Ian Martin conducts research on financial markets and the macroeconomy. In recent papers, he has investigated theoretical models of asset price comovement; the implications of disasters for financial markets; asset returns in the long run; the behavior of small assets; long interest rates; and the equilibrium impact of borrowing constraints.

Ian Martin is an Associate Professor of Finance at the Graduate School of Business, Stanford University, where he teaches an elective course on derivatives, and is a Faculty Research Fellow of the National Bureau of Economic Research.

After gaining a BA in Mathematics from the University of Cambridge, he was, from 1999 to 2001, an Analyst and then an Associate on the bond option and swaption trading desk at Goldman Sachs International in London. He subsequently earned an MSc in Economics from the London School of Economics & Political Science and a PhD in Economics from Harvard University.

He has received fellowships from Harvard University, the Center for Retirement Research, and the Institute for Humane Studies; and was a participant in the Review of Economic Studies Tour.