Ian Martin

Department of Finance
London School of Economics
Houghton Street
London WC2A 2AE
United Kingdom

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org
Institutional Affiliation: London School of Economics

NBER Working Papers and Publications

December 2019Market Efficiency in the Age of Big Data
with Stefan Nagel: w26586
July 2019Welfare Costs of Catastrophes: Lost Consumption and Lost Lives
with Robert S. Pindyck: w26068
April 2017Averting Catastrophes that Kill
with Robert S. Pindyck: w23346
June 2014Averting Catastrophes: The Strange Economics of Scylla and Charybdis
with Robert S. Pindyck: w20215

Published: 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 2947-85, October. citation courtesy of

November 2011The Lucas Orchard

Published: Ian Martin, 2013. "The Lucas Orchard," Econometrica, Econometric Society, vol. 81(1), pages 55-111, 01. citation courtesy of

The Forward Premium Puzzle in a Two-Country World
March 2011Simple Variance Swaps
July 2010The Valuation of Long-Dated Assets

Published: Ian Martin, 2012. "On the Valuation of Long-Dated Assets," Journal of Political Economy, University of Chicago Press, vol. 120(2), pages 346 - 358. citation courtesy of

Consumption-Based Asset Pricing with Higher Cumulants

Published: Ian W. Martin, 2013. "Consumption-Based Asset Pricing with Higher Cumulants," Review of Economic Studies, Oxford University Press, vol. 80(2), pages 745-773. citation courtesy of

August 2009Disasters implied by equity index options
with David Backus, Mikhail Chernov: w15240

Published: 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. citation courtesy of

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