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Access Statistics for Larry Epstein

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Central Limit Theorem, Loss Aversion and Multi-Armed Bandits 1 1 1 36 1 1 6 41
A Correspondence Theorem Between Expected Utility and Smooth Utility 0 0 0 3 0 0 0 13
A REVELATION PRINCIPLE FOR COMPETING MECHANISMS 0 0 1 289 0 1 5 1,090
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 0 0 0 107 0 0 0 557
A Two-Person Dynamic Equilibrium under Ambiguity 0 0 0 326 0 0 0 1,295
Ambiguity and Asset Markets 0 1 3 211 2 5 18 538
Ambiguity, Information Quality and Asset Pricing 0 0 0 261 0 1 2 764
Ambiguity, Information Quality and Asset Pricing 0 1 1 252 0 1 3 746
Ambiguity, risk and asset returns in continuous time 0 1 3 1,132 0 2 9 2,575
Ambiguous Correlation 0 0 0 52 0 0 4 80
Ambiguous Correlation 0 0 0 58 0 0 3 124
Ambiguous Volatility and Asset Pricing in Continuous Time 0 0 2 100 0 0 5 172
Ambiguous Volatility, Possibility and Utility in Continuous Time 0 0 2 54 1 1 4 191
Ambiguous volatility and asset pricing in continuous time 1 1 1 44 1 2 3 94
An Axiomatic Model of Non-Bayesian Updating 0 0 0 240 1 1 2 674
An Axiomatic Model of Non-Bayesian Updating 0 0 0 105 0 0 2 359
An axiomatic model of 'cold feet' 0 0 0 49 0 0 1 261
Approximate optimality and the risk/reward tradeoff in a class of bandit problems 0 0 0 0 0 1 1 5
Are Probabilities Used in Markets? 0 0 0 155 0 0 0 618
Coarse Contingencies 1 1 1 93 1 3 6 318
Coarse Contingencies 1 1 1 71 1 1 1 217
Cognitive Dissonance and Choice 0 0 1 437 0 0 3 1,410
De Finetti Meets Ellsberg 0 0 0 54 0 0 0 41
First order risk aversion and the equity premium puzzle 0 0 0 80 0 0 1 198
Hard-to-Interpret Signals 0 0 6 142 0 0 16 290
How Much Would You Pay To Resolve Long-Run Risk? 0 0 0 16 1 1 1 77
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 37 1 2 3 105
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 8 0 0 3 85
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 36 0 0 0 186
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 21 0 1 1 78
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 51 0 0 0 175
How much would you pay to resolve long-run risk? 0 0 0 0 0 0 2 160
IID: Independently and Indistinguishably Distributed 0 0 0 141 0 0 2 748
Identifying Heterogeneous Decision Rules From Choices When Menus Are Unobserved 0 1 2 2 1 4 10 10
Learning Under Ambiguity 0 0 0 170 0 0 1 583
Learning Under Ambiguity 0 0 1 350 1 1 3 1,229
Living with risk 0 0 0 225 0 0 0 697
Mutual Absolute Continuity of Multiple Priors 0 0 0 79 0 0 3 279
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 0 0 0 35 0 0 1 141
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 0 0 0 32 0 0 0 188
No Two Experiments are Identical 0 0 2 114 0 0 2 159
Non-Bayesian Updating: A Theoretical Framework 0 0 0 413 1 2 2 1,605
Non-Bayesian Updating: a Theoretical Framework 0 0 0 106 1 2 3 434
Optimal Learning and Ellsberg’s Urns 0 0 0 15 0 0 0 34
Optimal Learning under Robustness and Time-Consistency 0 0 1 64 0 0 1 64
Recursive Multiple-Priors 0 0 0 574 0 0 3 1,266
Robust Confidence Regions for Incomplete Models 0 0 1 20 0 0 2 45
Robust confidence regions for incomplete models 0 0 0 0 1 1 1 2
Robust confidence regions for incomplete models 0 0 0 27 0 0 0 69
Robust confidence regions for incomplete models 0 0 1 1 0 0 1 2
Robust confidence regions for incomplete models 0 0 0 4 0 1 2 54
SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY 0 0 0 14 0 0 0 66
Subjective Probabilities on Subjectively Unambiguous Events 0 0 0 229 0 0 1 850
Subjective Probabilities on Subjectivity Unambiguous Event 0 0 0 0 0 0 0 518
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework 0 0 0 2 0 0 7 557
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis 0 0 0 2 1 1 9 376
Supplementary Appendix for ‘Non-Bayesian Updating: A Theoretical Framework’ 0 0 0 62 0 0 1 142
The Core of Large TU Games 0 0 0 125 0 0 0 1,529
The Independence Axiom and Asset Returns 0 0 0 242 0 0 0 926
UNCERTAINTY AVERSION 0 0 0 416 0 0 1 1,242
Total Working Papers 4 8 31 7,984 16 36 161 27,352


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Beliefs about Beliefs" without Probabilities 0 0 0 170 0 0 1 486
'First-order' risk aversion and the equity premium puzzle 0 1 5 381 0 3 9 751
A Definition of Uncertainty Aversion 1 1 2 682 1 5 10 2,023
A Disaggregate Analysis of Consumer Choice under Uncertainty 0 0 1 95 0 0 2 376
A Paradox for the “Smooth Ambiguity” Model of Preference 0 0 0 0 0 0 0 97
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 0 0 0 102 0 0 0 375
A Revelation Principle for Competing Mechanisms 1 1 3 138 1 2 7 356
A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment 0 0 0 71 0 0 0 204
A central limit theorem for sets of probability measures 0 0 0 1 0 1 3 6
A central limit theorem, loss aversion and multi-armed bandits 0 0 2 2 2 2 7 12
A correspondence theorem between expected utility and smooth utility 0 0 0 37 0 0 1 92
A simple dynamic general equilibrium model 1 1 1 309 1 2 4 526
A two-person dynamic equilibrium under ambiguity 0 0 2 183 1 2 6 593
A unifying approach to axiomatic non-expected utility theories 0 0 0 116 0 1 1 224
Ambiguity and Asset Markets 0 2 3 147 0 5 7 515
Ambiguity, Information Quality, and Asset Pricing 1 3 9 401 6 15 31 1,072
Ambiguity, Risk, and Asset Returns in Continuous Time 0 0 0 343 1 1 4 1,030
Ambiguous Correlation 0 0 1 13 0 0 7 90
Ambiguous Volatility and Asset Pricing in Continuous Time 0 1 3 65 1 2 11 228
Ambiguous volatility, possibility and utility in continuous time 0 0 0 20 1 1 2 87
An Axiomatic Model of Non-Bayesian Updating 0 0 0 94 1 1 3 339
Are Probabilities Used in Markets ? 0 0 0 37 0 4 4 117
Asset Pricing with Stochastic Differential Utility 0 0 7 419 0 1 12 952
Capital Asset Prices and the Temporal Resolution of Uncertainty 0 0 0 32 0 1 3 101
Coarse contingencies and ambiguity 0 0 1 43 0 1 2 182
Cold feet 0 0 0 38 0 0 0 251
Comparative dynamics in the adjustment-cost model of the firm 0 0 0 30 0 0 1 74
De Finetti meets Ellsberg 0 0 0 11 0 0 0 49
Decision Making and the Temporal Resolution of Uncertainty 0 0 2 253 0 0 5 676
Decreasing Risk Aversion and Mean-Variance Analysis 0 0 1 221 1 2 3 598
Decreasing absolute risk aversion and utility indices derived from cake-eating problems 0 0 0 34 0 0 0 136
Duality Theory and Functional Forms for Dynamic Factor Demands 0 0 0 104 0 0 0 263
Dynamically Consistent Beliefs Must Be Bayesian 0 0 0 271 1 2 5 527
Endogenous capital utilization in a short-run production model: Theory and an empiral application 0 0 1 93 0 1 5 265
Exchangeable capacities, parameters and incomplete theories 1 1 1 16 1 1 6 74
Generalized Duality and Integrability 0 0 0 44 0 0 0 180
Habits and Time Preference 0 0 3 154 0 0 6 429
Hard-to-Interpret Signals 0 0 5 5 0 1 9 9
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 86 0 1 7 403
IID: independently and indistinguishably distributed 0 0 1 89 0 0 3 315
Implicitly additive utility and the nature of optimal economic growth 0 0 0 29 0 0 0 65
Increasing Generalized Correlation: A Definition and Some Economic Consequences 0 1 2 90 1 2 3 751
Integrability of Incomplete Systems of Demand Functions 0 0 0 48 0 0 0 153
Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism 0 0 1 33 0 0 2 97
Intertemporal Asset Pricing Under Knightian Uncertainty 0 0 3 743 2 6 21 1,903
Intertemporal price indices for the firm 0 0 0 4 0 0 0 37
Learning Under Ambiguity 0 0 2 176 0 1 7 572
Least convex capacities 0 0 0 80 0 0 0 424
Living with Risk 0 0 4 91 0 1 6 374
Mixture Symmetry and Quadratic Utility 0 0 0 181 0 0 0 990
Multivariate Risk Independence and Functional Forms for Preferences and Technologies 0 0 0 23 0 0 0 141
Mutual absolute continuity of multiple priors 0 0 0 32 0 0 0 113
Non-Bayesian Learning 0 0 0 72 1 3 5 289
Non-Bayesian updating: A theoretical framework 0 0 1 92 1 1 2 293
Non-parametric hypothesis testing procedures and applications to demand analysis 0 2 2 110 0 3 3 454
Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour 1 1 1 122 1 3 5 253
On the recoverability of intertemporal preferences 0 0 0 12 0 0 0 41
Optimal Learning Under Robustness and Time-Consistency 0 0 0 0 1 1 2 3
Preference, Rationalizability and Equilibrium 0 0 0 73 0 0 0 160
Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty 0 0 0 19 0 0 1 111
Quadratic Social Welfare Functions 0 0 0 190 0 0 1 697
Recursive multiple-priors 0 1 4 431 2 5 14 996
Risk aversion and asset prices 0 0 2 233 0 0 2 358
Robust Confidence Regions for Incomplete Models 0 0 0 6 0 0 3 78
Sharing Ambiguity 0 0 0 142 0 0 0 374
Some Economic Effects of Immigration: A General Equilibrium Analysis 1 1 3 23 1 1 5 1,091
Stationary cardinal utility and optimal growth under uncertainty 0 0 1 301 0 3 6 558
Stochastic Differential Utility 1 2 6 746 1 4 11 1,583
Subjective Probabilities on Subjectively Unambiguous Events 0 0 0 0 1 1 1 659
Subjective states: A more robust model 0 0 0 22 0 0 3 97
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 1 2 5 2,108 2 7 39 4,619
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis 4 10 30 1,388 7 16 55 3,284
Symmetry of evidence without evidence of symmetry 0 0 0 13 0 0 1 95
Symmetry or Dynamic Consistency? 0 0 1 38 0 1 2 114
The Core of Large Differentiable TU Games 0 0 0 18 0 0 0 75
The Global Stability of Efficient Intertemporal Allocations 0 0 2 70 0 0 3 246
The Law of Large Numbers and the Attractiveness of Compound Gambles 0 0 0 0 0 0 4 272
The Le Chatelier Principle in optimal control problems 0 0 1 100 0 0 1 345
The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing 0 0 0 172 0 0 0 643
The Projective Independence Axiom 0 0 0 0 0 0 1 414
The Rate of Time Preference and Dynamic Economic Analysis 0 1 5 293 2 3 13 672
The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty 0 0 0 202 0 0 1 564
The Unimportance of the Intransitivity of Separable Preferences 0 0 0 34 0 0 0 302
The empirical determination of technology and expectations: A simplified procedure 0 0 0 44 0 0 0 125
The independence axiom and asset returns 0 0 1 167 0 0 2 435
Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes 0 0 1 155 1 1 2 296
Total Journal Articles 13 32 132 14,276 43 121 414 41,299
1 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comment 0 0 0 0 0 0 0 5
Substitution, risk aversion and the temporal behavior of consumption and asset returns: A theoretical framework 0 0 0 23 1 4 12 94
Total Chapters 0 0 0 23 1 4 12 99


Statistics updated 2025-01-05