"Paul Samuelson and Financial Economics."

Merton, Robert C. American Economist Vol. 50, No. 2 (2006): 9-31.

"Do a Firm's Equity Returns Reflect the Risk of Its Pension Plan?"

Jin, Li, Robert C. Merton and Zvi Bodie. Journal of Financial Economics Vol. 81, No. 1 (2006): 1-26.

The Derivatives Sourcebook.

Lim, Terence, Andrew W. Lo, Robert C. Merton and Myron S. Scholes. Hanover, MA: Now Publishers Inc., 2006.

"Made to Measure Is the Best Fit for Future Pensions."

Mendoza, Roberto G. and Robert C. Merton. Financial Times, January 2006.

"Allocating Shareholder Capital to Pension Plans."

Merton, Robert C. Journal of Applied Corporate Finance Vol. 18, No. 1 (2006): 15-24.

"Observations on Innovation in Pension Fund Management in the Impending Future."

Merton, Robert C. PREA Quarterly, January 2006.