NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Alan Marcus

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

Working Papers

November 1990Riding the Yield Curve: Reprise
with Robin Grieves: w3511

Published: JPM, Vol. 18, no. 4 (1992): 67-76.

September 1989An Equilibrium Theory of Excess Volatility and Mean Reversion in Stock Market Prices
w3106
August 1987Interest-Only/Principal-Only Mortgage-Backed Strips: A Valuation and Risk Analysis
with Arnold Kling: w2340
June 1986The Valuation of Security Analysis
with Alex Kane: w1958

Published: Kane, Alex, Alan J. Marcus, and Robert R. Trippi. "The Valuation of Security Analysis." Journal of Portfolio Management 25, 3 (Spring 1999): 25-36.

October 1985Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs?
with Zvi Bodie, Robert C. Merton: w1719

Published:

June 1985How Big is the Tax Advantage to Debt?
with Alex Kane, Robert L. McDonald: w1286

Published: Kane, Alex, Alan J. Marcus and Robert L. McDonald. "How Big is the Tax Advantage to Debt?" Journal of Finance, Vol. 39, No. 3, (July 1984), pp. 841- 853. citation courtesy of

May 1985Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market
with Alex Kane: w1614

Published: Kane, Alex and Alan J. Marcus. "Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market." Journal of Finance, Vol. 41, No. 1, (march 1986), pp. 195-207. citation courtesy of

August 1984Debt Policy and the Rate of Return Premium to Leverage
with Alex Kane, Robert L. McDonald: w1439

Published: Kane, Alex, Marcus, Alan J. and Robert L. McDonald. "Debt Policy and the Rate of Return Premium to Leverage," Journal of Financial and Quantitative Analysis, Vol. 20, No. 4, (Dec. 1985), pp. 479-499. citation courtesy of

June 1984Pension Plan Integration as Insurance Against Social Security Risk
with Robert C. Merton, Zvi Bodie: w1370

Published:

December 1983Earnings and Dividend Announcements is there a Corroboration Effect?
with Alex Kane, Young Ki Lee: w1248

Published: Kane, Alex, Young Ki Lee, and Alan J. Marcus. "Earnings and Dividend Announcements: Is There a Corroboration Effect?" Journal of Finance, Vol. 39, No. 4, (September 1984), pp. 1091-1099. citation courtesy of

October 1983Corporate Pension Policy and the Value of PBGC Insurance
w1217

Published:

  • Marcus, Alan J. "Spinoff/Terminations And The Value Of Pension Insurance," Journal of Finance, 1985, v40(3), 911-924.
  • Marcus, Alan J. "Corporate Pension Policy and the Value of PBGC Insurance," Issues in Pension Economics, edited by Z. Bodie, J. Shoven, D. Wise, Chicago: UCP, 1987.
  • Corporate Pension Policy and the Value of PBGC Insurance, Alan Marcus. in Issues in Pension Economics, Bodie, Shoven, and Wise. 1987

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
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