39
H index
64
i10 index
8730
Citations
McGill University | 39 H index 64 i10 index 8730 Citations RESEARCH PRODUCTION: 83 Articles 57 Papers 2 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Larry Epstein. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2021 | Why Does Risk Matter More in Recessions than in Expansions?. (2021). Caggiano, Giovanni ; Pellegrino, Giovanni ; Castelnuovo, Efrem ; Andreasen, Martin M. In: Economics Working Papers. RePEc:aah:aarhec:2021-12. Full description at Econpapers || Download paper | |
2021 | The New Keynesian Model and Bond Yields. (2021). Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2021-01. Full description at Econpapers || Download paper | |
2022 | Dynamic Consistency and Rectangularity for the Smooth Ambiguity Model. (2022). Galatenko, Alexey ; Shklyaev, Alexander ; Savochkin, Andrei. In: Working Papers. RePEc:abo:neswpt:w0288. Full description at Econpapers || Download paper | |
2021 | Prediction: The Long and the Short of It. (2021). Heyen, Daniel ; Millner, Antony. In: American Economic Journal: Microeconomics. RePEc:aea:aejmic:v:13:y:2021:i:1:p:374-98. Full description at Econpapers || Download paper | |
2021 | The Welfare Cost of Ignoring the Beta. (2021). Gollier, Christian. In: FEEM Working Papers. RePEc:ags:feemwp:309916. Full description at Econpapers || Download paper | |
2021 | Responsiveness of farm investment to price changes: Evidence from the French crop sector. (2021). Chavas, Jean-Paul ; Latruffe, Laure ; Femenia, Fabienne. In: Working Papers. RePEc:ags:inrasl:309736. Full description at Econpapers || Download paper | |
2022 | Rank Dependent Weighted Average Utility Models for Decision Making under Ignorance or Objective Ambiguity. (2022). Marchant, Thierry ; Gravel, Nicolas. In: AMSE Working Papers. RePEc:aim:wpaimx:2223. Full description at Econpapers || Download paper | |
2022 | The risk premium in New Keynesian DSGE models: the cost of inflation channel. (2022). Wouters, Rafael ; Tretiakov, Pavel ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022008. Full description at Econpapers || Download paper | |
2021 | Sequential Trading with Coarse Contingencies. (2021). Kochov, Asen ; Kettering, Jeremy ; Auster, Sarah. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:052. Full description at Econpapers || Download paper | |
2022 | Discrimination, Quotas, and Stereotypes. (2022). Thon, Max ; Struth, Lennart. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:188. Full description at Econpapers || Download paper | |
2022 | A Fourier interpolation method for numerical solution of FBSDEs: Global convergence, stability, and higher order discretizations. (2016). Hyndman, Cody Blaine ; Ngou, Polynice Oyono . In: Papers. RePEc:arx:papers:1410.8595. Full description at Econpapers || Download paper | |
2021 | Viability and Arbitrage under Knightian Uncertainty. (2019). Riedel, Frank ; Soner, Mete H ; Burzoni, Matteo. In: Papers. RePEc:arx:papers:1707.03335. Full description at Econpapers || Download paper | |
2021 | Tail Risks, Asset prices, and Investment Horizons. (2018). BarunÃÂk, Jozef ; Nevrla, Matvej. In: Papers. RePEc:arx:papers:1806.06148. Full description at Econpapers || Download paper | |
2021 | The Hull-White Model under Knightian Uncertainty about the Volatility. (2019). Holzermann, Julian. In: Papers. RePEc:arx:papers:1808.03463. Full description at Econpapers || Download paper | |
2022 | The lattice structure of preference comparison. (2019). Sinander, Ludvig ; Curello, Gregorio. In: Papers. RePEc:arx:papers:1902.07260. Full description at Econpapers || Download paper | |
2022 | Epstein-Zin Utility Maximization on Random Horizons. (2019). Huang, Yu-Jui ; Aurand, Joshua. In: Papers. RePEc:arx:papers:1903.08782. Full description at Econpapers || Download paper | |
2021 | Term Structure Modeling under Volatility Uncertainty: A Forward Rate Model driven by G-Brownian Motion. (2019). Lin, Qian ; Holzermann, Julian. In: Papers. RePEc:arx:papers:1904.02930. Full description at Econpapers || Download paper | |
2021 | A class of recursive optimal stopping problems with applications to stock trading. (2019). de Angelis, Tiziano ; Colaneri, Katia. In: Papers. RePEc:arx:papers:1905.02650. Full description at Econpapers || Download paper | |
2021 | Robust Utility Maximizing Strategies under Model Uncertainty and their Convergence. (2019). Westphal, Dorothee ; Sass, Jorn. In: Papers. RePEc:arx:papers:1909.01830. Full description at Econpapers || Download paper | |
2021 | Decision Making under Uncertainty: An Experimental Study in Market Settings. (2019). Echenique, Federico ; Saito, Kota ; Imai, Taisuke. In: Papers. RePEc:arx:papers:1911.00946. Full description at Econpapers || Download paper | |
2021 | Relative Maximum Likelihood Updating of Ambiguous Beliefs. (2019). Cheng, Xiaoyu. In: Papers. RePEc:arx:papers:1911.02678. Full description at Econpapers || Download paper | |
2021 | Complete and competitive financial markets in a complex world. (2020). Cassese, Gianluca. In: Papers. RePEc:arx:papers:2003.01055. Full description at Econpapers || Download paper | |
2021 | Mortality and Healthcare: a Stochastic Control Analysis under Epstein-Zin Preferences. (2020). Huang, Yu-Jui ; Aurand, Joshua. In: Papers. RePEc:arx:papers:2003.01783. Full description at Econpapers || Download paper | |
2021 | Robust Multiple Stopping -- A Pathwise Duality Approach. (2020). Laeven, Roger ; Stadje, Mitja ; John , . In: Papers. RePEc:arx:papers:2006.01802. Full description at Econpapers || Download paper | |
2022 | Model-free bounds for multi-asset options using option-implied information and their exact computation. (2020). Papapantoleon, Antonis ; Neufeld, Ariel ; Xiang, Qikun. In: Papers. RePEc:arx:papers:2006.14288. Full description at Econpapers || Download paper | |
2021 | Existence and uniqueness of recursive utilities without boundedness. (2020). Christensen, Timothy M. In: Papers. RePEc:arx:papers:2008.00963. Full description at Econpapers || Download paper | |
2021 | Robust Utility Maximization in a Multivariate Financial Market with Stochastic Drift. (2020). Westphal, Dorothee ; Sass, Jorn. In: Papers. RePEc:arx:papers:2009.14559. Full description at Econpapers || Download paper | |
2021 | Ambiguous Persuasion: An Ex-ante Perspective. (2020). Cheng, Xiaoyu. In: Papers. RePEc:arx:papers:2010.05376. Full description at Econpapers || Download paper | |
2021 | Autoregressive models of the time series under volatility uncertainty and application to VaR model. (2020). Yang, Shuzhen ; Peng, Shige. In: Papers. RePEc:arx:papers:2011.09226. Full description at Econpapers || Download paper | |
2022 | Forward utility and market adjustments in relative investment-consumption games of many players. (2020). Platonov, Vadim ; Reis, Goncalo Dos . In: Papers. RePEc:arx:papers:2012.01235. Full description at Econpapers || Download paper | |
2021 | New Formulations of Ambiguous Volatility with an Application to Optimal Dynamic Contracting. (2021). Hansen, Peter G. In: Papers. RePEc:arx:papers:2101.12306. Full description at Econpapers || Download paper | |
2021 | Conservative Updating. (2021). Kovach, Matthew. In: Papers. RePEc:arx:papers:2102.00152. Full description at Econpapers || Download paper | |
2021 | Dual theory of choice with multivariate risks. (2021). Galichon, Alfred ; Henry, Marc. In: Papers. RePEc:arx:papers:2102.02578. Full description at Econpapers || Download paper | |
2021 | Local Utility and Multivariate Risk Aversion. (2021). Galichon, Alfred ; Henry, Marc ; Charpentier, Arthur. In: Papers. RePEc:arx:papers:2102.06075. Full description at Econpapers || Download paper | |
2021 | A Theory of Choice Bracketing under Risk. (2021). Zhang, MU. In: Papers. RePEc:arx:papers:2102.07286. Full description at Econpapers || Download paper | |
2021 | Robust Experimentation in the Continuous Time Bandit Problem. (2021). Pourbabaee, Farzad. In: Papers. RePEc:arx:papers:2104.00102. Full description at Econpapers || Download paper | |
2021 | Frequency-Dependent Higher Moment Risks. (2021). BarunÃk, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264. Full description at Econpapers || Download paper | |
2021 | Robust decision-making under risk and ambiguity. (2021). Blesch, Maximilian ; Eisenhauer, Philipp. In: Papers. RePEc:arx:papers:2104.12573. Full description at Econpapers || Download paper | |
2022 | A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208. Full description at Econpapers || Download paper | |
2022 | Tax Progressivity and Wealth Inequality: Evidence from Forbes 400. (2021). Toda, Alexis Akira ; Sasaki, Yuya ; Lee, Ji Hyung ; Wang, Yulong. In: Papers. RePEc:arx:papers:2105.10007. Full description at Econpapers || Download paper | |
2021 | Ordered Reference Dependent Choice. (2021). Rc, Xi Zhi. In: Papers. RePEc:arx:papers:2105.12915. Full description at Econpapers || Download paper | |
2021 | Correlation Concern. (2021). Ellis, Andrew. In: Papers. RePEc:arx:papers:2105.13341. Full description at Econpapers || Download paper | |
2021 | Robust Merging of Information. (2021). , Xiaolin ; Ishii, Yuhta ; de Oliveira, Henrique ; Lin, Xiao. In: Papers. RePEc:arx:papers:2106.00088. Full description at Econpapers || Download paper | |
2021 | Optimal Claiming of Social Security Benefits. (2021). Greenberg, David ; Boyd, Stephen ; Diamond, Steven ; Ang, Andrew ; Kochenderfer, Mykel. In: Papers. RePEc:arx:papers:2106.00125. Full description at Econpapers || Download paper | |
2021 | Set coverage and robust policy. (2021). Onatski, Alexei ; Henry, Marc. In: Papers. RePEc:arx:papers:2106.09784. Full description at Econpapers || Download paper | |
2021 | Recursive Utility with Investment Gains and Losses: Existence, Uniqueness, and Convergence. (2021). He, Xue Dong ; Guo, Jing. In: Papers. RePEc:arx:papers:2107.05163. Full description at Econpapers || Download paper | |
2021 | The Infinite Horizon Investment-Consumption Problem for Epstein-Zin Stochastic Differential Utility. (2021). Jerome, Joseph ; Herdegen, Martin ; Hobson, David. In: Papers. RePEc:arx:papers:2107.06593. Full description at Econpapers || Download paper | |
2022 | The Continuity Postulate in Economic Theory: A Deconstruction and an Integration. (2021). Khan, Ali M ; Uyanik, Metin. In: Papers. RePEc:arx:papers:2108.11736. Full description at Econpapers || Download paper | |
2022 | Robust Equilibria in General Competing Mechanism Games. (2021). Han, Seungjin. In: Papers. RePEc:arx:papers:2109.13177. Full description at Econpapers || Download paper | |
2022 | Ask Who, Not What: Bitcoin Volatility Forecasting with Twitter Data. (2021). Kaempf, Killian ; Erkul, Mert ; Akbiyik, Eren M ; Antulov-Fantulin, Nino ; Vasiliauskaite, Vaiva. In: Papers. RePEc:arx:papers:2110.14317. Full description at Econpapers || Download paper | |
2021 | Moral Hazard, Dynamic Incentives, and Ambiguous Perceptions. (2021). Dumav, Martin. In: Papers. RePEc:arx:papers:2110.15229. Full description at Econpapers || Download paper | |
2022 | Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints. (2021). Tian, Dejian ; Feng, Zixin. In: Papers. RePEc:arx:papers:2111.09032. Full description at Econpapers || Download paper | |
2022 | EmTract: Investor Emotions and Market Behavior. (2021). Skog, Rolf ; Vamossy, Domonkos. In: Papers. RePEc:arx:papers:2112.03868. Full description at Econpapers || Download paper | |
2021 | Proper solutions for Epstein-Zin Stochastic Differential Utility. (2021). Jerome, Joseph ; Hobson, David ; Herdegen, Martin. In: Papers. RePEc:arx:papers:2112.06708. Full description at Econpapers || Download paper | |
2021 | Compensatory model for quantile estimation and application to VaR. (2021). Yang, Shuzhen. In: Papers. RePEc:arx:papers:2112.07278. Full description at Econpapers || Download paper | |
2022 | Reinforcing RCTs with Multiple Priors while Learning about External Validity. (2021). Pouzo, Demian ; Finan, Frederico. In: Papers. RePEc:arx:papers:2112.09170. Full description at Econpapers || Download paper | |
2022 | Robust Comparative Statics for the Elasticity of Intertemporal Substitution. (2022). Toda, Alexis Akira ; Flynn, Joel P. In: Papers. RePEc:arx:papers:2201.10673. Full description at Econpapers || Download paper | |
2023 | Coasian Dynamics under Informational Robustness. (2022). Libgober, Jonathan ; Mu, Xiaosheng. In: Papers. RePEc:arx:papers:2202.04616. Full description at Econpapers || Download paper | |
2022 | Information Design for Differential Privacy. (2022). Schmutte, Ian M ; Yoder, Nathan. In: Papers. RePEc:arx:papers:2202.05452. Full description at Econpapers || Download paper | |
2022 | Robust Data-Driven Decisions Under Model Uncertainty. (2022). Cheng, Xiaoyu. In: Papers. RePEc:arx:papers:2205.04573. Full description at Econpapers || Download paper | |
2022 | Optimal Investment and Equilibrium Pricing under Ambiguity. (2022). Schneider, Paul ; Anthropelos, Michail. In: Papers. RePEc:arx:papers:2206.10489. Full description at Econpapers || Download paper | |
2022 | Identification and Inference for Welfare Gains without Unconfoundedness. (2022). Byambadalai, Undral. In: Papers. RePEc:arx:papers:2207.04314. Full description at Econpapers || Download paper | |
2023 | Confirmation Bias in Social Networks. (2022). Fernandes, Marco S. In: Papers. RePEc:arx:papers:2207.12594. Full description at Econpapers || Download paper | |
2022 | Ordered Surprises and Conditional Probability Systems. (2022). Tserenjigmid, Gerelt ; Kovach, Matthew ; Dominiak, Adam. In: Papers. RePEc:arx:papers:2208.02533. Full description at Econpapers || Download paper | |
2022 | (Functional)Characterizations vs (Finite)Tests: Partially Unifying Functional and Inequality-Based Approaches to Testing. (2022). Malhotra, Raghav. In: Papers. RePEc:arx:papers:2208.03737. Full description at Econpapers || Download paper | |
2022 | Stability of the Epstein-Zin problem. (2022). Mostovyi, Oleksii ; Monoyios, Michael. In: Papers. RePEc:arx:papers:2208.09895. Full description at Econpapers || Download paper | |
2022 | Limit Orders and Knightian Uncertainty. (2022). Kuzmics, Christoph ; Greinecker, Michael. In: Papers. RePEc:arx:papers:2208.10804. Full description at Econpapers || Download paper | |
2022 | Robust Tests of Model Incompleteness in the Presence of Nuisance Parameters. (2022). Kaido, Hiroaki ; Chen, Shuowen. In: Papers. RePEc:arx:papers:2208.11281. Full description at Econpapers || Download paper | |
2022 | On the Correspondence and the Risk Contribution for Conditional Coherent and Deviation Risk Measures. (2022). Zhao, Mengjin ; Jia, Guangyan. In: Papers. RePEc:arx:papers:2208.13336. Full description at Econpapers || Download paper | |
2022 | Optimal investment and consumption under logarithmic utility and uncertainty model. (2022). Faidi, Wahid. In: Papers. RePEc:arx:papers:2211.05367. Full description at Econpapers || Download paper | |
2023 | An Ellsberg paradox for ambiguity aversion. (2022). Zhang, Xiannong ; Rogers, Brian W ; Kuzmics, Christoph. In: Papers. RePEc:arx:papers:2212.03603. Full description at Econpapers || Download paper | |
2023 | Randomization advice and ambiguity aversion. (2023). Zhang, Xiannong ; Rogers, Brian W ; Kuzmics, Christoph. In: Papers. RePEc:arx:papers:2301.03304. Full description at Econpapers || Download paper | |
2022 | Optimal Control Approaches to Sustainability under Uncertainty. (2022). Yannacopoulos, Athanasios ; Papayiannis, Georgios I ; Koundouri, Phoebe. In: DEOS Working Papers. RePEc:aue:wpaper:2215. Full description at Econpapers || Download paper | |
2021 | Does mining fuel bubbles? An experimental study on cryptocurrency markets. (2021). Xu, Yilong ; Sofianos, Andis ; Lambrecht, Marco. In: Working Papers. RePEc:awi:wpaper:0703. Full description at Econpapers || Download paper | |
2021 | . Full description at Econpapers || Download paper | |
2022 | Expectation-Driven Term Structure of Equity and Bond Yields. (2022). Zhao, Guihai ; Zeng, Ming. In: Staff Working Papers. RePEc:bca:bocawp:22-21. Full description at Econpapers || Download paper | |
2021 | Listing Specs: The Effect of Framing Attributes on Choice. (2021). Galperti, Simone ; Cerigioni, Francesco . In: Working Papers. RePEc:bge:wpaper:1247. Full description at Econpapers || Download paper | |
2022 | Is the Output Growth Rate in NIPA a Welfare Measure?. (2022). Licandro, Omar ; Duran, Jorge. In: Working Papers. RePEc:bge:wpaper:1357. Full description at Econpapers || Download paper | |
2022 | An Axiomatic Approach to the Law of Small Numbers. (2022). Chew, Fernando Payro ; Noor, Jawwad. In: Working Papers. RePEc:bge:wpaper:1364. Full description at Econpapers || Download paper | |
2022 | Optimal Consumption for Recursive Preferences with Local Substitution - the Case of Certainty. (2022). Yang, Shuzhen ; Riedel, Frank ; Li, Hanwu. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:670. Full description at Econpapers || Download paper | |
2021 | Testing external habits in an asset pricing model. (2021). Goenka, Aditya ; D'Addona, Stefano ; Boschi, Melisso . In: Discussion Papers. RePEc:bir:birmec:21-11. Full description at Econpapers || Download paper | |
2021 | Review of the Bank of Russia and NES Seminar ‘Financial Dollarisation: Causes and Consequences’. (2021). Ponomarenko, Alexey ; Egorov, Konstantin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:80:y:2021:i:2:p:96-104. Full description at Econpapers || Download paper | |
2022 | Signalling in Initial Coin Offerings: The Key Role of Entrepreneurs’ Self?efficacy and Media Presence. (2022). Roder, Florian ; Czaja, Daniel. In: Abacus. RePEc:bla:abacus:v:58:y:2022:i:1:p:24-61. Full description at Econpapers || Download paper | |
2021 | DSGE modelling for the UK economy 1974–2017. (2021). Asteriou, Dimitrios ; Pilbeam, Keith ; Litsios, Ioannis. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:2:p:295-323. Full description at Econpapers || Download paper | |
2022 | Stock returns and inflation shocks in weaker economic times. (2022). Sun, Licheng ; Stivers, Chris ; Connolly, Robert A. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:827-867. Full description at Econpapers || Download paper | |
2021 | Time preference and international trade. (2021). Nishimura, Kazuo ; Iwasa, Kazumichi. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:17:y:2021:i:1:p:31-45. Full description at Econpapers || Download paper | |
2022 | Robust stimulus of private investment: Tax rate cut or investment subsidy?. (2022). Zhao, Siqi ; Yang, Jinqiang ; Niu, Yingjie. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:18:y:2022:i:3:p:339-357. Full description at Econpapers || Download paper | |
2021 | Robustly dynamic tax evasion and consumption with preferences for cash. (2021). Ma, Yong ; Luo, Pengfei. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:1078-1088. Full description at Econpapers || Download paper | |
2022 | Does monetary policy uncertainty command a risk premium in the Chinese stock market?. (2022). Liu, Wenzhen ; Tan, Jing ; Lin, Lei. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:3:p:433-452. Full description at Econpapers || Download paper | |
2021 | Information Inertia. (2021). Condie, Scott ; Ganguli, Jayant V ; Illeditsch, Philipp K. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:1:p:443-479. Full description at Econpapers || Download paper | |
2021 | Financial Fragility with SAM?. (2021). Van Nieuwerburgh, Stijn ; Landvoigt, Tim ; Greenwald, Daniel L. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:651-706. Full description at Econpapers || Download paper | |
2022 | Volatility Expectations and Returns. (2022). Muir, Tyler ; Lochstoer, Lars A. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1055-1096. Full description at Econpapers || Download paper | |
2022 | Long?Run Risk: Is It There?. (2022). Matthies, Ben ; Liu, Yukun. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1587-1633. Full description at Econpapers || Download paper | |
2022 | A New Test of Risk Factor Relevance. (2022). Sussman, Abigail B ; Hartzmark, Samuel M ; Chinco, Alex. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2183-2238. Full description at Econpapers || Download paper | |
2021 | Economic Downturns and the Informativeness of Management Earnings Forecasts. (2021). Shaikh, Sarah ; Serfling, Matthew ; Maslar, David A. In: Journal of Accounting Research. RePEc:bla:joares:v:59:y:2021:i:4:p:1481-1520. Full description at Econpapers || Download paper | |
2022 | Incentive and welfare effects of correlated returns. (2022). Rey, Beatrice ; Peter, Richard ; Courbage, Christophe. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:1:p:5-34. Full description at Econpapers || Download paper | |
2022 | Comparative risk aversion in two periods: An application to self?insurance and self?protection. (2022). Huber, Tobias. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:1:p:97-130. Full description at Econpapers || Download paper | |
2022 | Value of life and annuity demand. (2022). Porapakkarm, Ponpoje ; Pashchenko, Svetlana. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:2:p:371-396. Full description at Econpapers || Download paper | |
2021 | On utility maximization under model uncertainty in discrete?time markets. (2021). Meirelesrodrigues, Andrea ; Rasonyi, Miklos. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:1:p:149-175. Full description at Econpapers || Download paper | |
2021 | Convergence of utility indifference prices to the superreplication price in a multiple?priors framework. (2021). Carassus, Laurence ; Blanchard, Romain. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:1:p:366-398. Full description at Econpapers || Download paper | |
2021 | Optimal stopping under model ambiguity: A time?consistent equilibrium approach. (2021). Yu, Xiang ; Huang, Yujui. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:3:p:979-1012. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2013 | How Much Would You Pay to Resolve Long-Run Risk?.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 99 | paper | |
2013 | How Much Would You Pay to Resolve Long-Run Risk?.(2013) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 99 | paper | |
How Much Would You Pay To Resolve Long-Run Risk?.() In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 99 | paper | ||
How Much Would You Pay to Resolve Long-Run Risk?.() In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 99 | paper | ||
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2004 | Ambiguity, Information Quality and Asset Pricing.(2004) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 248 | paper | |
2005 | Ambiguity, Information Quality and Asset Pricing.(2005) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 248 | paper | |
2005 | NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 31 |
2005 | NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK.(2005) In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
2003 | Non-Bayesian Updating : A Theoretical Framework.(2003) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
2005 | Non-Bayesian Updating: a Theoretical Framework.(2005) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
2008 | Non-Bayesian updating: A theoretical framework.(2008) In: Theoretical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | article | |
2008 | SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 18 |
2010 | Symmetry of evidence without evidence of symmetry.(2010) In: Theoretical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
2015 | Robust Confidence Regions for Incomplete Models In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 12 |
2015 | Robust confidence regions for incomplete models.(2015) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
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2016 | Robust Confidence Regions for Incomplete Models.(2016) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
2017 | Ambiguous Correlation In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 25 |
2019 | Ambiguous Correlation.(2019) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | article | |
2018 | Ambiguous Correlation.(2018) In: Microeconomics.ca working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2017 | Optimal Learning and Ellsberg’s Urns In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2010 | Non-Bayesian Learning In: The B.E. Journal of Theoretical Economics. [Full Text][Citation analysis] | article | 31 |
2011 | Symmetry or Dynamic Consistency? In: The B.E. Journal of Theoretical Economics. [Full Text][Citation analysis] | article | 7 |
1999 | Subjective Probabilities on Subjectively Unambiguous Events In: Carleton Economic Papers. [Full Text][Citation analysis] | paper | 114 |
2001 | Subjective Probabilities on Subjectively Unambiguous Events..(2001) In: Econometrica. [Citation analysis] This paper has another version. Agregated cites: 114 | article | |
2006 | Mutual Absolute Continuity of Multiple Priors In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 20 |
2007 | Mutual absolute continuity of multiple priors.(2007) In: Journal of Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | article | |
2007 | Coarse Contingencies In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 1 |
2005 | Coarse Contingencies.(2005) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2013 | De Finetti Meets Ellsberg In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
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1974 | Some Economic Effects of Immigration: A General Equilibrium Analysis. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 2 |
2010 | First order risk aversion and the equity premium puzzle In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 109 |
1990 | First-order risk aversion and the equity premium puzzle.(1990) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 109 | article | |
1975 | A Disaggregate Analysis of Consumer Choice under Uncertainty. In: Econometrica. [Full Text][Citation analysis] | article | 16 |
1980 | Multivariate Risk Independence and Functional Forms for Preferences and Technologies. In: Econometrica. [Full Text][Citation analysis] | article | 2 |
1981 | Generalized Duality and Integrability. In: Econometrica. [Full Text][Citation analysis] | article | 11 |
1983 | The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing. In: Econometrica. [Full Text][Citation analysis] | article | 85 |
1985 | Decreasing Risk Aversion and Mean-Variance Analysis. In: Econometrica. [Full Text][Citation analysis] | article | 22 |
1987 | The Global Stability of Efficient Intertemporal Allocations. In: Econometrica. [Full Text][Citation analysis] | article | 55 |
1989 | Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework. In: Econometrica. [Full Text][Citation analysis] | article | 2264 |
1987 | Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework.(1987) In: Working Paper. [Citation analysis] This paper has another version. Agregated cites: 2264 | paper | |
2013 | Substitution, risk aversion and the temporal behavior of consumption and asset returns: A theoretical framework.(2013) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2264 | chapter | |
1991 | Mixture Symmetry and Quadratic Utility. In: Econometrica. [Full Text][Citation analysis] | article | 73 |
1992 | Stochastic Differential Utility. In: Econometrica. [Full Text][Citation analysis] | article | 358 |
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2002 | Ambiguity, Risk, and Asset Returns in Continuous Time In: Econometrica. [Citation analysis] | article | 344 |
2000 | Ambiguity, risk and asset returns in continuous time.(2000) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 344 | paper | |
2010 | A Paradox for the “Smooth Ambiguity†Model of Preference In: Econometrica. [Citation analysis] | article | 28 |
2003 | A two-person dynamic equilibrium under ambiguity In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 121 |
2001 | A Two-Person Dynamic Equilibrium under Ambiguity.(2001) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 121 | paper | |
1983 | Intertemporal price indices for the firm In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
1980 | On the recoverability of intertemporal preferences In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
1980 | Endogenous capital utilization in a short-run production model : Theory and an empiral application In: Journal of Econometrics. [Full Text][Citation analysis] | article | 57 |
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2001 | The independence axiom and asset returns In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 39 |
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2009 | Subjective states: A more robust model In: Games and Economic Behavior. [Full Text][Citation analysis] | article | 9 |
2001 | The Core of Large Differentiable TU Games In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 10 |
2003 | Recursive multiple-priors In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 416 |
2001 | Recursive Multiple-Priors.(2001) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 416 | paper | |
2003 | IID: independently and indistinguishably distributed In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 18 |
2002 | IID: Independently and Indistinguishably Distributed.(2002) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2015 | Exchangeable capacities, parameters and incomplete theories In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 6 |
1978 | The Le Chatelier Principle in optimal control problems In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 7 |
1982 | Comparative dynamics in the adjustment-cost model of the firm In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 5 |
1983 | Decreasing absolute risk aversion and utility indices derived from cake-eating problems In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 5 |
1983 | Stationary cardinal utility and optimal growth under uncertainty In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 97 |
1986 | Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 8 |
1987 | A simple dynamic general equilibrium model In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 153 |
1989 | A unifying approach to axiomatic non-expected utility theories In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 42 |
1990 | Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 41 |
1993 | A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 14 |
1993 | Dynamically Consistent Beliefs Must Be Bayesian In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 113 |
1995 | Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 45 |
1997 | Preference, Rationalizability and Equilibrium In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 50 |
1999 | A Revelation Principle for Competing Mechanisms In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 130 |
1996 | A REVELATION PRINCIPLE FOR COMPETING MECHANISMS.(1996) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 130 | paper | |
2000 | Are Probabilities Used in Markets ? In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 13 |
1999 | Are Probabilities Used in Markets?.(1999) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
1986 | Implicitly additive utility and the nature of optimal economic growth In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 6 |
1988 | Risk aversion and asset prices In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 43 |
2022 | A central limit theorem for sets of probability measures In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 0 |
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1987 | The Unimportance of the Intransitivity of Separable Preferences. In: International Economic Review. [Full Text][Citation analysis] | article | 5 |
1989 | The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty. In: International Economic Review. [Full Text][Citation analysis] | article | 35 |
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1993 | A Revealed Preference Analysis of Asset Pricing Under Recursive Utility In: NBER Working Papers. [Full Text][Citation analysis] | paper | 8 |
1995 | A Revealed Preference Analysis of Asset Pricing Under Recursive Utility.(1995) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
1978 | Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty In: Review of Economic Studies. [Full Text][Citation analysis] | article | 15 |
1981 | Duality Theory and Functional Forms for Dynamic Factor Demands In: Review of Economic Studies. [Full Text][Citation analysis] | article | 106 |
1982 | Integrability of Incomplete Systems of Demand Functions In: Review of Economic Studies. [Full Text][Citation analysis] | article | 26 |
1999 | A Definition of Uncertainty Aversion In: Review of Economic Studies. [Full Text][Citation analysis] | article | 230 |
2006 | An Axiomatic Model of Non-Bayesian Updating In: Review of Economic Studies. [Full Text][Citation analysis] | article | 49 |
2005 | An Axiomatic Model of Non-Bayesian Updating.(2005) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
2005 | An Axiomatic Model of Non-Bayesian Updating.(2005) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 49 | paper | |
2007 | Learning Under Ambiguity In: Review of Economic Studies. [Full Text][Citation analysis] | article | 192 |
2005 | Learning Under Ambiguity.(2005) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 192 | paper | |
2006 | Learning Under Ambiguity.(2006) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 192 | paper | |
2008 | Living with Risk In: Review of Economic Studies. [Full Text][Citation analysis] | article | 32 |
2007 | Living with risk.(2007) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
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1991 | Comment In: International Economic Association Series. [Citation analysis] | chapter | 0 |
2008 | Supplementary Appendix for ‘Non-Bayesian Updating: A Theoretical Framework’ In: PIER Working Paper Archive. [Full Text][Citation analysis] | paper | 5 |
1987 | Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis In: Working Paper. [Citation analysis] | paper | 11 |
1998 | Subjective Probabilities on Subjectivity Unambiguous Event. In: RCER Working Papers. [Citation analysis] | paper | 32 |
2000 | The Core of Large TU Games In: RCER Working Papers. [Full Text][Citation analysis] | paper | 0 |
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1997 | UNCERTAINTY AVERSION In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2019 | Hard-to-Interpret Signals In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2017 | No Two Experiments are Identical In: Microeconomics.ca working papers. [Full Text][Citation analysis] | paper | 5 |
1992 | Quadratic Social Welfare Functions. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 96 |
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1991 | Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 811 |
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