Ian Martin

Professor Ian Martin develops innovative frameworks for asset pricing and risk measurement using derivative markets. His SVIX index provides lower bounds for equity premia and crash probabilities, while recent work establishes fiscal sustainability metrics.

Research connects option-implied information to macroeconomic forecasting, with applications in exchange rate prediction, fiscal analysis, and climate risk assessment. Theoretical contributions include the 'Lucas Orchard' model of multi-asset pricing.

Honored with multiple best-paper awards for empirical finance research. Current projects examine the information content of derivatives markets and develop crash forecasting models using option smiles.