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~isPartOf:"Journal of Futures Markets"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
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ECONIS (ZBW)
11
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1
The quality option in the treasury bond futures market: An empirical assessment
Kane, Alex
;
Marcus, Alan J.
- In:
Journal of Futures Markets
6
(
1986
)
2
,
pp. 231-248
Persistent link: https://www.econbiz.de/10011197757
Saved in:
2
Conversion factor risk and hedging in the treasury‐bond futures market
Kane, Alex
;
Marcus, Alan J.
- In:
Journal of Futures Markets
4
(
1984
)
1
,
pp. 55-64
Persistent link: https://www.econbiz.de/10011196995
Saved in:
3
Riding the yield curve : reprise
Grieves, Robin
;
Marcus, Alan J.
-
1990
Persistent link: https://www.econbiz.de/10000803377
Saved in:
4
An equilibrium theory of excess volatility and mean reversion in stock market prices
Marcus, Alan J.
-
1989
Persistent link: https://www.econbiz.de/10000774913
Saved in:
5
Interest-only - principal-only mortgage-backed strips : a valuation and risk analysis
Marcus, Alan J.
;
Kling, Arnold S.
-
1987
Persistent link: https://www.econbiz.de/10000730927
Saved in:
6
The valuation of security analysis
Kane, Alex
;
Marcus, Alan J.
-
1986
Persistent link: https://www.econbiz.de/10000712444
Saved in:
7
Valuation and optimal exercise of the wild card option in the treasury bond futures market
Kane, Alex
;
Marcus, Alan J.
-
1985
Persistent link: https://www.econbiz.de/10000684425
Saved in:
8
Defined benefit versus defined contribution pension plans : what are the real tradeoffs?
Bodie, Zvi
;
Marcus, Alan J.
;
Merton, Robert C.
-
1985
Persistent link: https://www.econbiz.de/10000686467
Saved in:
9
Debt policy and the rate of return premium to leverage
Kane, Alex
;
Marcus, Alan J.
;
McDonald, Robert L.
-
1984
Persistent link: https://www.econbiz.de/10001471171
Saved in:
10
Pension plan integration as insurance against social security risk
Merton, Robert C.
;
Bodie, Zvi
;
Marcus, Alan J.
-
1984
Persistent link: https://www.econbiz.de/10003207157
Saved in:
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