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.; ... Show more
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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.
Date issued
2013-03
URI
http://hdl.handle.net/1721.1/90828
Department
Sloan School of Management
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
ISSN
0015-198X
1938-3312
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