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Publications

Publications

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  • All HBS Web  (119,790)
    • Faculty Publications  (154)

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    • All HBS Web  (119,790)
      • Faculty Publications  (154)

      Merton, Robert C.Remove Merton, Robert C. →

      ← Page 5 of 154 Results →
      • June 1994
      • Article

      Influence of Mathematical Models in Finance on Practice: Past, Present and Future

      By: Robert C. Merton
      Keywords: Mathematical Methods; Finance
      Citation
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      Merton, Robert C. "Influence of Mathematical Models in Finance on Practice: Past, Present and Future." Series A. Philosophical Transactions of the Royal Society of London, Series A, Physical Sciences and Engineering 347 (June 1994): 451–463. (Reprinted in Financial Practice and Education, spring 1995.)
      • 1993
      • Chapter

      Deposit Insurance Reform: A Functional Approach

      By: Robert C. Merton and Zvi Bodie
      Keywords: Banks and Banking; Insurance; Governing Rules, Regulations, and Reforms; Government and Politics; Insurance Industry; Banking Industry
      Citation
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      Merton, Robert C., and Zvi Bodie. "Deposit Insurance Reform: A Functional Approach." In Carnegie-Rochester Conference Series on Public Policy. Vol. 38, edited by A. Meltzer and C. Plosser. Amsterdam: Elsevier, 1993.
      • fall 1993
      • Article

      Theory of Risk Capital in Financial Firms

      By: Robert C. Merton and André Perold
      Keywords: Theory; Risk and Uncertainty; Capital; Business Ventures; Financial Services Industry
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      Merton, Robert C., and André Perold. "Theory of Risk Capital in Financial Firms." Continental Bank Journal of Applied Corporate Finance 6, no. 3 (fall 1993): 16–32.
      • 1993
      • Chapter

      Management of Risk Capital in Financial Firms

      By: Robert C. Merton and André Perold
      Keywords: Risk Management; Capital; Financial Institutions; Financial Services Industry
      Citation
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      Merton, Robert C., and André Perold. "Management of Risk Capital in Financial Firms." In Financial Services: Perspectives and Challenges, edited by Samuel L. Hayes III, 215–245. Boston, MA: Harvard Business School Press, 1993.
      • 1993
      • Chapter

      Operation and Regulation in Financial Intermediation: A Functional Perspective

      By: Robert C. Merton
      Keywords: Financial Markets; Operations; Governing Rules, Regulations, and Reforms; Government and Politics; Financial Services Industry
      Citation
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      Merton, Robert C. "Operation and Regulation in Financial Intermediation: A Functional Perspective." In Operation and Regulation of Financial Markets, edited by P. Englund. Stockholm: Ekonomiska rådet (Sweden), 1993.
      • 1993
      • Chapter

      Optimal Investment Strategies for University Endowment Funds

      By: Robert C. Merton
      Keywords: Investment Funds; Financial Strategy; Higher Education; Non-Governmental Organizations; Education Industry; Financial Services Industry
      Citation
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      Merton, Robert C. "Optimal Investment Strategies for University Endowment Funds." In Studies of Supply and Demand in Higher Education, edited by C. Clotfelter and M. Rothschild. Chicago: University of Chicago Press, 1993. (Chapter 21 in Continuous-Time Finance.)
      • 1993
      • Chapter

      Pension Benefit Guarantees in the United States: A Functional Analysis

      By: Zvi Bodie and Robert C. Merton
      Keywords: Compensation and Benefits; Government and Politics; United States
      Citation
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      Bodie, Zvi, and Robert C. Merton. "Pension Benefit Guarantees in the United States: A Functional Analysis." In The Future of Pensions in the United States, edited by R. Schmitt. Philadelphia: University of Pennsylvania Press, 1993. (Reprinted in The Foundations of Pension Finance, Volume I, Zvi Bodie and E. Philip Davis, eds., Edward Elger, 2000.)
      • winter 1992
      • Article

      Financial Innovation and Economic Performance

      By: Robert C. Merton
      Keywords: Finance; Innovation and Invention; Economics; Performance
      Citation
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      Merton, Robert C. "Financial Innovation and Economic Performance." Continental Bank Journal of Applied Corporate Finance 4, no. 4 (winter 1992): 12–22.
      • August 1992
      • Article

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

      By: Zvi Bodie and Robert C. Merton
      Keywords: Israel
      Citation
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      Bodie, Zvi, and Robert C. Merton. "Pension Reform and Privatization in International Perspective: The Case of Israel." Riv'on le-kalkalah [Economic Quarterly] 152 (August 1992). (Reprinted in English in The Foundations of Pension Finance, Volume II, Zvi Bodie and E. Philip Davis, eds., Edward Elger, 2000.)
      • Article

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

      By: Zvi Bodie, Robert C. Merton and William Samuelson
      Citation
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      Bodie, Zvi, Robert C. Merton, and William Samuelson. "Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model." Journal of Economic Dynamics & Control 16, nos. 3-4 (July–October 1992): 427–449.
      • 1992
      • Working Paper

      A Framework for the Economic Analysis of Deposit Insurance and Other Guarantees

      By: Zvi Bodie and R. Merton
      Citation
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      Bodie, Zvi, and R. Merton. "A Framework for the Economic Analysis of Deposit Insurance and Other Guarantees." Harvard Business School Working Paper, No. 92-063, January 1992.
      • 1992
      • Working Paper

      On the Management of Deposit Insurance and Other Guarantees

      By: Robert C. Merton and Zvi Bodie
      Citation
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      Merton, Robert C., and Zvi Bodie. "On the Management of Deposit Insurance and Other Guarantees." Harvard Business School Working Paper, No. 92-081, January 1992.
      • Article

      On the Management of Financial Guarantees

      By: Robert C. Merton and Z. Bodie
      Keywords: Management; Finance
      Citation
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      Merton, Robert C., and Z. Bodie. "On the Management of Financial Guarantees." Financial Management 21, no. 4 (Winter 1992): 87–109.
      • 1992
      • Working Paper

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

      By: Zvi Bodie and Robert C. Merton
      Citation
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      Bodie, Zvi, and Robert C. Merton. "Pension Reform and Privatization in International Perspective: A Case of Israel." Harvard Business School Working Paper, No. 92-082, January 1992.
      • Article

      The Financial System and Economic Performance

      By: Robert C. Merton
      Keywords: Finance; System; Economics; Performance
      Citation
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      Merton, Robert C. "The Financial System and Economic Performance." Journal of Financial Services Research 4, no. 4 (December 1990): 263–300.
      • 1990
      • Chapter

      The Changing Nature of Debt and Equity: A Discussion

      By: Robert C. Merton
      Keywords: Borrowing and Debt; Equity; Change
      Citation
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      Merton, Robert C. "The Changing Nature of Debt and Equity: A Discussion." In Are the Distinctions between Debt and Equity Disappearing? edited by R. W. Kopeke and E. S. Rosengren. Federal Reserve Bank of Boston Conference Series. Federal Reserve Bank of Boston, 1990.
      • 1990
      • Chapter

      Capital Market Theory and the Pricing of Financial Securities

      By: Robert C. Merton
      Keywords: Capital Markets; Financial Instruments; Asset Pricing; Mathematical Methods
      Citation
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      Merton, Robert C. "Capital Market Theory and the Pricing of Financial Securities." In Handbook of Monetary Economics, edited by B. Friedman and F. Hahn. Amsterdam: North-Holland Publishing Company, 1990.
      • 1990
      • Book

      Continuous-Time Finance

      By: Robert C. Merton
      Keywords: Finance; Financing and Loans
      Citation
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      Merton, Robert C. Continuous-Time Finance. Oxford, U.K.: Basil Blackwell, 1990. (Rev. ed., 1992.)
      • 1989
      • Other Unpublished Work

      Optimal Portfolio Rules in Continuous Time When the Nonnegativity Constraint on Consumption is Binding

      By: Robert C. Merton
      Citation
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      Merton, Robert C. "Optimal Portfolio Rules in Continuous Time When the Nonnegativity Constraint on Consumption is Binding." December 1989. (In Chapter 6 of Continuous-Time Finance.)
      • July 1989
      • Article

      On the Application of the Continuous-Time Theory of Finance to Financial Intermediation and Insurance

      By: Robert C. Merton
      Keywords: Theory; Finance; Insurance
      Citation
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      Merton, Robert C. "On the Application of the Continuous-Time Theory of Finance to Financial Intermediation and Insurance." Geneva Papers on Risk and Insurance 14, no. 52 (July 1989): 225–262. (Reproduced as Chapter 14 in Continuous-Time Finance.)
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