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List of works by Alan Marcus

An Equilibrium Theory of Excess Volatility and Mean Reversion in Stock Market Prices ⬇️

scientific article published in September 1989

Corporate Pension Policy and the Value of PBGC Insurance ⬇️

Debt Policy and the Rate of Return Premium to Leverage ⬇️

Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs? ⬇️

Earnings and Dividend Announcements is there a Corroboration Effect? ⬇️

How Big is the Tax Advantage to Debt? ⬇️

Interest-Only/Principal-Only Mortgage-Backed Strips: A Valuation and Risk Analysis ⬇️

Pension Plan Integration as Insurance Against Social Security Risk ⬇️

Riding the Yield Curve: Reprise ⬇️

scientific article published in November 1990

The Valuation of Security Analysis ⬇️

scientific article published in June 1986

Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market ⬇️

scientific article published in May 1985

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