Selected Entire List   Martin, Ian   Stanford University  Stanford, CA 94305  United States  650-721-1297 (Phone)  email address   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

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. Martin, Ian's Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 100 Total Citations 95 Papers (6) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   The Valuation of Long-Dated Assets | Show Abstract Hide Abstract | Download | NBER Working Paper No. w16219 Working Paper Series Martin, Ian Stanford University Posted: 26 Jul 10 22 (267,995) 3 2.   Disasters Implied by Equity Index Options | View 2 Versions | Show Abstracts | Hide Abstracts| CEPR Discussion Paper No. DP7416 NBER Working Paper No. w15240 Disasters Implied by Equity Index Options | Show Abstracts | Hide Abstracts | Versions (2) | hide multiple versions | Export Bibliographic Info | Backus, David K. NYU Stern School of Business Chernov, Mikhail London School of Economics Martin, Ian Stanford University Posted: 18 Aug 09 Last Revised: 24 Aug 10 22 (267,995) 33 Disasters Implied by Equity Index Options | Show Abstract Hide Abstract | Download | CEPR Discussion Paper No. DP7416 Working Paper Series Backus, David K. NYU Stern School of Business Chernov, Mikhail London School of Economics Martin, Ian Stanford University Posted: 08 Sep 09 4 33 cumulants, entropy, equity premium, implied volatility, pricing kernel, risk-neutral probabilities   Disasters Implied by Equity Index Options | Show Abstract Hide Abstract | Download | NBER Working Paper No. w15240 Working Paper Series Backus, David K. NYU Stern School of Business Chernov, Mikhail London School of Economics Martin, Ian Stanford University Posted: 18 Aug 09 18 33   3.   Consumption-Based Asset Pricing with Higher Cumulants | Show Abstract Hide Abstract | Download | NBER Working Paper No. w16153 Working Paper Series Martin, Ian Stanford University Posted: 07 Jul 10 17 (285,554) 20 4.   Simple Variance Swaps | Show Abstract Hide Abstract | Download | NBER Working Paper No. w16884 Working Paper Series Martin, Ian Stanford University Posted: 21 Mar 11 16 (289,132) 12 5.   The Forward Premium Puzzle in a Two-Country World | Show Abstract Hide Abstract | Download | NBER Working Paper No. w17564 Working Paper Series Martin, Ian Stanford University Posted: 04 Nov 11 13 (299,823) 4 6.   The Lucas Orchard | Show Abstract Hide Abstract | Download | NBER Working Paper No. w17563 Working Paper Series Martin, Ian Stanford University Posted: 04 Nov 11 10 (310,060) 23 Records 1 - 6 of 6 matches [ 1 ]

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