Zvi Bodie

Boston University - Department of Finance & Economics

Professor Emeritus

United States

http://www.zvibodie.com

SCHOLARLY PAPERS

57

DOWNLOADS
Rank 357

SSRN RANKINGS

Top 357

in Total Papers Downloads

39,105

CITATIONS
Rank 599

SSRN RANKINGS

Top 599

in Total Papers Citations

830

Scholarly Papers (57)

1.
Downloads 5,273 ( 1,003)
Citation 66

On The Risk of Stocks in the Long Run

Harvard Business School Working Paper No 95-013
Number of pages: 11 Posted: 08 Jun 2001
Zvi Bodie
Boston University - Department of Finance & Economics
Downloads 5,273 (987)
Citation 66

Abstract:

On the Risk of Stocks in the Long Run

Financial Analysts Journal, May/June 1995
Posted: 23 Aug 2001
Zvi Bodie
Boston University - Department of Finance & Economics

Abstract:

Stocks in the long run, hedge, hedging, inflation hedge

2.

Life-Cycle Finance in Theory and in Practice

Boston University School of Management Working Paper No. 2002-02
Number of pages: 15 Posted: 13 Jun 2002
Zvi Bodie
Boston University - Department of Finance & Economics
Downloads 5,205 (933)
Citation 18

Abstract:

life-cycle finance, personal investing, personal financial planning, Markowitz paradigm, Mertonian paradigm

3.

Retirement Investing: A New Approach

Boston University School of Management Working Paper No. 2001-03
Number of pages: 12 Posted: 19 Feb 2001
Zvi Bodie
Boston University - Department of Finance & Economics
Downloads 3,495 (1,906)
Citation 3

Abstract:

Inflation-protected bonds, flexible retirement, option ladders

Investment Management and Technology: Past, Present, and Future

Number of pages: 31 Posted: 08 Dec 1999
Zvi Bodie
Boston University - Department of Finance & Economics
Downloads 2,517 (3,607)
Citation 3

Abstract:

Investment Management and Technology: Past, Present, and Future

Brookings-Wharton Papers on Financial Services, 1999
Posted: 18 Nov 1999
Zvi Bodie
Boston University - Department of Finance & Economics

Abstract:

5.

Making Investment Choices as Simple as Possible: An Analysis of Target Date Retirement Funds

Number of pages: 15 Posted: 04 May 2006
Zvi Bodie and Jonathan Treussard
Boston University - Department of Finance & Economics and Ziff Brothers Investments - Risk Management
Downloads 2,070 (4,693)
Citation 5

Abstract:

Life-Cycle Planning under Uncertainty, Risky Labor Income, Target-Date Retirement Funds, Pension Design

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

HBS Finance Working Paper No. 05-011
Number of pages: 43 Posted: 19 Jul 2004
Zvi Bodie, Robert C. Merton and Li Jin
Boston University - Department of Finance & Economics, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Harvard Business School - Finance Unit
Downloads 1,907 (5,782)
Citation 27

Abstract:

Defined Benefit Pension Plan, Market Efficiency, Cost of Capital, Capital Budgeting

Do a Firm's Equity Returns Reflect the Risk of its Pension Plan?

NBER Working Paper No. w10650
Number of pages: 38 Posted: 26 Aug 2004
Boston University - Department of Finance & Economics, Harvard Business School - Finance Unit, Massachusetts Institute of Technology (MIT) - Sloan School of Management and affiliation not provided to SSRN
Downloads 101 (219,774)
Citation 27

Abstract:

The Design of Financial Systems: Towards a Synthesis of Function and Structure

Harvard Business School Working Paper No. 02-074, HBS Finance Working Paper No. 02-074
Number of pages: 44 Posted: 09 Jun 2002
Zvi Bodie and Robert C. Merton
Boston University - Department of Finance & Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,728 (6,925)
Citation 50

Abstract:

financial system; financial structure

The Design of Financial Systems: Towards a Synthesis of Function and Structure

NBER Working Paper No. w10620
Number of pages: 46 Posted: 28 Jul 2004
Zvi Bodie and Robert C. Merton
Boston University - Department of Finance & Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 165 (148,645)
Citation 50

Abstract:

8.

The Design and Production of New Retirement Savings Products

Harvard Business School Working Paper No. 98-070
Number of pages: 18 Posted: 01 Apr 1998
Zvi Bodie and Dwight B. Crane
Boston University - Department of Finance & Economics and Harvard Business School - Finance Unit
Downloads 1,541 (8,124)
Citation 10

Abstract:

9.

The Theory of Life-Cycle Saving and Investing

FRB of Boston Public Policy Discussion Paper No. 07-3
Number of pages: 27 Posted: 27 Jul 2007
Boston University - Department of Finance & Economics, Ziff Brothers Investments - Risk Management and Federal Reserve Bank of Boston - Research Department
Downloads 1,533 (6,776)
Citation 7

Abstract:

10.

A Note on Economic Principles and Financial Literacy

Networks Financial Institute Policy Brief No. 2006-PB-07
Number of pages: 6 Posted: 10 Aug 2006
Zvi Bodie
Boston University - Department of Finance & Economics
Downloads 1,394 (8,671)

Abstract:

financial literacy, financial education, financial literacy standards

11.

Personal Investing: Advice, Theory, and Evidence from a Survey of TIAA-CREF Participants

Number of pages: 30 Posted: 19 Jun 1997
Zvi Bodie and Dwight B. Crane
Boston University - Department of Finance & Economics and Harvard Business School - Finance Unit
Downloads 1,380 (9,649)
Citation 26

Abstract:

12.
Downloads 1,074 ( 15,241)
Citation 13

International Pension Swaps

Boston University School of Management Working Paper No. 02-01
Number of pages: 11 Posted: 01 Nov 2001
Zvi Bodie and Robert C. Merton
Boston University - Department of Finance & Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 1,074 (14,942)
Citation 13

Abstract:

Pensions, diversification, risk-sharing, swaps

International Pension Swaps

Journal of Pension Economics and Finance, Vol. 1, January 2002
Posted: 18 Feb 2002
Zvi Bodie and Robert C. Merton
Boston University - Department of Finance & Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

Swap, pension fund, international diversification

13.
Downloads 1,040 ( 15,990)
Citation 4

Life Cycle Finance and the Design of Pension Plans

Annual Review of Financial Economics, Forthcoming, Boston U. School of Management Research Paper Series No. 2009-5
Number of pages: 54 Posted: 30 Apr 2009 Last Revised: 06 Apr 2010
Boston University - Department of Finance & Economics, Boston University - Department of Finance & Economics and Questrom School of Business, Boston University
Downloads 1,040 (15,697)
Citation 4

Abstract:

Life cycle finance, portfolio choice, pension, consumption, leisure

Life-Cycle Finance and the Design of Pension Plans

Annual Review of Financial Economics, Vol. 1, pp. 249-286, 2009
Posted: 04 Jun 2010
Zvi Bodie and Jerome Detemple
Boston University - Department of Finance & Economics and Boston University - Department of Finance & Economics

Abstract:

14.
Downloads 999 ( 16,963)
Citation 6

Contingent Claims Analysis and Life-Cycle Finance

MIT Sloan Research Paper No. 4676-08
Number of pages: 12 Posted: 27 Dec 2007 Last Revised: 16 Nov 2008
Boston University - Department of Finance & Economics, Board of Governors of the Federal Reserve System and Ziff Brothers Investments - Risk Management
Downloads 656 (30,677)
Citation 6

Abstract:

contingent claims analysis, life-cycle finance, retirement saving plans

Contingent Claims Analysis and Life Cycle Finance

American Economic Review, Forthcoming
Number of pages: 12 Posted: 21 Jan 2008 Last Revised: 27 Mar 2012
Boston University - Department of Finance & Economics, Ziff Brothers Investments - Risk Management and Board of Governors of the Federal Reserve System
Downloads 343 (69,779)
Citation 6

Abstract:

Contingent claims, job-switching, life-cycle, Arrow-Debreu securities

Sovereign Wealth and Risk Management: A Framework for Optimal Asset Allocation of Sovereign Wealth

Boston U. School of Management Research Paper No. 2011-8
Number of pages: 33 Posted: 04 Mar 2011 Last Revised: 21 Nov 2013
Zvi Bodie and Marie Briere
Boston University - Department of Finance & Economics and Amundi Asset Management
Downloads 790 (23,637)
Citation 1

Abstract:

Balance Sheet, Contingent Claim Analysis, Asset-Liability Management, Sovereign Wealth Funds, Central Bank Reserves

Sovereign Wealth and Risk Management: A Framework for Optimal Asset Allocation of Sovereign Wealth

Journal Of Investment Management (JOIM), First Quarter 2014
Posted: 06 Mar 2015
Zvi Bodie and Marie Briere
Boston University - Department of Finance & Economics and Amundi Asset Management

Abstract:

Asset-liability management, balance sheet, contingent claim analysis, sovereign wealth funds, central bank reserves

A New Framework for Analyzing and Managing Macrofinancial Risks of an Economy

HBS Finance Working Paper No. 936661
Number of pages: 45 Posted: 11 Oct 2006
Boston University - Department of Finance & Economics, International Monetary Fund (IMF) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 653 (30,860)
Citation 19

Abstract:

macrofinancial risks, risk propagation, sovereign risk

A New Framework for Analyzing and Managing Macrofinancial Risks of an Economy

NBER Working Paper No. w12637
Number of pages: 45 Posted: 20 Nov 2006
Boston University - Department of Finance & Economics, International Monetary Fund (IMF) and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 93 (232,612)
Citation 16

Abstract:

What the Pension Benefit Guaranty Corporation Can Learn from the Federal Savings and Loan Insurance Corporation

Journal of Financial Services Research, Vol. 10, No. 1, January 1996
Number of pages: 25 Posted: 05 Jun 2001
Zvi Bodie
Boston University - Department of Finance & Economics
Downloads 594 (35,076)
Citation 8

Abstract:

PBGC, pension guarantees

What the Pension Benefit Guaranty Corporation Can Learn From the Federal Savings and Loan Insurance Corporation

Harvard Business School Working Paper 94-070
Posted: 19 Sep 1999
Zvi Bodie
Boston University - Department of Finance & Economics

Abstract:

18.

On the Time Dimension of Investing

Boston University School of Management Working Paper No. 2005-28
Number of pages: 9 Posted: 16 Aug 2005
Zvi Bodie
Boston University - Department of Finance & Economics
Downloads 572 (35,752)

Abstract:

matching, efficient diversification, term structure, implied volatility

19.

A TIPS Scorecard: Are TIPS Accomplishing What They Were Supposed to Accomplish? Can They Be Improved?

Boston University School of Management Research Paper No. 2009-10
Number of pages: 57 Posted: 05 Sep 2009
Federal Reserve Bank of Boston, Boston University - Department of Finance & Economics, Federal Reserve Bank of Boston - Research Department and Federal Reserve Bank of Boston
Downloads 415 (54,022)
Citation 2

Abstract:

TIPS, assets, inflation, risk, CPI

20.

On the Management of Financial Guarantees

Financial Management, Financial Management Association, Vol. 21, No. 4, Winter 1992
Number of pages: 44 Posted: 14 Sep 2009
Robert C. Merton and Zvi Bodie
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Boston University - Department of Finance & Economics
Downloads 323 (59,761)
Citation 38

Abstract:

21.

Tips Scorecard: Are Tips Accomplishing What They Were Supposed to Accomplish? Can They Be Improved?

FRB of Boston Public Policy Discussion Paper No. 09-8
Number of pages: 55 Posted: 08 Dec 2009 Last Revised: 09 Mar 2010
Federal Reserve Bank of Boston, Boston University - Department of Finance & Economics, Federal Reserve Bank of Boston - Research Department and Federal Reserve Bank of Boston
Downloads 242 (98,583)
Citation 2

Abstract:

22.

Optimal Asset Allocation for Sovereign Wealth Funds: Theory and Practice

Boston U. School of Management Research Paper No. 2013-11
Number of pages: 25 Posted: 25 Oct 2013 Last Revised: 05 Dec 2013
Zvi Bodie and Marie Briere
Boston University - Department of Finance & Economics and Amundi Asset Management
Downloads 236 (73,051)

Abstract:

Asset-Liability Management, Balance Sheet, Contingent Claim Analysis, Sovereign Wealth Funds, Central Bank Reserves

23.

Defined Benefit Versus Defined Contribution Pension Plans: What are the Real Tradeoffs?

NBER Working Paper No. w1719
Number of pages: 37 Posted: 27 Apr 2000
Boston University - Department of Finance & Economics, Boston College - Department of Finance and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 222 (101,552)
Citation 18

Abstract:

24.

Rational Pensions for Irrational People: Behavioral Science Lessons for the Netherlands

Netspar Discussion Paper No. 09/2011-076
Number of pages: 29 Posted: 26 Sep 2011
Zvi Bodie and Henriette M. Prast
Boston University - Department of Finance & Economics and Tiburg University
Downloads 216 (84,373)

Abstract:

25.

Pension Fund Investment Policy

NBER Working Paper No. w2752
Number of pages: 29 Posted: 22 Jun 2004
Zvi Bodie
Boston University - Department of Finance & Economics
Downloads 181 (121,276)
Citation 4

Abstract:

26.

Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model

NBER Working Paper No. w3954
Number of pages: 41 Posted: 08 Jun 2004
Boston University - Department of Finance & Economics, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Boston University - Department of Finance & Economics
Downloads 151 (145,499)
Citation 194

Abstract:

27.

New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability

NBER Working Paper No. w13607
Number of pages: 32 Posted: 27 Nov 2007
International Monetary Fund (IMF), Boston University - Department of Finance & Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 147 (148,580)
Citation 19

Abstract:

28.

Worry-Free Inflation-Indexing for Sovereigns - How Governments Can Effectively Deliver Inflation-Indexed Returns to Their Citizens and Retirees

Boston U. School of Management Research Paper No. 2011-11
Number of pages: 28 Posted: 01 Jun 2011 Last Revised: 27 Mar 2012
Zvi Bodie, Joseph Cherian and Wee Kang Chua
Boston University - Department of Finance & Economics, NUS Business School and NUS Business School - Centre for Asset Management Research & Investments
Downloads 127 (173,783)

Abstract:

inflation indexing, inflation-protected bonds, inflation-indexed annuities, pension plans, inflation swaps, inflation index replication

29.

Inflation, Index-Linked Bonds, and Asset Allocation

NBER Working Paper No. w2793
Number of pages: 23 Posted: 28 May 2004
Zvi Bodie
Boston University - Department of Finance & Economics
Downloads 119 (179,022)
Citation 10

Abstract:

30.

Life-Cycle Investing: Financial Education and Consumer Protection

Published by Research Foundation of CFA Institute 2012
Number of pages: 9 Posted: 03 Jun 2013 Last Revised: 07 Mar 2015
Boston University - Department of Finance & Economics, CFA Institute Research Foundation and CFA Institute
Downloads 107 (171,795)

Abstract:

financial education, consumer protection

31.

Pension Guarantees, Capital Adequacy and International Risk Sharing

FRONTIERS IN PENSION FINANCE, Chapter 9, Dirk Broeders, Sylvester Eijffinger, Aerdt Houben, eds., Cheltenham UK: Edward Elgar, 2008
Number of pages: 15 Posted: 10 Feb 2011
Zvi Bodie
Boston University - Department of Finance & Economics
Downloads 86 (229,317)

Abstract:

32.

Pension Funds and Financial Innovation

NBER Working Paper No. w3101
Number of pages: 54 Posted: 22 Jun 2004
Zvi Bodie
Boston University - Department of Finance & Economics
Downloads 86 (226,179)
Citation 12

Abstract:

33.

Investment Strategy in an Inflationary Environment

NBER Working Paper No. w0701
Number of pages: 35 Posted: 08 Jun 2004
Zvi Bodie
Boston University - Department of Finance & Economics
Downloads 69 (263,860)
Citation 7

Abstract:

34.

Inflation and the Role of Bonds in Investor Portfolios

NBER Working Paper No. w1091
Number of pages: 43 Posted: 28 May 2004
Zvi Bodie, Alex Kane and Robert L. McDonald
Boston University - Department of Finance & Economics, University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) and Northwestern University - Kellogg School of Management
Downloads 69 (257,708)
Citation 6

Abstract:

35.

Mismatch Risk, Government Guarantees, and Financial Instability: The Case of the U.S. Pension System

Number of pages: 9 Posted: 07 Sep 2011
Zvi Bodie
Boston University - Department of Finance & Economics
Downloads 63 (265,966)

Abstract:

defined-benefit, pensions, financial guarantees, financial instability, option pricing theory

36.

Funding and Asset Allocation in Corporate Pension Plans: an Empirical Investigation

NBER Working Paper No. w1315
Number of pages: 56 Posted: 06 Mar 2007
Boston University - Department of Finance & Economics, National Bureau of Economic Research (NBER), Northwestern University and Harvard Business School - Finance Unit
Downloads 63 (290,255)
Citation 27

Abstract:

37.

Inflation Insurance

NBER Working Paper No. w3009
Number of pages: 39 Posted: 28 May 2004
Zvi Bodie
Boston University - Department of Finance & Economics
Downloads 61 (274,377)
Citation 5

Abstract:

38.

Pensions as Retirement Income Insurance

NBER Working Paper No. w2917
Number of pages: 46 Posted: 25 Jun 2004
Zvi Bodie
Boston University - Department of Finance & Economics
Downloads 56 (295,058)
Citation 34

Abstract:

39.

Inflation Risk and Capital Market Equilibrium

NBER Working Paper No. w0373
Number of pages: 38 Posted: 28 May 2004
Zvi Bodie
Boston University - Department of Finance & Economics
Downloads 53 (290,255)
Citation 5

Abstract:

40.

Labor Supply Flexibility and Portfolio Choice

NBER Working Paper No. w3043
Number of pages: 31 Posted: 09 Jun 2004
Zvi Bodie and William F. Samuelson
Boston University - Department of Finance & Economics and Boston University - Department of Finance & Economics
Downloads 52 (297,444)
Citation 162

Abstract:

41.

Purchasing-Power Annuities: Financial Innovation for Stable Real Retirement Income in an Inflationary Environment

NBER Working Paper No. w0442
Number of pages: 30 Posted: 28 Jun 2004
Zvi Bodie
Boston University - Department of Finance & Economics
Downloads 49 (327,476)
Citation 4

Abstract:

42.

Why are Real Interest Rates so High?

NBER Working Paper No. w1141
Number of pages: 42 Posted: 05 Jul 2004
Zvi Bodie, Alex Kane and Robert L. McDonald
Boston University - Department of Finance & Economics, University of California, San Diego (UCSD) - Graduate School of International Relations and Pacific Studies (IRPS) and Northwestern University - Kellogg School of Management
Downloads 48 (330,489)
Citation 3

Abstract:

43.

Pension Plan Integration as Insurance Against Social Security Risk

NBER Working Paper No. w1370
Number of pages: 42 Posted: 23 Jun 2004
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Boston University - Department of Finance & Economics and Boston College - Department of Finance
Downloads 46 (321,590)
Citation 5

Abstract:

44.

Research Foundation Year in Review -- 2012

CFA Institute Research Foundation R2013
Number of pages: 76 Posted: 11 Jun 2015 Last Revised: 20 Mar 2016
AQR Capital Management, University of Warwick - Finance Group, University College London (UCL), Boston University - Department of Finance & Economics, CFA Institute Research Foundation, CFA Institute, Fischer Francis Trees & Watts, Inc., New York University - Stern School of Business, Minnesota State University, Mankato, CFA Institute, Webster University, Environmental Financial Products, LLC, University of Cambridge - Judge Business School, Target Corporation, CFA Institute Research Foundation and University of Cambridge - Judge Business School, Department of Finance & Accounting
Downloads 32 (283,281)

Abstract:

Expected Returns, emotional finance, currency investing, life-cycle investing, inflation, liquidity, financial frictions, ethics, derivatives, equity risk premium

45.

Retirement Annuity Design in an Inflationary Climate

NBER Working Paper No. w0896
Number of pages: 47 Posted: 28 Jun 2004
Zvi Bodie and James E. Pesando
Boston University - Department of Finance & Economics and University of Toronto
Downloads 32 (365,907)
Citation 7

Abstract:

46.

Heterogeneous-Expectations Model of the Value of Bonds Bearing Call Options

NBER Working Paper No. w0218
Number of pages: 45 Posted: 20 May 2004
Zvi Bodie and Benjamin M. Friedman
Boston University - Department of Finance & Economics and Harvard University - Department of Economics
Downloads 28 (401,424)

Abstract:

47.

Corporate Pension Policy: An Empirical Investigation

Financial Analysts Journal, Vol. 41, No. 5, 1985, University of Alberta School of Business Research Paper No. 2013-905
Posted: 11 Jun 2013
Boston University - Department of Finance & Economics, Harvard Business School - Finance Unit, National Bureau of Economic Research (NBER) and Northwestern University

Abstract:

48.

Funding & Asset Allocation in Corporate Pension Plans: An Empirical Investigation

National Bureau of Economic Research Conference Vol. University of Chicago Press, 1986, University of Alberta School of Business Research Paper No. 2013-638
Posted: 08 Jun 2013
Boston University - Department of Finance & Economics, Harvard Business School - Finance Unit, National Bureau of Economic Research (NBER) and Boston College - Carroll School of Management

Abstract:

49.

Lifecycle Consumption-Investment Policies and Pension Plans: A Dynamic Analysis

Journal of Investment Management (JOIM), First Quarter, 2012
Posted: 24 May 2012
Boston University - Department of Finance & Economics, Boston University - Department of Finance & Economics and Questrom School of Business, Boston University

Abstract:

Lifecycle finance, consumption, labor, portfolio, hedging, wealth, pension plan, target-date-funds, dynamic analysis

50.

A Tips Scorecard: Are They Accomplishing Their Objectives?

Financial Analysts Journal, Vol. 66, No. 5, 2010
Posted: 16 Oct 2010
Federal Reserve Bank of Boston, Boston University - Department of Finance & Economics, Federal Reserve Bank of Boston - Research Department and Federal Reserve Bank of Boston

Abstract:

Fixed Income, Fixed-Income Markets, Characteristics, Institutions, and Benchmarks, U.S. Treasury Securities

51.

Rational Pension Products for Irrational People

Posted: 05 Jan 2009
Zvi Bodie and Henriette M. Prast
Boston University - Department of Finance & Economics and Tiburg University

Abstract:

pensions, behavioral economics, guarantees

52.

Contingent Claims Approach to Measuring and Managing Sovereign Risk

Journal of Investment Management, Vol. 5, No. 4, Fourth Quarter 2007
Posted: 17 Jan 2008
International Monetary Fund (IMF), Boston University - Department of Finance & Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

Contingent claims analysis, sovereignrisk, Merton Model, capital structure arbitrage

53.

Perspectives: Making Investment Choices as Simple as Possible, but not Simpler

Financial Analysts Journal, Vol. 63, No. 6, pp. 42-47, 2007
Posted: 11 Jun 2007
Zvi Bodie and Jonathan Treussard
Boston University - Department of Finance & Economics and Ziff Brothers Investments - Risk Management

Abstract:

Private Wealth Management, Asset Allocation, Investment Policy Formulation, Portfolio Management, Asset Allocation

54.

Design of Financial Systems: Towards a Syntheses of Function and Structure

Journal of Investment Management, Vol. 3, No. 1, First Quarter 2005
Posted: 01 Apr 2005
Zvi Bodie and Robert C. Merton
Boston University - Department of Finance & Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

Financial system, financial structure, risk management

55.

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

Working Paper 95-063
Posted: 25 Aug 1998
Zvi Bodie and Robert C. Merton
Boston University - Department of Finance & Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

56.

Financial Infrastructure and Public Policy: A Functional Perspective

Posted: 25 Aug 1998
Zvi Bodie and Robert C. Merton
Boston University - Department of Finance & Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

57.

A Conceptual Framework for Analyzing the Financial Environment

WP#95-062
Posted: 25 Aug 1998
Zvi Bodie and Robert C. Merton
Boston University - Department of Finance & Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract: