Financial Analysts Journal · 2013 · 66 citations · 7 references
ManagementFinanceRisk ManagementFinancial EconomicsFinancial Risk ManagementInvestment ManagementCredit RiskFinancial RiskMarket RiskRisk EvaluationRisk TheoryFinancial Risk Management SystemsFinancial Risk MitigationInvestment Risk AnalysisMerton ModelNonfinancial RiskRiskRisk FrameworksSystemic Risk Management
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.
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ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
Robert C. Merton · The Journal of Finance · 1974 · 11K citations · Full text
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