Fulton Hall聽560D
Telephone: 617-552-2767
Email: alan.marcus@bc.edu
Derivative Markets; Investments; and Security Pricing.
Articles
鈥.鈥 (With Roger M. Edelen and Hassan Tehranian.) Financial Analysts Journal, 66 (4), 20-32. July/August 2010.聽
鈥.鈥 (With Amy Hutton and Hassan Tehranian.) Journal of Financial Economics, 94 (1), 67-86. October, 2009.聽
鈥.鈥 (With Marcia Cornett and Hassan Tehranian.) Journal of Financial Economics, 87 (2), 357-373. February, 2008.聽
听鈥.鈥 (With Marcia Cornett, Anthony Saunders and Hassan Tehranian.) Journal of Banking and Finance, 31 (6), 1771-1794. June, 2007.聽
鈥.鈥 (With Eric Jacquier and Alex Kane.) Journal of Financial Econometrics, 3 (1), 37-55. Winter, 2005.聽
Books
. (With Richard Brealey and Stewart Myers.) 2009.
. (With Alex Kane and Zvi Bodie.) 2013.聽
Professor Marcus has served as a Research Fellow at the National Bureau of Economic Research, where he participated in both the Pension Economics and the Financial Markets and Monetary Economics Groups. He also spent two years at the Federal Home Loan Mortgage Corporation (Freddie Mac), where he helped to develop mortgage pricing and credit risk models. He currently serves on the Research Foundation Advisory Board of the CFA Institute.