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Robert C. Merton : the first financial engineer

Lo, Andrew W. - In: Annual review of financial economics 12 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012404615

The derivatives sourcebook

Lim, Terence; Lo, Andrew W.; Merton, Robert C.; … - 2006

Persistent link: https://www.econbiz.de/10003342740

Systemic risk and the refinancing ratchet effect

Khandani, Amir E.; Lo, Andrew W.; Merton, Robert C. - 2009

Persistent link: https://www.econbiz.de/10003886384

Systemic risk and the refinancing ratchet effect

Khandani, Amir E.; Lo, Andrew W.; Merton, Robert C. - 2009 - This draft: September 13, 2009

Persistent link: https://www.econbiz.de/10003886469

Systemic risk and the refinancing ratchet effect

Khandani, Amir E.; Lo, Andrew W.; Merton, Robert C. - 2009 - This draft: September 13, 2009

The confluence of three trends in the U.S. residential housing market - rising home prices, declining interest rates, and near-frictionless refinancing opportunities - led to vastly increased systemic risk in the financial system. Individually, each of these trends is benign, but when they occur...

Persistent link: https://www.econbiz.de/10003889053

Preface to the Annual Review of Financial Economics

Lo, Andrew W.; Merton, Robert C. - In: Annual review of financial economics 1 (2009), pp. 1-17

Persistent link: https://www.econbiz.de/10003924489

On a new approach for analyzing and managing macrofinancial risks

Merton, Robert C.; Billio, Monica; Getmansky, Mila; … - In: Financial analysts' journal : FAJ 69 (2013) 2, pp. 22-33

Persistent link: https://www.econbiz.de/10009745669

Systemic risk and the refinancing ratchet effect

Khandani, Amir E.; Lo, Andrew W.; Merton, Robert C. - In: Journal of financial economics 108 (2013) 1, pp. 29-45

Persistent link: https://www.econbiz.de/10009746574

Systemic Risk and the Refinancing Ratchet Effect

Khandani, Amir - 2010

The confluence of three trends in the U.S. residential housing market---rising home prices, declining interest rates, and near-frictionless refinancing opportunities---led to vastly increased systemic risk in the financial system. Individually, each of these trends is benign, but when they occur...

Persistent link: https://www.econbiz.de/10013150910

A look back and a way forward

Lo, Andrew W.; Merton, Robert C. - In: Annual review of financial economics 13 (2021), pp. v-viii

Persistent link: https://www.econbiz.de/10012795261