. MIT Sloan School of Management Samuelson, William F. Boston University - Department of Finance & Economics
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125
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183
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15.
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Gray, Dale F. International Monetary Fund (IMF) Bodie, Zvi Boston University - Department of Finance & Economics Merton, Robert C. MIT Sloan School of Management
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119
(118,648)
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19
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16.
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The Value of Implicit Guarantees
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Tsesmelidakis, Zoe University of Oxford - Said Business School Merton, Robert C. MIT Sloan School of Management
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Posted:
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28 Feb 13
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Last Revised:
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11 Mar 13
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98
(136,920)
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Tsesmelidakis, Zoe University of Oxford - Said Business School Merton, Robert C. MIT Sloan School of Management
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79
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Financial crisis, Systemic risk, Too big to fail, Government guarantees
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Tsesmelidakis, Zoe University of Oxford - Said Business School Merton, Robert C. MIT Sloan School of Management
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19
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Financial crisis, Systemic risk, Too big to fail, Government guarantees
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17.
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Merton, Robert C. MIT Sloan School of Management Bodie, Zvi Boston University - Department of Finance & Economics Marcus, Alan J. Boston College - Department of Finance
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39
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7
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18.
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Merton, Robert C. MIT Sloan School of Management
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34
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6
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19.
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Merton, Robert C. MIT Sloan School of Management
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28
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35
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20.
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Merton, Robert C. MIT Sloan School of Management
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26
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10
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21.
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Lim, Terence Goldman Sachs Group, Inc. - Asset Management Group Lo, Andrew W. Massachusetts Institute of Technology (MIT) - Sloan School of Management Merton, Robert C. MIT Sloan School of Management Scholes, Myron S. Stanford Graduate School of Business
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18
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22.
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Merton, Robert C. MIT Sloan School of Management
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3
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23.
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Lo, Andrew W. Massachusetts Institute of Technology (MIT) - Sloan School of Management Merton, Robert C. MIT Sloan School of Management
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24.
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Gray, Dale F. International Monetary Fund (IMF) Bodie, Zvi Boston University - Department of Finance & Economics Merton, Robert C. MIT Sloan School of Management
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Contingent claims analysis, sovereignrisk, Merton Model, capital structure arbitrage
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25.
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Bodie, Zvi Boston University - Department of Finance & Economics Merton, Robert C. MIT Sloan School of Management
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Financial system, financial structure, risk management
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26.
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Kane, Edward J. Boston College - Department of Finance Samuelson, Paul A. Massachusetts Institute of Technology (MIT) - Sloan School of Management Merton, Robert C. MIT Sloan School of Management
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27.
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Bodie, Zvi Boston University - Department of Finance & Economics Merton, Robert C. MIT Sloan School of Management
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28.
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Bodie, Zvi Boston University - Department of Finance & Economics Merton, Robert C. MIT Sloan School of Management
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29.
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Bodie, Zvi Boston University - Department of Finance & Economics Merton, Robert C. MIT Sloan School of Management
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