Skip to main content
European Commission logo
English English
CORDIS - EU research results
CORDIS
CORDIS Web 30th anniversary CORDIS Web 30th anniversary

Market Beliefs and Optimal Policy in the Presence of Disasters

CORDIS provides links to public deliverables and publications of HORIZON projects.

Links to deliverables and publications from FP7 projects, as well as links to some specific result types such as dataset and software, are dynamically retrieved from OpenAIRE .

Publications

On the Autocorrelation of the Stock Market

Author(s): Ian W.R. Martin
Published in: Journal of Financial Econometrics, 2021, ISSN 0000-0000
Publisher: Oxford University Press

Welfare Costs of Catastrophes: Lost Consumption and Lost Lives

Author(s): Ian W R Martin, Robert S Pindyck
Published in: The Economic Journal, 2020, ISSN 0013-0133
Publisher: Macmillan Publishers
DOI: 10.1093/ej/ueaa099

What is the Expected Return on the Market?

Author(s): Ian Martin
Published in: The Quarterly Journal of Economics, Issue 132, 2017, Page(s) qjw034, ISSN 0033-5533
Publisher: MIT Press
DOI: 10.1093/qje/qjw034

Averting Catastrophes: The Strange Economics of Scylla and Charybdis

Author(s): Ian W. R. Martin, Robert S. Pindyck
Published in: American Economic Review, Issue 105/10, 2015, Page(s) 2947-2985, ISSN 0002-8282
Publisher: American Economic Association
DOI: 10.1257/aer.20140806

Notes on the yield curve

Author(s): Ian W. R. Martin, Stephen A. Ross
Published in: Journal of Financial Economics, Issue 134/3, 2019, Page(s) 689-702, ISSN 0304-405X
Publisher: Elsevier BV
DOI: 10.1016/j.jfineco.2019.04.014

What Is the Expected Return on a Stock?

Author(s): IAN W. R. MARTIN, CHRISTIAN WAGNER
Published in: The Journal of Finance, Issue 74/4, 2019, Page(s) 1887-1929, ISSN 0022-1082
Publisher: Blackwell Publishing Inc.
DOI: 10.1111/jofi.12778

The Quanto Theory of Exchange Rates

Author(s): Lukas Kremens, Ian Martin
Published in: American Economic Review, Issue 109/3, 2019, Page(s) 810-843, ISSN 0002-8282
Publisher: American Economic Association
DOI: 10.1257/aer.20180019

Options and the Gamma Knife

Author(s): Ian Martin
Published in: The Journal of Portfolio Management, Issue 44/6, 2018, Page(s) 47-55, ISSN 0095-4918
Publisher: Institutional Investor Systems
DOI: 10.3905/jpm.2018.44.6.047

Searching for OpenAIRE data...

There was an error trying to search data from OpenAIRE

No results available