On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected)
Author(s)Merton, Robert C.; Billio, Monica; Getmansky, Mila; Gray, Dale; Lo, Andrew W.; Pelizzon, Loriana; ... Show more Show less
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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.
DepartmentSloan School of Management
Financial Analysts Journal
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).
Author's final manuscript