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

Robert C. Merton; Monica Billio; Mila Getmansky; Dale Gray; Andrew W. Lo; Loriana Pelizzon

doi:10.2469/faj.v69.n2.5

1 March 2013 Financial Analysts Journal Volume 69, Issue 2

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

Robert C. Merton, Monica Billio, Mila Getmansky, Dale Gray, Andrew W. Lo, and 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.

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Publisher Information

CFA Institute 12 pages doi.org/10.2469/faj.v69.n2.5 ISSN/ISBN: 0015-198X