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3
Stanford GSB Faculty Publications
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3
Articles
GSB Authors
3
Ian Martin
Keywords
2
asset sales & prices
1
Fourier transform
1
Fourier transforms
1
Lucas model
1
Lucas tree
1
assets (accounting)
1
comovement
1
complex analysis
1
consumption (economics)
1
consumption-based asset pricing
1
crisis management
1
cumulant-generating function
1
cumulants
1
disasters
1
dividends
1
generating functions
1
hedge funds
1
market volatility
1
mathematical complex analysis
1
mathematical models of pricing
1
multiple assets
1
rare disasters
1
sharpe ratio
1
small assets
1
valuation
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