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All HBS Web
(935)
- Faculty Publications (216)
- February 1997 (Revised March 1998)
- Case
Smith Breeden Associates: The Equity Plus Fund (A)
By: Robert C. Merton and Alberto Moel
In early 1997, Smith Breeden Associates, a money management and consulting firm, was pondering the future of the Equity Plus Fund. The Equity Plus Fund was an S&P enhanced-index fund that tried to outperform the S&P Index by replicating the index using low-cost...
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Keywords:
Assets;
Cash;
Financial Markets;
Financial Strategy;
Mortgages;
Investment Funds;
Investment Portfolio;
Marketing;
Performance;
Consulting Industry
Merton, Robert C., and Alberto Moel. "Smith Breeden Associates: The Equity Plus Fund (A)." Harvard Business School Case 297-089, February 1997. (Revised March 1998.)
- February 1997
- Background Note
Savings and Loans and the Mortgage Markets
By: Robert C. Merton and Alberto Moel
Provides a brief overview of the history of the savings and loans, the savings and loans crisis of the 1980s and 1990s, and the creation of the mortgage markets in the United States. Also explains briefly the most common types of mortgage-backed securities available.
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Merton, Robert C., and Alberto Moel. "Savings and Loans and the Mortgage Markets." Harvard Business School Background Note 297-090, February 1997.
- February 1997 (Revised April 1997)
- Case
Harrington Financial Group
By: Robert C. Merton and Alberto Moel
In early 1997, Harrington Bank, a small Indiana savings and loan (thrift) wondered what its next move should be. Harrington was acquired in 1988 by the principals of Smith Breeden Associates, a money-management and consulting firm specializing in the application of...
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Keywords:
Banks and Banking;
Mergers and Acquisitions;
Price;
Risk Management;
Mortgages;
Contracts;
Asset Management;
Investment;
Financial Services Industry
Merton, Robert C., and Alberto Moel. "Harrington Financial Group." Harvard Business School Case 297-088, February 1997. (Revised April 1997.)
- 1997
- Chapter
On the Role of the Wiener Process in Finance Theory and Practice: The Case of Replicating Portfolios
By: Robert C. Merton
Keywords:
Mathematical Methods
Merton, Robert C. "On the Role of the Wiener Process in Finance Theory and Practice: The Case of Replicating Portfolios." In The Legacy of Norbert Wiener: A Centennial Symposium. Vol. 60, edited by D. Jerison, I. M. Singer, and D. W. Stroock. Proceedings of Symposia in Pure Mathematics . Providence, RI: American Mathematical Society, 1997.
- January 1997
- Article
A Model of Contract Guarantees for Credit-Sensitive, Opaque Financial Intermediaries
By: Robert C. Merton
Merton, Robert C. "A Model of Contract Guarantees for Credit-Sensitive, Opaque Financial Intermediaries." European Finance Review 1, no. 1 (January 1997): 1–13.
- July – August 1996
- Article
Manage Marketing by the Customer Equity Test
By: Robert C. Blattberg and J. A. Deighton
Blattberg, Robert C., and J. A. Deighton. "Manage Marketing by the Customer Equity Test." Harvard Business Review 74, no. 4 (July–August 1996): 136–144.
- Article
Fischer Black
By: Robert C. Merton and Myron Scholes
Merton, Robert C., and Myron Scholes. "Fischer Black." Journal of Finance 50, no. 5 (December 1995): 1359–1370.
- 1995
- Working Paper
Managing Marketing by the Customer Equity Criterion
By: Robert C. Blattberg and John Deighton
- 1995
- Chapter
A Conceptual Framework for Analyzing the Financial Environment
By: Robert C. Merton and Zvi Bodie
Merton, Robert C., and Zvi Bodie. "A Conceptual Framework for Analyzing the Financial Environment." Chap. 1 in The Global Financial System: A Functional Perspective, by D. B. Crane, K. A. Froot, Scott P. Mason, André Perold, R. C. Merton, Z. Bodie, E. R. Sirri, and P. Tufano, 3–31. Boston: Harvard Business School Press, 1995.
- 1995
- Chapter
Financial Infrastructure and Public Policy: A Functional Perspective
By: Robert C. Merton and Zvi Bodie
Keywords:
Financial Markets;
Financial Institutions;
Policy;
Government and Politics;
Business and Government Relations;
Banking Industry;
Financial Services Industry
Merton, Robert C., and Zvi Bodie. "Financial Infrastructure and Public Policy: A Functional Perspective." Chap. 8 in The Global Financial System: A Functional Perspective, by D. B. Crane, K. A. Froot, Scott P. Mason, André Perold, R. C. Merton, Z. Bodie, E. R. Sirri, and P. Tufano, 263–282. Boston: Harvard Business School Press, 1995.
- 1995
- Chapter
The Informational Role of Asset Prices: The Case of Implied Volatility
By: Zvi Bodie and Robert C. Merton
Bodie, Zvi, and Robert C. Merton. "The Informational Role of Asset Prices: The Case of Implied Volatility." Chap. 6 in The Global Financial System: A Functional Perspective, by D. B. Crane, K. A. Froot, Scott P. Mason, André Perold, R. C. Merton, Z. Bodie, E. R. Sirri, and P. Tufano, 197–224. Boston: Harvard Business School Press, 1995.
- Article
A Functional Perspective of Financial Intermediation
By: Robert C. Merton
Keywords:
Finance
Merton, Robert C. "A Functional Perspective of Financial Intermediation." Financial Management 24, no. 2 (Summer 1995): 23–41.
- Article
Financial Innovation and the Management and Regulation of Financial Institutions
By: Robert C. Merton
Keywords:
Finance;
Innovation and Invention;
Management;
Governing Rules, Regulations, and Reforms;
Financial Institutions
Merton, Robert C. "Financial Innovation and the Management and Regulation of Financial Institutions." Journal of Banking & Finance 19, nos. 3-4 (June 1995): 461–481.
- spring 1995
- Article
Mark-to-Market Accounting for Banks and Thrifts: Lessons from the Danish Experience
By: Victor L Bernard, Robert C. Merton and Krishna G. Palepu
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.
- 1995
- Working Paper
A Conceptual Framework for Analyzing the Financial Environment
By: Robert C. Merton and Zvi Bodie
- 1995
- Book
Cases in Financial Engineering: Applied Studies of Financial Innovation
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.
- 1995
- Working Paper
Financial Infrastructure and Public Policy: A Functional Perspective
By: Robert C. Merton and Zvi Bodie
- 1995
- Working Paper
The Informational Role of Asset Prices: The Case of Implied Volatility
By: Zvi Bodie and Robert C. Merton