Symposium in Honor of Robert C. Merton - Day 1: Myron Scholes скачать в хорошем качестве

Symposium in Honor of Robert C. Merton - Day 1: Myron Scholes

Dynamic Risk Management: The Cost of Constraints by Myron Scholes (Stanford). Symposium in Honor of Robert C. Merton, PhD ’70 August 5-6, 2019 MIT Sloan School of Management 50 Memorial Drive | Cambridge, MA Colleagues, family, and friends of Robert C. Merton gathered in honor of his 75th birthday to present academic papers that reflect the impact of his scholarly work, both past and present. Robert C. Merton is the School of Management Distinguished Professor of Finance at the Massachusetts Institute of Technology, and the John and Natty McArthur University Professor Emeritus at Harvard University. Merton received the Alfred Nobel Memorial Prize in Economic Sciences in 1997 for a new method to determine the value of derivatives. His research focuses on finance theory, including lifecycle and retirement finance, optimal portfolio selection, capital asset pricing, pricing of derivative securities, credit risk, loan guarantees, financial innovation, the dynamics of institutional change, and improving the methods of measuring and managing macro-financial systemic risk. He is currently resident scientist at Dimensional Holdings, Inc., where he is the creator of Target Retirement Solution, a global integrated retirement-funding solution system.