Prof. Robert C Merton

School of Management Distinguished Professor of Finance

Primary DLC

MIT Sloan School of Management

MIT Room: E62-634

Areas of Interest and Expertise

Finance
401K
Arbitrage Pricing Theory
Asset Management and Pricing
Contagion
Derivatives
Financial Engineering
Financial Institutions
Financial Markets; Financial Services
Functional Finance
Governmental Financial institutions
Options
Options Pricing Valuation
Pension Funds
Pensions
Portfolio Choice
Portfolio Design and Management
Portfolio Theory
Retirement Finance
Retirement Planning
Risk Management

Research Summary

Professor Merton’s current academic interests are in understanding and controlling the propagation of macro financial risk including designing financial instruments to implement automatic stabilization policies for central banks, and improving methods of measuring and managing sovereign risk.

He is also working on a next-generation retirement savings system. As the global population ages, both public- and private-sector retirement-benefit schemes are putting enormous pressure on government budgets and national economies.

Recent Work