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Ian Martin

Personal Details

First Name:Ian
Middle Name:
Last Name:Martin
Suffix:
RePEc Short-ID:pma1585
http://personal.lse.ac.uk/martiniw/
Houghton Street London WC2A 2AE United Kingdom
442079557856
Terminal Degree:2008 Department of Economics; Harvard University (from RePEc Genealogy)

Affiliation

Finance Department
London School of Economics (LSE)

London, United Kingdom
http://www.lse.ac.uk/collections/finance/

: +44 (020) 7405 7686

Houghton Street, London WC2A 2AE
RePEc:edi:fdlseuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Martin, Ian & Ross, Stephen, 2018. "Notes on the Yield Curve," CEPR Discussion Papers 13176, C.E.P.R. Discussion Papers.
  2. Martin, Ian, 2018. "Options and the Gamma Knife," CEPR Discussion Papers 12883, C.E.P.R. Discussion Papers.
  3. Kremens, Lukas & Martin, Ian, 2017. "The Quanto Theory of Exchange Rates," CEPR Discussion Papers 11970, C.E.P.R. Discussion Papers.
  4. Ian Martin & Robert S. Pindyck, 2017. "Averting Catastrophes that Kill," NBER Working Papers 23346, National Bureau of Economic Research, Inc.
  5. Martin, Ian & Wagner, Christian, 2016. "What is the Expected Return on a Stock?," CEPR Discussion Papers 11608, C.E.P.R. Discussion Papers.
  6. Martin, Ian, 2015. "What is the Expected Return on the Market?," CEPR Discussion Papers 10715, C.E.P.R. Discussion Papers.
  7. 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.
  8. Ian Martin, 2011. "The Lucas Orchard," NBER Working Papers 17563, National Bureau of Economic Research, Inc.
  9. Ian Martin, 2011. "The Forward Premium Puzzle in a Two-Country World," NBER Working Papers 17564, National Bureau of Economic Research, Inc.
  10. Ian Martin, 2011. "Simple Variance Swaps," NBER Working Papers 16884, National Bureau of Economic Research, Inc.
  11. Ian Martin, 2010. "The Valuation of Long-Dated Assets," NBER Working Papers 16219, National Bureau of Economic Research, Inc.
  12. Ian Martin, 2010. "Consumption-Based Asset Pricing with Higher Cumulants," NBER Working Papers 16153, National Bureau of Economic Research, Inc.
  13. 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, 2017. "What is the Expected Return on the Market?," The Quarterly Journal of Economics, Oxford University Press, vol. 132(1), pages 367-433.
  2. Ian W. R. Martin & Robert S. Pindyck, 2015. "Averting Catastrophes: The Strange Economics of Scylla and Charybdis," American Economic Review, American Economic Association, vol. 105(10), pages 2947-2985, October.
  3. Ian Martin, 2013. "The Lucas Orchard," Econometrica, Econometric Society, vol. 81(1), pages 55-111, January.
  4. Ian W. Martin, 2013. "Consumption-Based Asset Pricing with Higher Cumulants," Review of Economic Studies, Oxford University Press, vol. 80(2), pages 745-773.
  5. Ian Martin, 2012. "On the Valuation of Long-Dated Assets," Journal of Political Economy, University of Chicago Press, vol. 120(2), pages 346-358.
  6. 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.
  7. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Recursive Impact Factor
  2. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  3. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  4. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  5. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  6. Number of Journal Pages, Weighted by Simple Impact Factor
  7. Number of Journal Pages, Weighted by Recursive Impact Factor
  8. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  9. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 15 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FOR: Forecasting (5) 2015-08-01 2016-11-13 2017-05-14 2017-07-23 2018-09-03. Author is listed
  2. NEP-MAC: Macroeconomics (4) 2009-08-16 2009-11-27 2010-07-10 2016-11-13
  3. NEP-ENV: Environmental Economics (3) 2015-08-01 2015-11-15 2017-05-21
  4. NEP-BEC: Business Economics (2) 2009-08-16 2009-11-27
  5. NEP-CBA: Central Banking (2) 2010-07-10 2011-11-14
  6. NEP-ENE: Energy Economics (2) 2014-06-22 2017-05-21
  7. NEP-FMK: Financial Markets (2) 2009-11-27 2016-11-13
  8. NEP-MON: Monetary Economics (2) 2017-05-14 2018-09-03
  9. NEP-OPM: Open Economy Macroeconomics (2) 2011-11-14 2018-09-03
  10. NEP-UPT: Utility Models & Prospect Theory (2) 2009-11-27 2011-11-14
  11. NEP-DGE: Dynamic General Equilibrium (1) 2011-11-14
  12. NEP-REG: Regulation (1) 2014-06-22
  13. NEP-RMG: Risk Management (1) 2015-08-01

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