39
H index
64
i10 index
9257
Citations
McGill University | 39 H index 64 i10 index 9257 Citations RESEARCH PRODUCTION: 84 Articles 59 Papers 2 Chapters RESEARCH ACTIVITY: 49 years (1974 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pep2 |
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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2023 | Overpersistence Bias in Individual Income Expectations and Its Aggregate Implications. (2023). Schlafmann, Kathrin ; Rozsypal, Filip. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:15:y:2023:i:4:p:331-71. Full description at Econpapers || Download paper | |
2023 | Timing Decisions under Model Uncertainty. (2023). Kellner, Christian ; Auster, Sarah. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:252. Full description at Econpapers || Download paper | |
2023 | Risk Aversion and Changes in Regime. (2023). Sola, Martin ; Kenc, Turalay ; Driffill, John ; Caravello, Tomas E. In: Working Papers. RePEc:aoz:wpaper:237. Full description at Econpapers || Download paper | |
2024 | Equilibrium Restrictions and Approximate Models -- With an application to Pricing Macroeconomic Risk. (2019). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869. Full description at Econpapers || Download paper | |
2024 | The lattice structure of preference comparison. (2019). Sinander, Ludvig ; Curello, Gregorio. In: Papers. RePEc:arx:papers:1902.07260. Full description at Econpapers || Download paper | |
2023 | 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 | |
2023 | Ambiguous Persuasion: An Ex-ante Perspective. (2020). Cheng, Xiaoyu. In: Papers. RePEc:arx:papers:2010.05376. Full description at Econpapers || Download paper | |
2024 | Frequency-Dependent Higher Moment Risks. (2021). BarunÃk, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264. Full description at Econpapers || Download paper | |
2023 | A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208. Full description at Econpapers || Download paper | |
2024 | Ordered Reference Dependent Choice. (2021). Rc, Xi Zhi. In: Papers. RePEc:arx:papers:2105.12915. Full description at Econpapers || Download paper | |
2023 | Robust Equilibria in General Competing Mechanism Games. (2021). Han, Seungjin. In: Papers. RePEc:arx:papers:2109.13177. Full description at Econpapers || Download paper | |
2023 | 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 | |
2023 | EmTract: Investor Emotions and Market Behavior. (2021). Skog, Rolf ; Vamossy, Domonkos. In: Papers. RePEc:arx:papers:2112.03868. Full description at Econpapers || Download paper | |
2023 | 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 | |
2023 | Coasian Dynamics under Informational Robustness. (2022). Libgober, Jonathan ; Mu, Xiaosheng. In: Papers. RePEc:arx:papers:2202.04616. 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 | |
2023 | (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 | |
2023 | Stability of the Epstein-Zin problem. (2022). Mostovyi, Oleksii ; Monoyios, Michael. In: Papers. RePEc:arx:papers:2208.09895. Full description at Econpapers || Download paper | |
2023 | 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 | |
2023 | 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 | |
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 | |
2023 | Bayes = Blackwell, Almost. (2023). Whitmeyer, Mark. In: Papers. RePEc:arx:papers:2302.13956. Full description at Econpapers || Download paper | |
2023 | Time-inconsistent contract theory. (2023). Possamai, Dylan ; Hern, Camilo. In: Papers. RePEc:arx:papers:2303.01601. Full description at Econpapers || Download paper | |
2024 | Optimal investment in ambiguous financial markets with learning. (2023). Mahayni, Antje ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:2303.08521. Full description at Econpapers || Download paper | |
2023 | Strategic Ambiguity in Global Games. (2023). Ui, Takashi. In: Papers. RePEc:arx:papers:2303.12263. Full description at Econpapers || Download paper | |
2023 | Recursive Preferences, Correlation Aversion, and the Temporal Resolution of Uncertainty. (2023). Stanca, Lorenzo Maria. In: Papers. RePEc:arx:papers:2304.04599. Full description at Econpapers || Download paper | |
2023 | Recursive Preferences and Ambiguity Attitudes. (2023). Stanca, Lorenzo ; Principi, Giulio ; Marinacci, Massimo. In: Papers. RePEc:arx:papers:2304.06830. Full description at Econpapers || Download paper | |
2024 | Non-diversified portfolios with subjective expected utility. (2023). Gerasimou, Georgios ; Chambers, Christopher P. In: Papers. RePEc:arx:papers:2304.08059. Full description at Econpapers || Download paper | |
2023 | Choice Structures in Games. (2023). Marti, Johannes ; Galeazzi, Paolo. In: Papers. RePEc:arx:papers:2304.11575. Full description at Econpapers || Download paper | |
2023 | Sustainability criterion implied externality pricing for resource extraction. (2023). Grainger, Daniel. In: Papers. RePEc:arx:papers:2306.04065. Full description at Econpapers || Download paper | |
2023 | Optimal Investment with Stochastic Interest Rates and Ambiguity. (2023). Holzermann, Julian. In: Papers. RePEc:arx:papers:2306.13343. Full description at Econpapers || Download paper | |
2023 | Dynamic Return and Star-Shaped Risk Measures via BSDEs. (2023). Laeven, Roger ; Zullino, Marco ; Gianin, Emanuela Rosazza. In: Papers. RePEc:arx:papers:2307.03447. Full description at Econpapers || Download paper | |
2023 | Common Agency with Non-Delegation or Imperfect Commitment. (2023). Xiong, Siyang ; Han, Seungjin. In: Papers. RePEc:arx:papers:2309.11595. Full description at Econpapers || Download paper | |
2023 | Singular Control in a Cash Management Model with Ambiguity. (2023). , Jacco ; Hellmann, Tobias ; Ferrari, Giorgio ; Archankul, Arnon. In: Papers. RePEc:arx:papers:2309.12014. Full description at Econpapers || Download paper | |
2023 | Risk Aversion and Insurance Propensity. (2023). Wu, Qinyu ; Wang, Ruodu ; Marinacci, Massimo ; Maccheroni, Fabio. In: Papers. RePEc:arx:papers:2310.09173. Full description at Econpapers || Download paper | |
2023 | Coherent Distorted Beliefs. (2023). Raymond, Collin ; Masatlioglu, Yusufcan ; Chambers, Christopher P. In: Papers. RePEc:arx:papers:2310.09879. Full description at Econpapers || Download paper | |
2023 | Sensitivity of robust optimization problems under drift and volatility uncertainty. (2023). Neufeld, Ariel ; Bartl, Daniel ; Park, Kyunghyun. In: Papers. RePEc:arx:papers:2311.11248. Full description at Econpapers || Download paper | |
2023 | Underreaction and dynamic inconsistency in communication games under noise. (2023). Bauch, Gerrit. In: Papers. RePEc:arx:papers:2311.12496. Full description at Econpapers || Download paper | |
2023 | Optimal Consumption--Investment Problems under Time-Varying Incomplete Preferences. (2023). Xia, Weixuan. In: Papers. RePEc:arx:papers:2312.00266. Full description at Econpapers || Download paper | |
2023 | Pricing Indefinitely Lived Assets: Experimental Evidence. (2023). Duffy, John ; Xie, Huan ; Jiang, Janet Hua. In: Staff Working Papers. RePEc:bca:bocawp:23-25. Full description at Econpapers || Download paper | |
2023 | Managerial tone and investors hedging activities: Evidence from credit default swaps. (2023). Zhang, Ting ; Liu, Ling ; Hu, Nan ; Liang, Peng. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:4:p:3971-3998. Full description at Econpapers || Download paper | |
2023 | Gene?edited or genetically modified food? The impacts of risk and ambiguity on Chinese consumers willingness to pay. (2023). Liu, Yunyun ; Nayga, Rodolfo M ; Sun, Yangyang ; Yu, Jianyu ; Ding, Yulian. In: Agricultural Economics. RePEc:bla:agecon:v:54:y:2023:i:3:p:414-428. Full description at Econpapers || Download paper | |
2023 | On the ambiguity of job search. (2023). Yip, Chi Man ; Chan, Ying Tung. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:4:p:1006-1033. Full description at Econpapers || Download paper | |
2023 | Asset pricing with a financial sector. (2023). Xu, Chenjie ; Li, Kai. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:67-95. Full description at Econpapers || Download paper | |
2023 | Optimality in an OLG model with nonsmooth preferences. (2023). Ohtaki, Eisei. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:3:p:611-659. Full description at Econpapers || Download paper | |
2023 | Robust irreversible investment strategy with ambiguity to jump and diffusion risk. (2023). Wang, Haijun ; Li, Shuang. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:3:p:645-665. Full description at Econpapers || Download paper | |
2023 | How Risky Are U.S. Corporate Assets?. (2023). Yaron, Amir ; Shaliastovich, Ivan ; Richard, Scott ; Davydiuk, Tetiana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:141-208. Full description at Econpapers || Download paper | |
2023 | Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341. Full description at Econpapers || Download paper | |
2023 | Macroeconomic News in Asset Pricing and Reality. (2023). Duffee, Gregory R. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1499-1543. Full description at Econpapers || Download paper | |
2023 | Endogenous capital stock and depreciation in the United States. (2023). Ruiz-Tamarit, José ; Ruiztamarit, J R ; Murguigarcia, M J ; Escribaperez, F J. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:25:y:2023:i:1:p:139-167. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Timing Decisions Under Model Uncertainty. (2023). Kellner, Christian ; Auster, Sarah. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_460. Full description at Econpapers || Download paper | |
2023 | Carbon Dioxide as a Risky Asset. (2023). Wagner, Gernot ; Proistosescu, Cristian ; Bauer, Adam Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10278. Full description at Econpapers || Download paper | |
2023 | Loss Aversion, Risk Aversion, and the Shape of the Probability Weighting Function. (2023). Rablen, Matthew D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10491. Full description at Econpapers || Download paper | |
2023 | A Probabilistic Solution to High-Dimensional Continuous-Time Macro and Finance Models. (2023). Huang, JI. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10600. Full description at Econpapers || Download paper | |
2023 | Why Do Committees Work?. (2023). Valasek, Justin ; Breitmoser, Yves. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10800. Full description at Econpapers || Download paper | |
2023 | Financial Innovations, Taxes, and the Growth of Finance. (2023). Nirei, Makoto ; Aoki, Shuhei ; Yamana, Kazufumi. In: CARF F-Series. RePEc:cfi:fseres:cf574. Full description at Econpapers || Download paper | |
2023 | Multi-agent Robust Optimal Investment Problem in Incomplete Market. (2023). Saito, Taiga ; Kizaki, Keisuke ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf575. Full description at Econpapers || Download paper | |
2023 | A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment (Forthcoming in Insurance: Mathematics and Economics). (2023). Saito, Taiga ; Kizaki, Keisuke ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf576. Full description at Econpapers || Download paper | |
2023 | Doubts about the model and optimal policy. (2023). Karantounias, Anastasios. In: Discussion Papers. RePEc:cfm:wpaper:2312. Full description at Econpapers || Download paper | |
2023 | Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility. (2023). Kon, N'Golo ; Carrasco, Marine. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-03. Full description at Econpapers || Download paper | |
2023 | Double conditioning: the hidden connection between Bayesian and classical statistics. (2023). Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20232786. Full description at Econpapers || Download paper | |
2023 | Does ambiguity matter for corporate debt financing? Theory and evidence. (2023). Yu, Min-Teh ; Yeh, Chung-Ying ; Yan, Cheng ; Ho, Kung-Cheng ; Chen, Chang-Chih. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000743. Full description at Econpapers || Download paper | |
2023 | Macroeconomic outcomes in disaster-prone countries. (2023). Cantelmo, Alessandro ; Papageorgiou, Chris ; Melina, Giovanni. In: Journal of Development Economics. RePEc:eee:deveco:v:161:y:2023:i:c:s0304387822001791. Full description at Econpapers || Download paper | |
2023 | Risk communication clarity and insurance demand: The case of the COVID-19 pandemic. (2023). Zou, Hong ; Xu, Xian ; Feng, Jingbing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002652. Full description at Econpapers || Download paper | |
2023 | Asset prices in a labor search model with confidence shocks. (2023). Krivenko, Pavel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002676. Full description at Econpapers || Download paper | |
2023 | On current and future carbon prices in a risky world. (2023). van Wijnbergen, Sweder ; van der Ploeg, Frederick (Rick) ; Olijslagers, Stan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s016518892200272x. Full description at Econpapers || Download paper | |
2023 | Numerical Solution of Dynamic Quantile Models. (2023). Muchon, Andre ; Galvao, Antonio F ; de Castro, Luciano. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000234. Full description at Econpapers || Download paper | |
2023 | The risk premium in New Keynesian DSGE models: The cost of inflation channel. (2023). Tretiakov, Pavel ; Wouters, Rafael ; Iania, Leonardo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:155:y:2023:i:c:s0165188923001380. Full description at Econpapers || Download paper | |
2023 | Firm heterogeneity, financial frictions and ambiguity. (2023). Maurici, Filippo ; Carbonari, Lorenzo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:155:y:2023:i:c:s0165188923001422. Full description at Econpapers || Download paper | |
2023 | Total factor productivity in East Asia under ambiguity. (2023). Viale, Ariel M ; Lee, Velma. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000445. Full description at Econpapers || Download paper | |
2023 | Robust investment and hedging policy with limited commitment. (2023). Liang, Yongtang ; Wu, Yaoyao ; Ma, Jinrun. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001566. Full description at Econpapers || Download paper | |
2023 | Sustainable investment under ESG volatility and ambiguity. (2023). Yan, Qianhui ; Shan, Xun ; Luo, Deqing. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323002833. Full description at Econpapers || Download paper | |
2023 | The impact of ambiguity-loving attitude on market participation and asset pricing. (2023). Huang, Helen ; Zhang, Shunming ; Wang, Yanjie ; Sun, Yuzhe. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003395. Full description at Econpapers || Download paper | |
2023 | No place like home: Home bias and flight-to-quality in Group of Seven countries. (2023). Nagy, Balint-Zsolt ; Socaciu, Erzsebet-Mirjam ; Benedek, Botond. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003619. Full description at Econpapers || Download paper | |
2023 | News and noise in crime politics: The role of announcements and risk attitudes. (2023). Maennig, Wolfgang ; Wilhelm, Stefan. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003723. Full description at Econpapers || Download paper | |
2023 | Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion. (2023). Alonso-Conde, Ana B ; Rojo-Suarez, Javier ; Lago-Balsalobre, Ruben. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000323. Full description at Econpapers || Download paper | |
2023 | Equilibrium (non-)existence in games with competing principals. (2023). campioni, eloisa ; Piaser, Gwenael ; Attar, Andrea. In: Economics Letters. RePEc:eee:ecolet:v:222:y:2023:i:c:s0165176522004062. Full description at Econpapers || Download paper | |
2023 | Measuring inequality in the joint distribution of socioeconomic status and health. (2023). Kurek, Radosaw ; Kobus, Martyna. In: Economics Letters. RePEc:eee:ecolet:v:226:y:2023:i:c:s0165176523001180. Full description at Econpapers || Download paper | |
2023 | Profile GMM estimation of panel data models with interactive fixed effects. (2023). Su, Liangjun ; Jiang, Tao ; Hong, Shengjie. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:927-948. Full description at Econpapers || Download paper | |
2023 | Semiparametric estimation of latent variable asset pricing models. (2023). Dalderop, Jeroen. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001598. Full description at Econpapers || Download paper | |
2023 | Robust consumption and portfolio choice with derivatives trading. (2023). Zhuang, YI ; Yang, Charles ; Wei, Pengyu. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:832-850. Full description at Econpapers || Download paper | |
2023 | Pandemic portfolio choice. (2023). Weiss, Farina ; Kraft, Holger. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:1:p:451-462. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2008 | SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 21 |
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2018 | Ambiguous Correlation.(2018) In: Microeconomics.ca working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | 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 | 36 |
2011 | Symmetry or Dynamic Consistency? In: The B.E. Journal of Theoretical Economics. [Full Text][Citation analysis] | article | 8 |
1999 | Subjective Probabilities on Subjectively Unambiguous Events In: Carleton Economic Papers. [Full Text][Citation analysis] | paper | 117 |
2001 | Subjective Probabilities on Subjectively Unambiguous Events..(2001) In: Econometrica. [Citation analysis] This paper has nother version. Agregated cites: 117 | 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 nother 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 nother version. Agregated cites: 1 | paper | |
2013 | De Finetti Meets Ellsberg In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | De Finetti meets Ellsberg.(2014) In: Research in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
1980 | Increasing Generalized Correlation: A Definition and Some Economic Consequences. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 150 |
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 | 110 |
1990 | First-order risk aversion and the equity premium puzzle.(1990) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 110 | 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 | 86 |
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 | 57 |
1989 | Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework. In: Econometrica. [Full Text][Citation analysis] | article | 2357 |
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 nother version. Agregated cites: 2357 | 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 nother version. Agregated cites: 2357 | chapter | |
1991 | Mixture Symmetry and Quadratic Utility. In: Econometrica. [Full Text][Citation analysis] | article | 76 |
1992 | Stochastic Differential Utility. In: Econometrica. [Full Text][Citation analysis] | article | 387 |
1994 | Intertemporal Asset Pricing Under Knightian Uncertainty. In: Econometrica. [Full Text][Citation analysis] | article | 420 |
1996 | Beliefs about Beliefs without Probabilities. In: Econometrica. [Full Text][Citation analysis] | article | 57 |
2002 | Ambiguity, Risk, and Asset Returns in Continuous Time In: Econometrica. [Citation analysis] | article | 373 |
2000 | Ambiguity, risk and asset returns in continuous time.(2000) In: RCER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 373 | paper | |
2010 | A Paradox for the “Smooth Ambiguity†Model of Preference In: Econometrica. [Citation analysis] | article | 29 |
2003 | A two-person dynamic equilibrium under ambiguity In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 130 |
2001 | A Two-Person Dynamic Equilibrium under Ambiguity.(2001) In: RCER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 130 | 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 | 60 |
1985 | The empirical determination of technology and expectations : A simplified procedure In: Journal of Econometrics. [Full Text][Citation analysis] | article | 28 |
1985 | Non-parametric hypothesis testing procedures and applications to demand analysis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 26 |
2001 | The independence axiom and asset returns In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 40 |
1991 | The Independence Axiom and Asset Returns.(1991) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
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 | 427 |
2001 | Recursive Multiple-Priors.(2001) In: RCER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 427 | paper | |
2003 | IID: independently and indistinguishably distributed In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 21 |
2002 | IID: Independently and Indistinguishably Distributed.(2002) In: RCER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | 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 | 103 |
1986 | Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 9 |
1987 | A simple dynamic general equilibrium model In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 157 |
1989 | A unifying approach to axiomatic non-expected utility theories In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 47 |
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 | 43 |
1993 | A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 15 |
1993 | Dynamically Consistent Beliefs Must Be Bayesian In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 122 |
1995 | Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 47 |
1997 | Preference, Rationalizability and Equilibrium In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 54 |
1999 | A Revelation Principle for Competing Mechanisms In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 133 |
1996 | A REVELATION PRINCIPLE FOR COMPETING MECHANISMS.(1996) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 133 | paper | |
2000 | Are Probabilities Used in Markets ? In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 15 |
1999 | Are Probabilities Used in Markets?.(1999) In: RCER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | 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 | 1 |
1980 | Decision Making and the Temporal Resolution of Uncertainty. In: International Economic Review. [Full Text][Citation analysis] | article | 102 |
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 | 39 |
1993 | Habits and Time Preference. In: International Economic Review. [Full Text][Citation analysis] | article | 54 |
1988 | The Law of Large Numbers and the Attractiveness of Compound Gambles. In: Journal of Risk and Uncertainty. [Citation analysis] | article | 0 |
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: The Review of Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
1978 | Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 17 |
1981 | Duality Theory and Functional Forms for Dynamic Factor Demands In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 108 |
1982 | Integrability of Incomplete Systems of Demand Functions In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 27 |
1999 | A Definition of Uncertainty Aversion In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 234 |
2006 | An Axiomatic Model of Non-Bayesian Updating In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 55 |
2005 | An Axiomatic Model of Non-Bayesian Updating.(2005) In: RCER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
2005 | An Axiomatic Model of Non-Bayesian Updating.(2005) In: RCER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
2007 | Learning Under Ambiguity In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 210 |
2005 | Learning Under Ambiguity.(2005) In: RCER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 210 | paper | |
2006 | Learning Under Ambiguity.(2006) In: RCER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 210 | paper | |
2008 | Living with Risk In: The Review of Economic Studies. [Full Text][Citation analysis] | article | 33 |
2007 | Living with risk.(2007) In: RCER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
1992 | Asset Pricing with Stochastic Differential Utility. In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 347 |
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 |
2006 | Cognitive Dissonance and Choice In: RCER Working Papers. [Full Text][Citation analysis] | paper | 7 |
2007 | An axiomatic model of cold feet In: RCER Working Papers. [Full Text][Citation analysis] | paper | 9 |
1999 | Least convex capacities In: Economic Theory. [Full Text][Citation analysis] | article | 5 |
1994 | The Projective Independence Axiom. In: Economic Theory. [Citation analysis] | article | 7 |
2007 | Coarse contingencies and ambiguity In: Theoretical Economics. [Full Text][Citation analysis] | article | 50 |
2007 | Cold feet In: Theoretical Economics. [Full Text][Citation analysis] | article | 8 |
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 | 97 |
1983 | The Rate of Time Preference and Dynamic Economic Analysis. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 150 |
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 | 914 |
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