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.
| Main Authors: | , , , , , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
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CFA Institute
2014
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| Online Access: | http://hdl.handle.net/1721.1/90828 https://orcid.org/0000-0003-2944-7773 https://orcid.org/0000-0003-1133-2484 |
| _version_ | 1826191309031866368 |
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| author | Merton, Robert C. Billio, Monica Getmansky, Mila Gray, Dale Lo, Andrew W. Pelizzon, Loriana |
| author2 | Sloan School of Management |
| author_facet | Sloan School of Management Merton, Robert C. Billio, Monica Getmansky, Mila Gray, Dale Lo, Andrew W. Pelizzon, Loriana |
| author_sort | Merton, Robert C. |
| collection | MIT |
| description | 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. |
| first_indexed | 2024-09-23T08:54:12Z |
| format | Article |
| id | mit-1721.1/90828 |
| institution | Massachusetts Institute of Technology |
| language | en_US |
| last_indexed | 2024-09-23T08:54:12Z |
| publishDate | 2014 |
| publisher | CFA Institute |
| record_format | dspace |
| spelling | mit-1721.1/908282022-09-30T12:00:48Z On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected) Merton, Robert C. Billio, Monica Getmansky, Mila Gray, Dale Lo, Andrew W. Pelizzon, Loriana Sloan School of Management Merton, Robert C. Lo, Andrew W. 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. 2014-10-09T16:21:33Z 2014-10-09T16:21:33Z 2013-03 Article http://purl.org/eprint/type/JournalArticle 0015-198X 1938-3312 http://hdl.handle.net/1721.1/90828 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). https://orcid.org/0000-0003-2944-7773 https://orcid.org/0000-0003-1133-2484 en_US http://dx.doi.org/10.2469/faj.v69.n2.5 Financial Analysts Journal Creative Commons Attribution-Noncommercial-Share Alike http://creativecommons.org/licenses/by-nc-sa/4.0/ application/pdf CFA Institute Prof. Lo via Alex Caracuzzo |
| spellingShingle | Merton, Robert C. Billio, Monica Getmansky, Mila Gray, Dale Lo, Andrew W. Pelizzon, Loriana On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected) |
| title | On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected) |
| title_full | On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected) |
| title_fullStr | On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected) |
| title_full_unstemmed | On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected) |
| title_short | On a New Approach for Analyzing and Managing Macrofinancial Risks (corrected) |
| title_sort | on a new approach for analyzing and managing macrofinancial risks corrected |
| url | http://hdl.handle.net/1721.1/90828 https://orcid.org/0000-0003-2944-7773 https://orcid.org/0000-0003-1133-2484 |
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