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- 23 Sep 2008
- Working Paper Summaries
New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability
- 13 Nov 2006
- Working Paper Summaries
A New Framework for Analyzing and Managing Macrofinancial Risks of An Economy
- 01 Feb 2001
- News
Porter Appointed to University Professorship
organizations, and numerous nations abroad as well as U.S. inner cities. "As the fourth University Professor in the 93-year history of HBS — a group that includes Nobel laureate Robert C. Merton, the late...
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- 29 Sep 2009
- First Look
First Look: September 29
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1471435 Systemic Risk and the Refinancing Ratchet Effect Authors:Amir E. Khandani, Andrew W. Lo, and Robert C. Merton...
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Martha Lagace
- 30 Oct 2006
- First Look
First Look: October 31, 2006
capital are also important for the effect of FDI on economic growth. Download working paper: http://papers.nber.org/papers/W12522 A New Framework for Analyzing and Managing Macrofinancial Risks of an Economy Authors:Dale F. View Details
Keywords:
Sean Silverthorne
- 01 Aug 2006
- First Look
First Look: August 1, 2006
Purchase this case: http://harvardbusinessonline.hbsp.harvard.edu/b01/en/common/item_detail.jhtml?id=606099 PublicationsThe Derivatives Sourcebook: Foundations and Trends in Finance Author:Terence Lim, Andrew W. Lo, Robert View Details
Keywords:
Sean Silverthorne
- 31 Mar 2009
- First Look
First Look: March 31, 2009
F. Sharpe, Robert C. Merton, and Myron S. Scholes Author:Robert C. Merton Publication:Vol. 2, edited View Details
Keywords:
Martha Lagace
- Web
Finance - Faculty & Research
Lerner Paul A. Gompers William A. Sahlman Robert S. Kaplan Kenneth A. Froot Laura Alfaro Robert C. Merton Andre F....
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- 2007
- Working Paper
New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability
By: Dale F. Gray, Robert C. Merton and Zvi Bodie
This paper proposes a new approach to improve the way central banks can analyze and manage the financial risks of a national economy. It is based on the modern theory and practice of contingent claims analysis (CCA), which is successfully used today at the level of...
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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.
- 2010
- Chapter
Measuring and Managing Macrofinancial Risk and Financial Stability: A New Framework
By: Dale F. Gray, Robert C. Merton and Zvi Bodie
This paper proposes a new approach to improve the way central banks can analyze and manage the financial risks of a national economy. It is based on the modern theory and practice of contingent claims analysis (CCA), which is successfully used today at the level of...
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- Web
Special Collections and Archives Exhibits | Baker Library | Bloomberg Center | Harvard Business School
Add My Librarian Item Option Pricing in Theory & Practice: The Nobel Prize Research of Robert C. Merton In October 1997, the Nobel Prize in Economic Sciences was awarded to...
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- Web
Finance Awards & Honors - Faculty & Research
2013). Benjamin C. Esty: Received the 2012 Charles M. Williams Award for Excellence in Teaching. W. Carl Kester: Recipient of the Robert F. Greenhill Award in 1992, 1994, 2005,...
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- 2008
- Working Paper
New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability
By: Dale F. Gray, Robert C. Merton and Zvi Bodie
This paper proposes a new approach to improve the way central banks can analyze and manage the financial risks of a national economy. It is based on the modern theory and practice of contingent claims analysis (CCA), which is successfully used today at the level of...
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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.)
- 18 Dec 2007
- First Look
First Look: December 18, 2007
a social loss function. Purchase the paper from SSRN.com ($5): http://papers.nber.org/papers/w13622 New Framework for Measuring and Managing Macrofinancial Risk and Financial Stability Authors:Dale F. Gray,...
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Martha Lagace
- Fourth Quarter 2007
- Article
Contingent Claims Approach to Measuring and Managing Sovereign Credit Risk
By: Dale . F. Gray, Robert C. Merton and Zvi Bodie
This paper proposes a new approach to measure, analyze, and manage sovereign risk based on the theory and practice of modern contingent claims analysis (CCA). The paper provides a new framework for adapting the CCA model to the sovereign balance sheet in a way that can...
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Keywords:
Credit;
Investment;
Sovereign Finance;
Risk Management;
Emerging Markets;
Market Transactions;
Mathematical Methods;
Valuation
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.
- 23 Feb 2010
- First Look
First Look: Feb. 23
http://hbr.org/product/handbook-of-leadership-theory-and-practice/an/12326-HBK-ENG Tribute to Paul A. Samuelson Author:Robert C. Merton Publication:The Journal of Portfolio Management 36, no. 2 (winter...
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Martha Lagace
- 01 Dec 1997
- News
Merton's Economics Research Wins Nobel Prize
In a predawn phone call on October 14, the Royal Swedish Academy of Sciences informed HBS professor Robert C. Merton that he had won the 1997 Nobel Prize in Economics. Merton's...
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- 2006
- Working Paper
A New Framework for Analyzing and Managing Macrofinancial Risks of An Economy
By: Dale F. Gray, Robert C. Merton and Zvi Bodie
Gray, Dale F., Robert C. Merton, and Zvi Bodie. "A New Framework for Analyzing and Managing Macrofinancial Risks of An Economy." Harvard Business School Working Paper, No. 07-026, October 2006. (Also NBER Working Paper Series, No. 12637.)
- 28 Jan 2014
- First Look
First Look: January 28
https://pubwww.hbs.edu/faculty/Pages/download.aspx?name=gray%20rand%20et%20al.pdf August 2013 PLoS ONE Give What You Get: Capuchin Monkeys (Cebus apella) and 4-year-old Children Pay Forward Positive and Negative Outcomes to Conspecifics By: Leimgruber, Kristin L., Adrian...
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Keywords:
Sean Silverthorne
- 01 Dec 1996
- News
Faculty Symposium Honors McArthur
Management Professor Robert H. Hayes and Associate Professor Marco Iansiti Global Financial Systems Professor Robert C. Merton and Associate...
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Keywords:
Daniel Penrice