NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Alan Marcus

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers and Chapters

February 2010Comment on "Valuing Government Guarantees: Fannie and Freddie Revisited"
in Measuring and Managing Federal Financial Risk, Deborah Lucas, editor
November 1990Riding the Yield Curve: Reprise
with Robin Grieves: w3511
September 1989An Equilibrium Theory of Excess Volatility and Mean Reversion in Stock Market Prices
w3106
1988Defined Benefit versus Defined Contribution Pension Plans: What are the Real Trade-offs?
with Zvi Bodie, Robert C. Merton
in Pensions in the U.S. Economy, Zvi Bodie, John B. Shoven, and David A. Wise, eds.
August 1987Interest-Only/Principal-Only Mortgage-Backed Strips: A Valuation and Risk Analysis
with Arnold Kling: w2340
1987Pension Plan Integration As Insurance Against Social Security Risk
with Robert C. Merton, Zvi Bodie
in Issues in Pension Economics, Zvi Bodie, John B. Shoven, and David A. Wise, eds.
Corporate Pension Policy and the Value of PBGC Insurance
in Issues in Pension Economics, Zvi Bodie, John B. Shoven, and David A. Wise, eds.
June 1986The Valuation of Security Analysis
with Alex Kane: w1958
October 1985Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs?
with Zvi Bodie, Robert C. Merton: w1719
June 1985How Big is the Tax Advantage to Debt?
with Alex Kane, Robert L. McDonald: w1286
May 1985Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market
with Alex Kane: w1614
August 1984Debt Policy and the Rate of Return Premium to Leverage
with Alex Kane, Robert L. McDonald: w1439
June 1984Pension Plan Integration as Insurance Against Social Security Risk
with Robert C. Merton, Zvi Bodie: w1370
December 1983Earnings and Dividend Announcements is there a Corroboration Effect?
with Alex Kane, Young Ki Lee: w1248
October 1983Corporate Pension Policy and the Value of PBGC Insurance
w1217

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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