Larry Epstein : Citation Profile

Are you Larry Epstein?

McGill University

39

H index

64

i10 index

8730

Citations

RESEARCH PRODUCTION:

83

Articles

57

Papers

2

Chapters

RESEARCH ACTIVITY:

   48 years (1974 - 2022). See details.
   Cites by year: 181
   Journals where Larry Epstein has often published
   Relations with other researchers
   Recent citing documents: 595.    Total self citations: 53 (0.6 %)

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   Permalink: http://citec.repec.org/pep2
   Updated: 2023-03-25    RAS profile: 2022-10-24    
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Relations with other researchers

Works with:

Halevy, Yoram (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Larry Epstein.

Is cited by:

Miao, Jianjun (131)

Tallon, Jean-Marc (102)

Mukerji, Sujoy (87)

Hansen, Lars (77)

Marinacci, Massimo (75)

Ludwig, Alexander (72)

Campbell, John (72)

Zimper, Alexander (62)

Riedel, Frank (60)

Grant, Simon (60)

van der Ploeg, Frederick (Rick) (53)

Cites to:

Gilboa, Itzhak (40)

Schneider, Martin (34)

Marinacci, Massimo (29)

Hansen, Lars (17)

Kreps, David (17)

Mukerji, Sujoy (14)

Wakker, Peter (13)

wang, tan (11)

Machina, Mark (11)

Jappelli, Tullio (10)

Butler, Jeffrey (10)

Main data

Where Larry Epstein has published?

Journals with more than one article published# docs
Journal of Economic Theory20
Econometrica14
Review of Economic Studies9
International Economic Review4
Theoretical Economics4
Journal of Political Economy3
Journal of Econometrics3
Canadian Journal of Economics2
Journal of Monetary Economics2
Journal of Finance2
Economic Theory2
American Economic Review2
Review of Financial Studies2
Journal of Economic Dynamics and Control2
Journal of Mathematical Economics2
The B.E. Journal of Theoretical Economics2

Working Papers Series with more than one paper published# docs
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics7
Papers / arXiv.org5
Working Paper / Harvard University OpenScholar3
NBER Working Papers / National Bureau of Economic Research, Inc3
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies2
Microeconomics.ca working papers / Vancouver School of Economics2
Carlo Alberto Notebooks / Collegio Carlo Alberto2
Working Paper / Economics Department, Queen's University2

Recent works citing Larry Epstein (2022 and 2021)

YearTitle of citing document
2021Why 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.

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2021The New Keynesian Model and Bond Yields. (2021). Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2021-01.

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2022Dynamic Consistency and Rectangularity for the Smooth Ambiguity Model. (2022). Galatenko, Alexey ; Shklyaev, Alexander ; Savochkin, Andrei. In: Working Papers. RePEc:abo:neswpt:w0288.

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2021Prediction: 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.

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2021The Welfare Cost of Ignoring the Beta. (2021). Gollier, Christian. In: FEEM Working Papers. RePEc:ags:feemwp:309916.

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2021Responsiveness 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.

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2022Rank 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.

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2022The 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.

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2021Sequential Trading with Coarse Contingencies. (2021). Kochov, Asen ; Kettering, Jeremy ; Auster, Sarah. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:052.

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2022Discrimination, Quotas, and Stereotypes. (2022). Thon, Max ; Struth, Lennart. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:188.

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2022A 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.

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2021Viability and Arbitrage under Knightian Uncertainty. (2019). Riedel, Frank ; Soner, Mete H ; Burzoni, Matteo. In: Papers. RePEc:arx:papers:1707.03335.

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2021Tail Risks, Asset prices, and Investment Horizons. (2018). Baruník, Jozef ; Nevrla, Matvej. In: Papers. RePEc:arx:papers:1806.06148.

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2021The Hull-White Model under Knightian Uncertainty about the Volatility. (2019). Holzermann, Julian. In: Papers. RePEc:arx:papers:1808.03463.

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2022The lattice structure of preference comparison. (2019). Sinander, Ludvig ; Curello, Gregorio. In: Papers. RePEc:arx:papers:1902.07260.

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2022Epstein-Zin Utility Maximization on Random Horizons. (2019). Huang, Yu-Jui ; Aurand, Joshua. In: Papers. RePEc:arx:papers:1903.08782.

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2021Term 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.

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2021A class of recursive optimal stopping problems with applications to stock trading. (2019). de Angelis, Tiziano ; Colaneri, Katia. In: Papers. RePEc:arx:papers:1905.02650.

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2021Robust Utility Maximizing Strategies under Model Uncertainty and their Convergence. (2019). Westphal, Dorothee ; Sass, Jorn. In: Papers. RePEc:arx:papers:1909.01830.

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2021Decision Making under Uncertainty: An Experimental Study in Market Settings. (2019). Echenique, Federico ; Saito, Kota ; Imai, Taisuke. In: Papers. RePEc:arx:papers:1911.00946.

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2021Relative Maximum Likelihood Updating of Ambiguous Beliefs. (2019). Cheng, Xiaoyu. In: Papers. RePEc:arx:papers:1911.02678.

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2021Complete and competitive financial markets in a complex world. (2020). Cassese, Gianluca. In: Papers. RePEc:arx:papers:2003.01055.

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2021Mortality and Healthcare: a Stochastic Control Analysis under Epstein-Zin Preferences. (2020). Huang, Yu-Jui ; Aurand, Joshua. In: Papers. RePEc:arx:papers:2003.01783.

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2021Robust Multiple Stopping -- A Pathwise Duality Approach. (2020). Laeven, Roger ; Stadje, Mitja ; John , . In: Papers. RePEc:arx:papers:2006.01802.

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2022Model-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.

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2021Existence and uniqueness of recursive utilities without boundedness. (2020). Christensen, Timothy M. In: Papers. RePEc:arx:papers:2008.00963.

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2021Robust Utility Maximization in a Multivariate Financial Market with Stochastic Drift. (2020). Westphal, Dorothee ; Sass, Jorn. In: Papers. RePEc:arx:papers:2009.14559.

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2021Ambiguous Persuasion: An Ex-ante Perspective. (2020). Cheng, Xiaoyu. In: Papers. RePEc:arx:papers:2010.05376.

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2021Autoregressive 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.

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2022Forward 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.

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2021New Formulations of Ambiguous Volatility with an Application to Optimal Dynamic Contracting. (2021). Hansen, Peter G. In: Papers. RePEc:arx:papers:2101.12306.

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2021Conservative Updating. (2021). Kovach, Matthew. In: Papers. RePEc:arx:papers:2102.00152.

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2021Dual theory of choice with multivariate risks. (2021). Galichon, Alfred ; Henry, Marc. In: Papers. RePEc:arx:papers:2102.02578.

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2021Local Utility and Multivariate Risk Aversion. (2021). Galichon, Alfred ; Henry, Marc ; Charpentier, Arthur. In: Papers. RePEc:arx:papers:2102.06075.

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2021A Theory of Choice Bracketing under Risk. (2021). Zhang, MU. In: Papers. RePEc:arx:papers:2102.07286.

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2021Robust Experimentation in the Continuous Time Bandit Problem. (2021). Pourbabaee, Farzad. In: Papers. RePEc:arx:papers:2104.00102.

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2021Frequency-Dependent Higher Moment Risks. (2021). Baruník, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264.

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2021Robust decision-making under risk and ambiguity. (2021). Blesch, Maximilian ; Eisenhauer, Philipp. In: Papers. RePEc:arx:papers:2104.12573.

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2022A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208.

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2022Tax 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.

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2021Ordered Reference Dependent Choice. (2021). Rc, Xi Zhi. In: Papers. RePEc:arx:papers:2105.12915.

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2021Correlation Concern. (2021). Ellis, Andrew. In: Papers. RePEc:arx:papers:2105.13341.

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2021Robust Merging of Information. (2021). , Xiaolin ; Ishii, Yuhta ; de Oliveira, Henrique ; Lin, Xiao. In: Papers. RePEc:arx:papers:2106.00088.

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2021Optimal Claiming of Social Security Benefits. (2021). Greenberg, David ; Boyd, Stephen ; Diamond, Steven ; Ang, Andrew ; Kochenderfer, Mykel. In: Papers. RePEc:arx:papers:2106.00125.

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2021Set coverage and robust policy. (2021). Onatski, Alexei ; Henry, Marc. In: Papers. RePEc:arx:papers:2106.09784.

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2021Recursive Utility with Investment Gains and Losses: Existence, Uniqueness, and Convergence. (2021). He, Xue Dong ; Guo, Jing. In: Papers. RePEc:arx:papers:2107.05163.

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2021The 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.

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2022The Continuity Postulate in Economic Theory: A Deconstruction and an Integration. (2021). Khan, Ali M ; Uyanik, Metin. In: Papers. RePEc:arx:papers:2108.11736.

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2022Robust Equilibria in General Competing Mechanism Games. (2021). Han, Seungjin. In: Papers. RePEc:arx:papers:2109.13177.

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2022Ask 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.

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2021Moral Hazard, Dynamic Incentives, and Ambiguous Perceptions. (2021). Dumav, Martin. In: Papers. RePEc:arx:papers:2110.15229.

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2022Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints. (2021). Tian, Dejian ; Feng, Zixin. In: Papers. RePEc:arx:papers:2111.09032.

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2022EmTract: Investor Emotions and Market Behavior. (2021). Skog, Rolf ; Vamossy, Domonkos. In: Papers. RePEc:arx:papers:2112.03868.

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2021Proper solutions for Epstein-Zin Stochastic Differential Utility. (2021). Jerome, Joseph ; Hobson, David ; Herdegen, Martin. In: Papers. RePEc:arx:papers:2112.06708.

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2021Compensatory model for quantile estimation and application to VaR. (2021). Yang, Shuzhen. In: Papers. RePEc:arx:papers:2112.07278.

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2022Reinforcing RCTs with Multiple Priors while Learning about External Validity. (2021). Pouzo, Demian ; Finan, Frederico. In: Papers. RePEc:arx:papers:2112.09170.

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2022Robust Comparative Statics for the Elasticity of Intertemporal Substitution. (2022). Toda, Alexis Akira ; Flynn, Joel P. In: Papers. RePEc:arx:papers:2201.10673.

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2023Coasian Dynamics under Informational Robustness. (2022). Libgober, Jonathan ; Mu, Xiaosheng. In: Papers. RePEc:arx:papers:2202.04616.

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2022Information Design for Differential Privacy. (2022). Schmutte, Ian M ; Yoder, Nathan. In: Papers. RePEc:arx:papers:2202.05452.

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2022Robust Data-Driven Decisions Under Model Uncertainty. (2022). Cheng, Xiaoyu. In: Papers. RePEc:arx:papers:2205.04573.

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2022Optimal Investment and Equilibrium Pricing under Ambiguity. (2022). Schneider, Paul ; Anthropelos, Michail. In: Papers. RePEc:arx:papers:2206.10489.

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2022Identification and Inference for Welfare Gains without Unconfoundedness. (2022). Byambadalai, Undral. In: Papers. RePEc:arx:papers:2207.04314.

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2023Confirmation Bias in Social Networks. (2022). Fernandes, Marco S. In: Papers. RePEc:arx:papers:2207.12594.

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2022Ordered Surprises and Conditional Probability Systems. (2022). Tserenjigmid, Gerelt ; Kovach, Matthew ; Dominiak, Adam. In: Papers. RePEc:arx:papers:2208.02533.

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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.

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2022Stability of the Epstein-Zin problem. (2022). Mostovyi, Oleksii ; Monoyios, Michael. In: Papers. RePEc:arx:papers:2208.09895.

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2022Limit Orders and Knightian Uncertainty. (2022). Kuzmics, Christoph ; Greinecker, Michael. In: Papers. RePEc:arx:papers:2208.10804.

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2022Robust Tests of Model Incompleteness in the Presence of Nuisance Parameters. (2022). Kaido, Hiroaki ; Chen, Shuowen. In: Papers. RePEc:arx:papers:2208.11281.

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2022On 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.

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2022Optimal investment and consumption under logarithmic utility and uncertainty model. (2022). Faidi, Wahid. In: Papers. RePEc:arx:papers:2211.05367.

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2023An Ellsberg paradox for ambiguity aversion. (2022). Zhang, Xiannong ; Rogers, Brian W ; Kuzmics, Christoph. In: Papers. RePEc:arx:papers:2212.03603.

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2023Randomization advice and ambiguity aversion. (2023). Zhang, Xiannong ; Rogers, Brian W ; Kuzmics, Christoph. In: Papers. RePEc:arx:papers:2301.03304.

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2022Optimal Control Approaches to Sustainability under Uncertainty. (2022). Yannacopoulos, Athanasios ; Papayiannis, Georgios I ; Koundouri, Phoebe. In: DEOS Working Papers. RePEc:aue:wpaper:2215.

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2021Does mining fuel bubbles? An experimental study on cryptocurrency markets. (2021). Xu, Yilong ; Sofianos, Andis ; Lambrecht, Marco. In: Working Papers. RePEc:awi:wpaper:0703.

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2021.

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2022Expectation-Driven Term Structure of Equity and Bond Yields. (2022). Zhao, Guihai ; Zeng, Ming. In: Staff Working Papers. RePEc:bca:bocawp:22-21.

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2021Listing Specs: The Effect of Framing Attributes on Choice. (2021). Galperti, Simone ; Cerigioni, Francesco . In: Working Papers. RePEc:bge:wpaper:1247.

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2022Is the Output Growth Rate in NIPA a Welfare Measure?. (2022). Licandro, Omar ; Duran, Jorge. In: Working Papers. RePEc:bge:wpaper:1357.

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2022An Axiomatic Approach to the Law of Small Numbers. (2022). Chew, Fernando Payro ; Noor, Jawwad. In: Working Papers. RePEc:bge:wpaper:1364.

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2022Optimal 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.

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2021Testing external habits in an asset pricing model. (2021). Goenka, Aditya ; D'Addona, Stefano ; Boschi, Melisso . In: Discussion Papers. RePEc:bir:birmec:21-11.

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2021Review 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.

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2022Signalling 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.

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2021DSGE 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.

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2022Stock 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.

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2021Time 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.

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2022Robust 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.

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2021Robustly 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.

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2022Does 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.

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2021Information 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.

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2021Financial 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.

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2022Volatility 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.

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2022Long?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.

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2022A 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.

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2021Economic 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.

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2022Incentive 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.

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2022Comparative 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.

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2022Value 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.

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2021On 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.

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2021Convergence 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.

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2021Optimal 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.

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More than 100 citations found, this list is not complete...

Works by Larry Epstein:

YearTitleTypeCited
2014How Much Would You Pay to Resolve Long-Run Risk? In: American Economic Review.
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2013How Much Would You Pay to Resolve Long-Run Risk?.(2013) In: Boston University - Department of Economics - Working Papers Series.
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2014How Much Would You Pay to Resolve Long-Run Risk?.(2014) In: Scholarly Articles.
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2013How Much Would You Pay to Resolve Long-Run Risk?.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 99		paper
2013How Much Would You Pay to Resolve Long-Run Risk?.(2013) In: Working Paper.
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How Much Would You Pay To Resolve Long-Run Risk?.() In: Working Paper.
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This paper has another version. Agregated cites: 99		paper
How Much Would You Pay to Resolve Long-Run Risk?.() In: Working Paper.
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This paper has another version. Agregated cites: 99		paper
2014How much would you pay to resolve long-run risk?.(2014) In: 2014 Meeting Papers.
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This paper has another version. Agregated cites: 99		paper
2001Sharing Ambiguity In: American Economic Review.
[Full Text][Citation analysis]		article24
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