Publications
Publications
Show Results For
- All HBS Web
(119,790)
- Faculty Publications (154)
- 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... View Details
- 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. View Details
- 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... View Details
- January 1997
- Article
A Model of Contract Guarantees for Credit-Sensitive, Opaque Financial Intermediaries
By: Robert C. Merton
- 1995
- Chapter
A Conceptual Framework for Analyzing the Financial Environment
By: Robert C. Merton and Zvi Bodie
- 1995
- Book
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
- 1995
- Chapter
The Informational Role of Asset Prices: The Case of Implied Volatility
By: Zvi Bodie and Robert C. Merton
- 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
- 1995
- Working Paper
A Conceptual Framework for Analyzing the Financial Environment
By: Robert C. Merton and Zvi Bodie
- 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