Ian Martin

Disasters Implied by Equity Index Options

Year: 2009
Journal: Journal of Finance
Authors: David Backus; Mikhail Chernov; Ian Martin

Disasters Implied by Equity Index Options

Year: 2009
Journal: Journal of Finance
Authors: David Backus; Mikhail Chernov; Ian Martin

Consumption-Based Asset Pricing with Higher Cumulants

Year: 2010
Journal: Review of Economic Studies
Authors: Ian Martin

The Valuation of Long-Dated Assets

Year: 2010
Journal: Journal of Political Economy
Authors: Ian Martin

The Lucas Orchard

Year: 2011
Journal: Econometrica
Authors: Ian Martin

Simple Variance Swaps

Year: 2011
Journal: No Journal Matched
Authors: Ian Martin

The Forward Premium Puzzle in a Two-Country World

Year: 2011
Journal: No Journal Matched
Authors: Ian Martin

What is the Expected Return on the Market

Year: 2015
Journal: No Journal Matched
Authors: Ian Martin

Averting Catastrophes That Kill

Year: 2017
Journal: No Journal Matched
Authors: Ian Martin; Robert S. Pindyck

Options and the Gamma Knife

Year: 2018
Journal: Journal of Portfolio Management
Authors: Ian Martin

Notes on the Yield Curve

Year: 2018
Journal: No Journal Matched
Authors: Ian Martin; Stephen Ross

Market Efficiency in the Age of Big Data

Year: 2019
Journal: Journal of Financial Economics
Authors: Ian Martin; Stefan Nagel

Volatility Valuation Ratios and Bubbles: An Empirical Measure of Market Sentiment

Year: 2019
Journal: No Journal Matched
Authors: Ian Martin; Can Gao

Market Efficiency in the Age of Big Data

Year: 2019
Journal: No Journal Matched
Authors: Ian Martin; Stefan Nagel

Sentiment and Speculation in a Market with Heterogeneous Beliefs

Year: 2019
Journal: No Journal Matched
Authors: Ian Martin; Dimitris Papadimitriou

Sustainability in a Risky World

Year: 2021
Journal: No Journal Matched
Authors: John Y. Campbell; Ian Martin

Sustainability in a Risky World

Year: 2022
Journal: No Journal Matched
Authors: John Y. Campbell; Ian Martin

Debt and Deficits: Fiscal Analysis with Stationary Ratios

Year: 2023
Journal: No Journal Matched
Authors: John Y. Campbell; Can Gao; Ian Martin

Forecasting Crashes with a Smile

Year: 2023
Journal: No Journal Matched
Authors: Ian Martin; Ran Shi

Long-Horizon Exchange Rate Expectations

Year: 2023
Journal: No Journal Matched
Authors: Lukas Kremens; Ian Martin; Liliana Varela