On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected)
Name
Merton et al. (2013) - On a New Approach.pdf
Size
1.28 MB
Format
Adobe PDF
Checksum (MD5)
c9968c5c84225d0bcd8ca93035b55491
Author(s)
Merton, Robert C.
Billio, Monica
Getmansky, Mila
Gray, Dale
Lo, Andrew W.
Pelizzon, Loriana
Date Issued
March 2013
Journal
Financial Analysts Journal
Publisher
CFA Institute
Citation
Merton, Robert C., Monica Billio, Mila Getmansky, Dale Gray, Andrew W. Lo, and Loriana Pelizzon. “On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected October 2013).” Financial Analysts Journal 69, no. 2 (March 2013).
Version
Author's final manuscript
Abstract
At the fifth annual CFA Institute European Investment Conference on 19 October 2012 in Prague, Robert C. Merton gave a presentation on analyzing and managing macrofinancial risk. This article is based on his talk and on research he carried out with his coauthors.
MIT Department
Sloan School of Management
Terms of Use
Creative Commons Attribution-Noncommercial-Share Alike
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DOI of Published Version
https://doi.org/10.2469/faj.v69.n2.5
