Bridge over ocean
1 March 2013 Financial Analysts Journal Volume 69, Issue 2

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

  1. Robert C. Merton
  2. Monica Billio
  3. Mila Getmansky
  4. Dale Gray
  5. Andrew W. Lo
  6. Loriana Pelizzon

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.

Read the Complete Article in Financial Analysts Journal Financial Analysts Journal CFA Institute Member Content

We’re using cookies, but you can turn them off in Privacy Settings.  Otherwise, you are agreeing to our use of cookies.  Accepting cookies does not mean that we are collecting personal data. Learn more in our Privacy Policy.