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All HBS Web
(115,993)
- Faculty Publications (154)
- 1988
- Chapter
Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs
By: Zvi Bodie, Alan J. Marcus and Robert C. Merton
Bodie, Zvi, Alan J. Marcus, and Robert C. Merton. "Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs." In Pensions in the U.S. Economy, edited by John B. Shoven and David A. Wise. Chicago: University of Chicago Press, 1988.
- 1987
- Chapter
Continuous-Time Stochastic Models
By: Robert C. Merton
Keywords:
Mathematical Methods
Merton, Robert C. "Continuous-Time Stochastic Models." In The New Palgrave: A Dictionary of Economic Theory and Doctrine, edited by John Eatwell, Murray Milgate, and Peter Newman. London: Macmillan Press, 1987. (Revised in The New Palgrave Dictionary of Money and Finance, London: MacMillan Press, Ltd., 1992.)
- Article
In Honor of Nobel Laureate, Franco Modigliani
By: Robert C. Merton
Merton, Robert C. "In Honor of Nobel Laureate, Franco Modigliani." Journal of Economic Perspectives 1, no. 2 (Fall 1987): 145–155.
- 1987
- Chapter
Pension Plan Integration as Insurance against Social Security Risk
By: Robert C. Merton, Zvi Bodie and Alan J. Marcus
- Article
A Simple Model of Capital Market Equilibrium with Incomplete Information
By: Robert C. Merton
Keywords:
Capital Markets
Merton, Robert C. "A Simple Model of Capital Market Equilibrium with Incomplete Information." Journal of Finance 42, no. 3 (July 1987): 483–509.
- January 1987
- Article
Dividend Behavior for the Aggregate Stock Market
By: Terry A. Marsh and Robert C. Merton
Marsh, Terry A., and Robert C. Merton. "Dividend Behavior for the Aggregate Stock Market." Journal of Business 60 (January 1987): 1–40.
- June 1986
- Article
Dividend Variability and Variance Bounds Tests for the Rationality of Stock Market Prices
By: Robert C. Merton and Terry A. Marsh
Merton, Robert C., and Terry 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.
- 1985
- Chapter
Implicit Labor Contracts Viewed as Options: A Discussion of 'Insurance Aspects of Pensions'
By: Robert C. Merton
Keywords:
Compensation and Benefits;
Decision Choices and Conditions;
Contracts;
Labor and Management Relations;
Insurance
Merton, Robert C. "Implicit Labor Contracts Viewed as Options: A Discussion of 'Insurance Aspects of Pensions'." In Pensions, Labor and Individual Choice, edited by David A. Wise. Chicago: University of Chicago Press, 1985.
- 1985
- Other Unpublished Work
Corporate Dividend Dynamics at the Firm Level
By: Terry A. Marsh and Robert C. Merton
Keywords:
Investment Return
Marsh, Terry A., and Robert C. Merton. "Corporate Dividend Dynamics at the Firm Level." MIT Sloan School of Management, April 1985. (Unpubished manuscript.)
- 1985
- Chapter
The Role of Contingent Claims Analysis in Corporate Finance
By: Scott P. Mason and Robert C. Merton
- 1984
- Chapter
Macroeconomics and Finance: The Role of the Stock Market
By: Stanley Fischer and Robert C. Merton
Fischer, Stanley, and Robert C. Merton. "Macroeconomics and Finance: The Role of the Stock Market." In Essays on Macroeconomic Implications of Financial and Labor Markets and Political Processes. Vol. 21, edited by K. Brunner and A. H. Meltzer. Amsterdam: North-Holland Publishing Company, 1984.
- 1984
- Working Paper
Earnings Variability and Variance Bounds Tests for Rationality of Stock Market Prices
By: Robert C. Merton and Terry A. Marsh
- 1983
- Working Paper
Aggregate Dividend Behavior and Its Implications for Tests of Stock Market Rationality
By: Terry A. Marsh and Robert C. Merton
- 1983
- Chapter
On Consumption-Indexed Public Pension Plans
By: Robert C. Merton
Merton, Robert C. "On Consumption-Indexed Public Pension Plans." In Financial Aspects of the U.S. Pension System, edited by Zvi Bodie and John B. Shoven. Chicago: University of Chicago Press, 1983. (Chapter 18 in Continuous-Time Finance. Reprinted in The Foundations of Pension Finance, Volume I, Zvi Bodie and E. Philip Davis, eds., Edward Elger, 2000.)
- 1983
- Chapter
On the Role of Social Security as a Means for Efficient Risk-Bearing in an Economy Where Human Capital is Not Tradeable
By: Robert C. Merton
Merton, Robert C. "On the Role of Social Security as a Means for Efficient Risk-Bearing in an Economy Where Human Capital is Not Tradeable." In Financial Aspects of the U.S. Pension System, edited by Zvi Bodie and John B. Shoven. Chicago: University of Chicago Press, 1983. (Reprinted in The Foundations of Pension Finance, Volume I, Zvi Bodie and E. Philip Davis, eds., Edward Elger, 2000.)
- January 1982
- Article
The Returns and Risk of Alternative Put Option Portfolio Investment Strategies
By: Robert C. Merton, Myron S. Scholes and Matthew L. Gladstein
Merton, Robert C., Myron S. Scholes, and Matthew L. Gladstein. "The Returns and Risk of Alternative Put Option Portfolio Investment Strategies." Journal of Business 55 (January 1982): 183–242.