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Ian Martin

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This is information that was supplied by Ian Martin in registering through RePEc. If you are Ian Martin , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Ian
Middle Name:
Last Name: Martin
Suffix:

RePEc Short-ID: pma1585

Email:
Homepage: http://www.stanford.edu/~iwrm
Postal Address: Houghton Street
Phone: 442079557856

Affiliation

Finance Department
London School of Economics (LSE)
Location: London, United Kingdom
Homepage: http://www.lse.ac.uk/collections/finance/
Email:
Phone: +44 (020) 7405 7686
Fax:
Postal: Houghton Street, London WC2A 2AE
Handle: RePEc:edi:fdlseuk (more details at EDIRC)

Works

as in new window

Working papers

  1. Ian W.R. Martin & Robert S. Pindyck, 2014. "Averting Catastrophes: The Strange Economics of Scylla and Charybdis," NBER Working Papers 20215, National Bureau of Economic Research, Inc.
  2. Ian Martin, 2011. "Simple Variance Swaps," NBER Working Papers 16884, National Bureau of Economic Research, Inc.
  3. Ian Martin, 2011. "The Lucas Orchard," NBER Working Papers 17563, National Bureau of Economic Research, Inc.
  4. Ian Martin, 2011. "The Forward Premium Puzzle in a Two-Country World," NBER Working Papers 17564, National Bureau of Economic Research, Inc.
  5. Ian Martin, 2010. "Consumption-Based Asset Pricing with Higher Cumulants," NBER Working Papers 16153, National Bureau of Economic Research, Inc.
  6. Ian Martin, 2010. "The Valuation of Long-Dated Assets," NBER Working Papers 16219, National Bureau of Economic Research, Inc.
  7. Backus, David & Chernov, Mikhail & Martin, Ian, 2009. "Disasters implied by equity index options," CEPR Discussion Papers 7416, C.E.P.R. Discussion Papers.

Articles

  1. Ian Martin, 2013. "The Lucas Orchard," Econometrica, Econometric Society, vol. 81(1), pages 55-111, 01.
  2. Ian W. Martin, 2013. "Consumption-Based Asset Pricing with Higher Cumulants," Review of Economic Studies, Oxford University Press, vol. 80(2), pages 745-773.
  3. Ian Martin, 2012. "On the Valuation of Long-Dated Assets," Journal of Political Economy, University of Chicago Press, vol. 120(2), pages 346 - 358.
  4. David Backus & Mikhail Chernov & Ian Martin, 2011. "Disasters Implied by Equity Index Options," Journal of Finance, American Finance Association, vol. 66(6), pages 1969-2012, December.
  5. Ian W. R. Martin, 2008. "Disasters and the Welfare Cost of Uncertainty," American Economic Review, American Economic Association, vol. 98(2), pages 74-78, May.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (2) 2009-08-16 2009-11-27. Author is listed
  2. NEP-CBA: Central Banking (2) 2010-07-10 2011-11-14. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (1) 2011-11-14
  4. NEP-ENE: Energy Economics (1) 2014-06-22
  5. NEP-FMK: Financial Markets (1) 2009-11-27
  6. NEP-MAC: Macroeconomics (3) 2009-08-16 2009-11-27 2010-07-10. Author is listed
  7. NEP-OPM: Open Economy Macroeconomics (1) 2011-11-14
  8. NEP-REG: Regulation (1) 2014-06-22
  9. NEP-UPT: Utility Models & Prospect Theory (2) 2009-11-27 2011-11-14. Author is listed

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

Most cited item

Most downloaded item (past 12 months)

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Co-authorship network on CollEc

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