NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Alan Marcus

Contact and additional information for this authorAll publicationsWorking Papers only

Working Papers

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
August 1987Interest-Only/Principal-Only Mortgage-Backed Strips: A Valuation and Risk Analysis
with Arnold Kling: w2340
August 1986Debt Policy and the Rate of Return Premium to Leverage
with Alex Kane, Robert L. McDonald: w1439
Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market
with Alex Kane: w1614
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 1985Earnings and Dividend Announcements is there a Corroboration Effect?
with Alex Kane, Young Ki Lee: w1248
How Big is the Tax Advantage to Debt?
with Alex Kane, Robert L. McDonald: w1286
June 1984Pension Plan Integration as Insurance Against Social Security Risk
with Robert C. Merton, Zvi Bodie: w1370
October 1983Corporate Pension Policy and the Value of PBGC Insurance
w1217

Contact and additional information for this authorAll publicationsWorking Papers only

 
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