Larry Epstein : Citation Profile


Are you Larry Epstein?

Boston University

35

H index

59

i10 index

6812

Citations

RESEARCH PRODUCTION:

82

Articles

55

Papers

RESEARCH ACTIVITY:

   45 years (1974 - 2019). See details.
   Cites by year: 151
   Journals where Larry Epstein has often published
   Relations with other researchers
   Recent citing documents: 303.    Total self citations: 46 (0.67 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pep2
   Updated: 2021-02-20    RAS profile: 2021-01-24    
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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 (120)

Tallon, Jean-Marc (83)

Marinacci, Massimo (72)

Ludwig, Alexander (68)

Mukerji, Sujoy (67)

Hansen, Lars (62)

Zimper, Alexander (62)

Campbell, John (59)

Grant, Simon (57)

wang, tan (41)

Fernandez-Villaverde, Jesus (41)

Cites to:

Schmeidler, David (56)

Gilboa, Itzhak (32)

Schneider, Martin (27)

Marinacci, Massimo (25)

Kreps, David (17)

Hansen, Lars (15)

Mukerji, Sujoy (14)

Machina, Mark (11)

Dekel, Eddie (10)

Zin, Stanley (10)

Jappelli, Tullio (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 Econometrics3
Journal of Political Economy3
Journal of Mathematical Economics2
American Economic Review2
Journal of Economic Dynamics and Control2
Review of Financial Studies2
Journal of Monetary Economics2
Canadian Journal of Economics2
Journal of Finance2
Economic Theory2
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.org3
Working Paper / Harvard University OpenScholar3
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies2
Working Paper / Economics Department, Queen's University2
Microeconomics.ca working papers / Vancouver School of Economics2
Carlo Alberto Notebooks / Collegio Carlo Alberto2

Recent works citing Larry Epstein (2021 and 2020)


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

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2020An Estimated Structural Model of Entrepreneurial Behavior. (2020). Pratap, Sangeeta ; Jones, John Bailey. In: American Economic Review. RePEc:aea:aecrev:v:110:y:2020:i:9:p:2859-98.

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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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2020Speculation-driven Business Cycles. (2020). Zilberman, Eduardo ; Bigio, Saki. In: Working Papers. RePEc:apc:wpaper:161.

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2020Dynamic indifference pricing via the G-expectation. (2015). Lin, Qian. In: Papers. RePEc:arx:papers:1503.08628.

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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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2020Convergence of utility indifference prices to the superreplication price in a multiple-priors framework. (2017). Carassus, Laurence ; Blanchard, Romain. In: Papers. RePEc:arx:papers:1709.09465.

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2020Calibration of Distributionally Robust Empirical Optimization Models. (2017). , Andrew ; Kim, Michael Jong ; Gotoh, Jun-Ya. In: Papers. RePEc:arx:papers:1711.06565.

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2020Improving Value-at-Risk prediction under model uncertainty. (2018). Yao, Jianfeng ; Yang, Shuzhen. In: Papers. RePEc:arx:papers:1805.03890.

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2020Tail 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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2020Intermediated Implementation. (2019). Xing, Yiqing ; Li, Anqi. In: Papers. RePEc:arx:papers:1810.11475.

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2020Epstein-Zin Utility Maximization on Random Horizons. (2019). Huang, Yu-Jui ; Aurand, Joshua. In: Papers. RePEc:arx:papers:1903.08782.

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2020A 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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2020Robust 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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2020Collectivised Post-Retirement Investment. (2020). Buescu, Cristin ; Armstrong, John. In: Papers. RePEc:arx:papers:1909.12730.

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2020Time discounting under uncertainty. (2019). Jos'e Heleno Faro, ; Bastianello, Lorenzo. In: Papers. RePEc:arx:papers:1911.00370.

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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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2020Bounds on Multi-asset Derivatives via Neural Networks. (2019). Bernard, Carole ; de Gennaro, Luca. In: Papers. RePEc:arx:papers:1911.05523.

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

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2020On the parabolic equation for portfolio problems. (2020). Zawisza, Dariusz. In: Papers. RePEc:arx:papers:2003.13317.

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2020A Knightian Irreversible Investment Problem. (2020). Riedel, Frank ; Li, Hanwu ; Ferrari, Giorgio. In: Papers. RePEc:arx:papers:2003.14359.

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2020Asymptotically Optimal Management of Heterogeneous Collectivised Investment Funds. (2020). Buescu, Cristin ; Armstrong, John. In: Papers. RePEc:arx:papers:2004.01506.

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2020Dynamically Consistent Objective and Subjective Rationality. (2020). Santos, Ana ; Jos'e Heleno Faro, ; Bastianello, Lorenzo. In: Papers. RePEc:arx:papers:2004.12347.

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2020Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences. (2020). Nwogugu, Michael. In: Papers. RePEc:arx:papers:2005.01709.

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2020Existence and Uniqueness of Recursive Utility Models in $L_p$. (2020). O'Neil, Flint. In: Papers. RePEc:arx:papers:2005.07067.

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2020Periodic Strategies II: Generalizations and Extensions. (2020). Jost, J ; Oikonomou, V K. In: Papers. RePEc:arx:papers:2005.12832.

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

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2020Investor Emotions and Earnings Announcements. (2020). Vamossy, Domonkos F. In: Papers. RePEc:arx:papers:2006.13934.

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2020Distributionally Robust Markov Decision Processes and their Connection to Risk Measures. (2020). Glauner, Alexander ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:2007.13103.

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

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2020Pricing and Capital Allocation for Multiline Insurance Firms With Finite Assets in an Imperfect Market. (2020). Mildenhall, Stephen J ; Major, John A. In: Papers. RePEc:arx:papers:2008.12427.

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

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2020Markov Decision Processes with Recursive Risk Measures. (2020). Glauner, Alexander ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:2010.07220.

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2020Social networks, confirmation bias and shock elections. (2020). Langtry, Alastair ; Gallo, Edoardo. In: Papers. RePEc:arx:papers:2011.00520.

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2020The Uncertain Shape of Grey Swans: Extreme Value Theory with Uncertain Threshold. (2020). Poorvasei, Hossein ; Arian, Hamidreza ; Zamani, Shiva ; Sharifi, Azin. In: Papers. RePEc:arx:papers:2011.06693.

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2020Autoregressive 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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2020Forward 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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2021A Theory of Choice Bracketing under Risk. (2021). Zhang, MU. In: Papers. RePEc:arx:papers:2102.07286.

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2020Does mining fuel bubbles? An experimental study on cryptocurrency markets. (2020). Xu, Yilong ; Sofianos, Andis ; Lambrecht, Marco. In: Working Papers. RePEc:awi:wpaper:0690.

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2020Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields. (2020). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:20-14.

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2020Rare disasters, the natural interest rate and monetary policy.. (2020). Cantelmo, Alessandro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1309_20.

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2020Uncertainty Spillovers for Markets and Policy. (2020). Hansen, Lars Peter. In: Working Papers. RePEc:bfi:wpaper:2020-121.

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2020Robust Identification of Investor Beliefs. (2020). Hansen, Peter G ; Chen, Xiaohong. In: Working Papers. RePEc:bfi:wpaper:2020-69.

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2020Epidemic Responses Under Uncertainty. (2020). Yannelis, Constantine ; Buchak, Greg ; Barnett, Michael. In: Working Papers. RePEc:bfi:wpaper:2020-72.

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2020A Knightian Irreversible Investment Problem. (2020). Ferrari, Giorgio ; Riedel, Frank ; Li, Hanwu. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:634.

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2020Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty. (2020). Li, Hanwu ; Ferrari, Giorgio ; Riedel, Frank. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:641.

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2020The pricing of accruals quality in credit default swap spreads. (2020). Lin, Hai ; Alam, Pervaiz ; Pu, Xiaoling ; Hettler, Barry. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:1943-1977.

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2020Earnings volatility, ambiguity, and crisis‐period stock returns. (2020). Safdar, Irfan ; McMartin, Andrew S ; Ahmed, Anwer S. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2939-2963.

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2020Past managerial guidance and returns to variance trading around earnings announcements. (2020). Neururer, Thaddeus. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2995-3031.

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2020Asset pricing and energy consumption risk. (2020). Lan, Yihui ; Lim, Ashley ; Treepongkaruna, Sirimon. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3813-3850.

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2020Self?fulfilling patience. (2020). Wang, Wei ; Gong, Liutang. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:4:p:336-357.

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2020Time‐varying risk of rare disasters, investment, and asset pricing. (2020). Niu, Yingjie ; Liu, BO ; Zou, Zhentao ; Yang, Jinqiang. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:3:p:503-524.

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2020Sustainability with endogenous discounting. (2020). Long, Ngo ; van Long, Ngo ; Hartwick, John M. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:16:y:2020:i:2:p:216-221.

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2020WELFARE AS EQUITY EQUIVALENTS. (2020). Berger, Loïc ; Emmerling, Johannes. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:34:y:2020:i:4:p:727-752.

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2020Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities. (2020). Borovička, Jaroslav ; Stachurski, John ; Borovika, Jaroslav. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1457-1493.

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2020A Macrofinance View of U.S. Sovereign CDS Premiums. (2020). Chernov, Mikhail ; Schneider, Andres ; Schmid, Lukas. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2809-2844.

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2020Robust consumption‐investment problem under CRRA and CARA utilities with time‐varying confidence sets. (2020). Ma, Ming ; Liang, Zongxia. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:1035-1072.

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2020Dynamically consistent alpha‐maxmin expected utility. (2020). Riedel, Frank ; Lin, Qian ; Beissner, Patrick. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:1073-1102.

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2020Lifetime investment and consumption with recursive preferences and small transaction costs. (2020). Seifried, Frank Thomas ; Muhlekarbe, Johannes ; Melnyk, Yaroslav. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:1135-1167.

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2020Asset pricing with heterogeneous beliefs and illiquidity. (2020). Tan, Xiaowei ; Nutz, Marcel ; Muhlekarbe, Johannes. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1392-1421.

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2020Sourcing Competition under Cost Uncertainty and Information Asymmetry. (2020). Zhang, Fuqiang ; Wu, Xiaole ; Shao, Lusheng. In: Production and Operations Management. RePEc:bla:popmgt:v:29:y:2020:i:2:p:447-461.

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2020Do E‐Waste Laws Create Behavioral Spillovers? Quasi‐Experimental Evidence from California. (2020). Muthulingam, Suresh ; Dhanorkar, Suvrat. In: Production and Operations Management. RePEc:bla:popmgt:v:29:y:2020:i:7:p:1738-1766.

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2020A Lot of Ambiguity. (2018). Segal, Uzi ; Safra, Zvi. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:954.

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2020Substitution Effects in Intertemporal Problems. (2020). Vanin, Paolo ; dragone, davide. In: Working Papers. RePEc:bol:bodewp:wp1147.

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2020Unexpected Effects: Uncertainty, Unemployment, and Inflation. (2020). Freund, Lukas ; Rendahl, P. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2035.

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2020Social Networks, Confirmation Bias and Shock Elections. (2020). Langtry, A ; Gallo, E. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2099.

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2020Identity and the cost of information. (2020). Pennesi, Daniele. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:610.

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2020Avoiding Root-Finding in the Krusell-Smith Algorithm Simulation. (2020). Bakota, Ivo. In: CERGE-EI Working Papers. RePEc:cer:papers:wp669.

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2021Growth Uncertainty, Rational Learning, and Option Prices. (2021). Kozhan, Roman ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp682.

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2020The Effect of Unfair Chances and Gender Discrimination on Labor Supply. (2020). Riedl, Arno ; Gagnon, Nickolas ; Bosmans, Kristof. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8058.

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2020Discounting and Climate Policy. (2020). van der Ploeg, Frederick (Rick) ; VAN DERPLOEG, RICK . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8441.

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2020Asset Diversification versus Climate Action. (2020). van der Ploeg, Frederick (Rick) ; VAN DERPLOEG, RICK ; Kraft, Holger ; Hambel, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8476.

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2020Financial Frictions and the Wealth Distribution. (2020). Nuño Barrau, Galo ; Hurtado, Samuel ; Fernandez-Villaverde, Jesus ; Nuo, Galo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8482.

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2020Prevention and Mitigation of Epidemics: Biodiversity Conservation and Confinement Policies. (2020). Fabbri, Giorgio ; Augeraud-Véron, Emmanuelle ; Schubert, Katheline ; Augeraud-Veron, Emmanuelle. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8506.

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2020r Minus g. (2020). Barro, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8661.

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2021A novel approach to asset pricing with choice of probability measures. (2019). Takahashi, Akihiko ; Saito, Taiga. In: CARF F-Series. RePEc:cfi:fseres:cf471.

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2020Equilibrium Yield Curves and the Interest Rate Lower Bound. (2020). Tanaka, Hiroatsu ; Nakata, Taisuke. In: CARF F-Series. RePEc:cfi:fseres:cf482.

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2021Supplementary file for †Sup-inf/inf-sup problem on choice of a probability measure by FBSDE approachâ€. (2021). Takahashi, Akihiko ; Saito, Taiga. In: CARF F-Series. RePEc:cfi:fseres:cf507.

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2020Speculation-Driven Business Cycles. (2020). Zilberman, Eduardo ; Bigio, Saki. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:865.

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2020Uncertainty Shocks and Business Cycle Research. (2020). Fernandez-Villaverde, Jesus. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14398.

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2020Prevention And Mitigation Of Epidemics: Biodiversity Conservation And Confinement Policies. (2020). Fabbri, Giorgio ; Schubert, Katheline ; Augeraud-Veron, Emmanuelle. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2020026.

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2020Dual-self Representations of Ambiguity Preferences. (2020). Le Yaouanq, Yves ; Frick, Mira ; Chandrasekher, Madhav ; Iijima, Ryota. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2180r2.

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2020Recursive Preferences, the Value of Life, and Household Finance. (2020). O'Dea, Cormac ; le Grand, Franois ; Legrand, Franois ; Harenberg, Daniel ; Bommier, Antoine. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2231.

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2020Robust Identification of Investor Beliefs. (2020). Hansen, Peter G ; Chen, Xiaohong. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2236.

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2020Estimation of Impulse response functions with term structure local projections. (2020). McNeil, James. In: Working Papers. RePEc:dal:wpaper:daleconwp2020-05.

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2021Statistical decision functions with judgment. (2021). Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20212512.

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2020Backward stochastic optimal control with mixed deterministic controller and random controller and its applications in linear-quadratic control. (2020). Zhang, Huanjun ; Yan, Zhiguo. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:369:y:2020:i:c:s0096300319308343.

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2020Ambiguity attitudes and myopic loss aversion: Experimental evidence using carnival games. (2020). Damodaran, Uday ; Aggarwal, Divya. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:25:y:2020:i:c:s2214635019300747.

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2020Equity premium puzzle — Evidence from Poland. (2020). Zygmanowski, Piotr ; Liwiski, Pawe ; Maruszewski, Janusz ; Gemra, Kamil ; Ukowski, Micha. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303257.

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2020The long shadows of war in China: Battle shocks in early life and health/wealth accumulation. (2020). Koulovatianos, Christos ; Li, Jian. In: China Economic Review. RePEc:eee:chieco:v:60:y:2020:i:c:s1043951x19301555.

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2020Do technology spillovers affect the corporate information environment?. (2020). Kecskes, Ambrus ; Nguyen, Phuong-Anh. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300250.

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2020Uncertainty avoidance and mutual funds. (2020). Ramos, Sofia ; Miguel, Antonio F ; Medhat, Mamdouh ; Keswani, Aneel. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301929.

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2020On booms that never bust: Ambiguity in experimental asset markets with bubbles. (2020). Kujal, Praveen ; Corgnet, Brice ; Hernan-Gonzalez, Roberto. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:110:y:2020:i:c:s0165188919301514.

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2020Macroeconomic disasters and the equity premium puzzle: Are emerging countries riskier?. (2020). Horvath, Jaroslav. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188920300221.

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2020Consumption and investment demand when health evolves stochastically. (2020). Caputo, Michael ; Bolin, Kristian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188918302471.

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2020Horizon-unbiased investment with ambiguity. (2020). Zhou, Chao ; Sun, Xianming ; Lin, Qian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300646.

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2020Labor market search, endogenous disasters and the equity premium puzzle. (2020). Heiberger, Christopher. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300671.

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2020Gain/loss asymmetric stochastic differential utility. (2020). Shigeta, Yuki. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:118:y:2020:i:c:s0165188920301433.

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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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This paper has another version. Agregated cites: 59
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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: 59
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2013How Much Would You Pay to Resolve Long-Run Risk?.(2013) In: Working Paper.
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This paper has another version. Agregated cites: 59
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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: 59
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How Much Would You Pay to Resolve Long-Run Risk?.() In: Working Paper.
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