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Books

Bodie, Zvi, Robert C. Merton, and David L. Cleeton. Financial Economics. 2nd ed. N.J.: Prentice Hall, 2009. (Overview.)

Crane, D. B., K. A. Froot, Scott P. Mason, André Perold, R. C. Merton, Z. Bodie, E. R. Sirri, and P. Tufano. The Global Financial System: A Functional Perspective. Boston: Harvard Business School Press, 1995.

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.

Merton, Robert C. "Applying Modern Risk Management to Equity and Credit Analysis." CFA Institute Conference Proceedings Quarterly 24 (December 2007): 14-22. Abstract

Gray, Dale . F., Robert C. Merton, and Zvi Bodie. "Contingent Claims Approach to Measuring and Managing Sovereign Credit Risk." Special Issue on Credit Analysis. Journal of Investment Management 5, no. 4 (Fourth Quarter 2007): 5-28.Abstract

Mendoza, Roberto G., and Robert C. Merton. "Made to Measure Is the Best Fit for Future Pensions." Op-Ed. The Financial Times, January 6, 2006.

Merton, Robert C. "You Have More Capital than You Think." Harvard Business Review 83, no. 11 (November 2005): 84-94. (HBS Reprint #R0511E.)

Merton, Robert C. "Foreword: On Financial Innovation and Economic Growth." Harvard China Review (spring 2004): 2-3.

Mendoza, Roberto G., Robert C. Merton, and Peter Hancock. "A Simple Way to Value Stock Options." The Financial Times, April 2, 2004, 13.

Bodie, Zvi, Robert S. Kaplan, and Robert C. Merton. "Options Should be Reflected in the Bottom Line." The Wall Street Journal, August 1, 2002.

Bodie, Zvi, and R. Merton. "International Pension Swaps." Journal of Pension Economics and Finance 1 (January 2002): 77-83.

Merton, Robert C. "Financial Innovation and the Management and Regulation of Financial Institutions." Journal of Banking and Finance 19 (July 1995): 461-481.

Merton, Robert C. "A Functional Perspective of Financial Intermediation." Financial Management 24 (summer 1995): 23-41.

Merton, Robert C., and Z. Bodie. "On the Management of Financial Guarantees." Financial Management 21 (winter 1992): 87-109.

Bodie, Z., Robert C. Merton, and W. Samuelson. "Labor Supply Flexibility and Portfolio Choice in a Life-Cycle Model."Journal of Economic Dynamics and Control 16, nos. 3-4 (July-October 1992): 427-449.

Marsh, T. A., and Robert C. Merton. "Dividend Behavior for the Aggregate Stock Market." Journal of Business 60 (January 1987): 1-40.

Merton, Robert C., and T. A. Marsh. "Dividend Variability and Variance Bounds Tests for the Rationality of Stock Market Prices." American Economic Review 76, no. 3 (June 1986): 483-498.

Merton, Robert C. "On the Cost of Deposit Insurance When There Are Surveillance Costs." Journal of Business 51, no. 3 (July 1978): 439-452. (Chapter 20 in Continuous-Time Finance.)

Merton, Robert C., M. S. Scholes, and M. L. Gladstein. "The Returns and Risk of Alternative Call Option Portfolio Investment Strategies." Journal of Business 51 (April 1978): 183-242.

Merton, Robert C. "Theory of Finance from the Perspective of Continuous Time." Journal of Financial and Quantitative Analysis 10 (November 1975): 659-674. (http://www.people.hbs.edu/rmerton/Theoryoffinancefromcontinuoustime.pdf.)

Merton, Robert C. "An Asymptotic Theory of Growth Under Uncertainty." Review of Economic Studies 42, no. 3 (July 1975): 375-393. (Chapter 17 in Continuous-Time Finance.)

Merton, Robert C. "An Intertemporal Capital Asset Pricing Model." Econometrica 41, no. 5 (September 1973): 867-887. (Chapter 15 in Continuous-Time Finance.)

Merton, Robert C. "Book Review of Studies in the Theory of Capital Markets, edited by M.C. Jensen." Journal of Money, Credit & Banking 5, no. 2 (May 1973): 729-730.

Merton, Robert C. "Optimum Consumption and Portfolio Rules in a Continuous-Time Model." Journal of Economic Theory 3 (December 1971): 373-413. (Chapter I of Ph.D. dissertation; Chapter 5 in Continuous-Time Finance.)

Samuelson, P. A., and Robert C. Merton. "A Complete Model of Warrant Pricing that Maximizes Utility." Industrial Management Review 10 (winter 1969): 17-46. (Chapter IV of Ph.D. dissertation; Chapter 7 in Continuous-Time Finance.)

Merton, Robert C., Paul A. Samuelson and Robert M. Solow. "Nobel Laureate Panel Discussion: What Retirement Means to Me." Chap. 1 in The Future of Life-Cycle Saving and Investing: The Retirement Phase, edited by Zvi Bodie, Laurence B. Siegel and Rodney N. Sullivan, 1-14. Charlottesville: CFA Institute, Research Foundation Publications, 2009. (Monograph.)

Merton, Robert C. Contribution to Harry M. Markowitz, Merton H. Miller, William F. Sharpe, Robert C. Merton, and Myron S. Scholes. Vol. 2, edited by Howard R. Vane and Chris Mulhearn. Pioneering Papers of the Nobel Memorial Laureates in Economics Series. Edward Elgar Publishing, 2009. (Introduction to Part IV.)

Merton, Robert C. Foreword to Macrofinancial Risk Analysis, by Dale F. Gray and Samuel Malone. John Wiley & Sons, 2008. (Full Text.)

Merton, Robert C. "The Future of Retirement and Planning." In The Future of Life-Cycle Saving and Investing, edited by Zvi Bodie, Dennis McLeavey and Laurence B. Siegel. Research Foundation of CFA Institute, 2007.

Merton, Robert C. "Applications of Option-Pricing Theory: Twenty-Five Years Later." In Les Prix Nobel 1997. Stockholm: Nobel Foundation, 1997. (Reprinted in American Economic Review, June 1998.)

Merton, Robert C. Foreword to Mathematics of Derivative Securities, edited by M. A.H. Dempster and S. Pliska. Cambridge University Press, 1997.

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, edited by Dwight B. Crane, Kenneth A. Froot, Scott P. Mason, André Perold, Robert C. Merton, Zvi Bodie, Erik R. Sirri and Peter Tufano, 197-224. Boston: Harvard Business School Press, 1995.

Merton, Robert C. and Z. 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 N.V., 1993. (Full Text.)

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. Conference Series #33. Federal Reserve Bank of Boston, 1990.

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.

Merton, Robert C. "Implicit Labor Contracts Viewed as Options: A Discussion of 'Insurance Aspects of Pensions'." In Pensions, Labor, and Individual Choice, edited by D. A. Wise. Chicago: University of Chicago Press, 1985.

Mason, Scott P., and Robert C. Merton. "The Role of Contingent Claims Analysis in Corporate Finance." In Recent Advances in Corporate Finance, edited by E. I. Altman and M. G. Subrahmanyam. Homewood, Ill.: Richard D. Irwin, 1985.

Merton, Robert C. "On the Mathematics and Economic Assumptions of Continuous-Time Financial Models." In Financial Economics: Essays in Honor of Paul Cootner, edited by W. F. Sharpe and C. M. Cootner. Englewood Cliffs, N.J.: Prentice Hall, 1982. (Chapter 3 in Continuous-Time Finance.)

Merton, Robert C. "On the Microeconomic Theory of Investment under Uncertainty." In Handbook of Mathematical Economics. Vol. 2, edited by K. Arrow and M. Intriligator. Amsterdam: North-Holland Publishing Company, 1982.

Gray, Dale F., Robert C. Merton, and Zvi Bodie. "New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability." Harvard Business School Working Paper, No. 09-015, August 2008. (Revised.) Abstract

Gray, Dale F., Robert C. Merton, and Zvi Bodie. "New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability." NBER Working Paper Series, No. 13607, November 2007. Abstract

Merton, R. "A Model of Contract Guarantees for Credit-Sensitive, Opaque Financial Intermediaries." Harvard Business School Working Paper, No. 97-091, 1997.

Merton, Robert C., and Zvi Bodie. "A Conceptual Framework for Analyzing the Financial Environment." Harvard Business School Working Paper, No. 95-062, 1995.

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, 1992.

Merton, Robert C. "Optimal Portfolio Rules in Continuous Time When the Nonnegativity Constraint on Consumption is Binding." Working Paper, 1989 (In Chapter 6 of Continuous-Time Finance.)

Merton, Robert C. "Analytical Optimal Control Theory as Applied to Stochastic and Non-Stochastic Economics." Ph.D. diss., Massachusetts Institute of Technology, 1970.

Merton, Robert C. "An Empirical Investigation of the Samuelson Rational Warrant Pricing Theory." 1969 (Chapter V in Ph.D. dissertation; Class paper, Massachusetts Institute of Technology, spring 1969.)

Merton, Robert C., and Alberto Moel. "Smith Breeden Associates: The Equity Plus Fund (A)." Harvard Business School Case 297-089.

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