終了開催日 : 2017.10.30
スピーカー： Prof. Robert C. Merton
Dimensional Holdings Inc.レジデント・サイエンティスト）
東京大学大学院経済学研究科 学術交流棟 （小島ホール）
"Finance Science and Financial Innovation: History and Future"
Robert C. Merton is the School of Management Distinguished Professor of Finance at the MIT Sloan School of Management and University Professor Emeritus at Harvard University. He was the George Fisher Baker Professor of Business Administration (1988 to 1998) and the John and Natty McArthur University Professor (1998 to 2010) at Harvard Business School. After receiving a PhD in economics from MIT in 1970, Merton served on the finance faculty of MIT's Sloan School of Management until 1988, at which time he was J.C. Penney Professor of Management. He is Resident Scientist at Dimensional Holdings Inc. and is the creator of Dimensional Managed DC. He currently focuses on the Target Retirement Solution, a global integrated retirement-funding solution system.
Merton received the Alfred Nobel Memorial Prize in Economic Sciences in 1997 for a new method to determine the value of derivatives. He is past president of the American Finance Association, a member of the National Academy of Sciences, and a Fellow of the American Academy of Arts and Sciences. Merton received the inaugural Financial Engineer of the Year Award from the International Association of Financial Engineers, which also elected him a Senior Fellow. A Distinguished Fellow of the Institute for Quantitative Research in Finance ('Q Group') and a Fellow of the Financial Management Association, he received the Nicholas Molodovsky Award from the CFA Institute. He received the 2011 CME Group Fred Arditti Innovation Award and the 2013 World Federation of Exchanges Award for Excellence.
Merton's research focuses on finance theory, including lifecycle and retirement finance, optimal portfolio selection, capital asset pricing, pricing of options, credit risk, loan guarantees, and improving the methods of measuring and managing macro-financial risk.
Merton received a BS in engineering mathematics from Columbia University and a MS in applied mathematics from California Institute of Technology.