On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected)

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.

Bibliographic Details
Main Authors: Merton, Robert C., Billio, Monica, Getmansky, Mila, Gray, Dale, Lo, Andrew W., Pelizzon, Loriana
Other Authors: Sloan School of Management
Format: Article
Language:en_US
Published: CFA Institute 2014
Online Access:http://hdl.handle.net/1721.1/90828
https://orcid.org/0000-0003-2944-7773
https://orcid.org/0000-0003-1133-2484