Larry Epstein : Citation Profile

Are you Larry Epstein?

McGill University

40

H index

64

i10 index

9477

Citations

RESEARCH PRODUCTION:

86

Articles

60

Papers

2

Chapters

RESEARCH ACTIVITY:

   50 years (1974 - 2024). See details.
   Cites by year: 189
   Journals where Larry Epstein has often published
   Relations with other researchers
   Recent citing documents: 421.    Total self citations: 57 (0.6 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pep2
   Updated: 2024-11-08    RAS profile: 2024-07-04    
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Relations with other researchers

Works with:

Halevy, Yoram (3)

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 (139)

Tallon, Jean-Marc (107)

Mukerji, Sujoy (91)

Campbell, John (81)

Hansen, Lars (77)

Marinacci, Massimo (75)

van der Ploeg, Frederick (Rick) (74)

Ludwig, Alexander (72)

Riedel, Frank (71)

Zimper, Alexander (71)

Grant, Simon (62)

Cites to:

Gilboa, Itzhak (36)

Schneider, Martin (29)

Marinacci, Massimo (27)

Kreps, David (17)

Hansen, Lars (17)

Wakker, Peter (13)

Mukerji, Sujoy (12)

wang, tan (11)

Machina, Mark (11)

Zin, Stanley (10)

Butler, Jeffrey (10)

Main data

Where Larry Epstein has published?

Journals with more than one article published# docs
Journal of Economic Theory21
Econometrica14
The Review of Economic Studies9
International Economic Review4
Theoretical Economics4
Journal of Econometrics3
Journal of Political Economy3
The Review of Financial Studies2
Canadian Journal of Economics2
Journal of Monetary Economics2
Journal of Mathematical Economics2
American Economic Review2
Economic Theory2
The B.E. Journal of Theoretical Economics2
Journal of Economic Dynamics and Control2
Journal of Finance2

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.org6
NBER Working Papers / National Bureau of Economic Research, Inc3
Working Paper / Harvard University OpenScholar3
Microeconomics.ca working papers / Vancouver School of Economics2
CeMMAP working papers / Institute for Fiscal Studies2
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies2
Carlo Alberto Notebooks / Collegio Carlo Alberto2
Working Paper / Economics Department, Queen's University2

Recent works citing Larry Epstein (2024 and 2023)

YearTitle of citing document
2023Overpersistence 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.

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2023Timing Decisions under Model Uncertainty. (2023). Kellner, Christian ; Auster, Sarah. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:252.

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2023Risk Aversion and Changes in Regime. (2023). Sola, Martin ; Kenc, Turalay ; Driffill, John ; Caravello, Tomas E. In: Working Papers. RePEc:aoz:wpaper:237.

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2024Equilibrium Restrictions and Approximate Models -- With an application to Pricing Macroeconomic Risk. (2019). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

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2024The lattice structure of preference comparison. (2019). Sinander, Ludvig ; Curello, Gregorio. In: Papers. RePEc:arx:papers:1902.07260.

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2023Epstein-Zin Utility Maximization on Random Horizons. (2019). Huang, Yu-Jui ; Aurand, Joshua. In: Papers. RePEc:arx:papers:1903.08782.

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2023Ambiguous Persuasion: An Ex-ante Perspective. (2020). Cheng, Xiaoyu. In: Papers. RePEc:arx:papers:2010.05376.

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2024Frequency-Dependent Higher Moment Risks. (2021). Baruník, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264.

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2023A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208.

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2024Ordered Reference Dependent Choice. (2021). Rc, Xi Zhi. In: Papers. RePEc:arx:papers:2105.12915.

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2024Robust Merging of Information. (2021). , Xiaolin ; Ishii, Yuhta ; de Oliveira, Henrique ; Lin, Xiao. In: Papers. RePEc:arx:papers:2106.00088.

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2023Robust Equilibria in General Competing Mechanism Games. (2021). Han, Seungjin. In: Papers. RePEc:arx:papers:2109.13177.

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2023Optimal 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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2023EmTract: Investor Emotions and Market Behavior. (2021). Skog, Rolf ; Vamossy, Domonkos. In: Papers. RePEc:arx:papers:2112.03868.

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2024Reinforcing 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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2024Coasian Dynamics under Informational Robustness. (2022). Libgober, Jonathan ; Mu, Xiaosheng. In: Papers. RePEc:arx:papers:2202.04616.

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2024Information Design for Differential Privacy. (2022). Schmutte, Ian M ; Yoder, Nathan. In: Papers. RePEc:arx:papers:2202.05452.

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

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2024(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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2023Stability of the Epstein-Zin problem. (2022). Mostovyi, Oleksii ; Monoyios, Michael. In: Papers. RePEc:arx:papers:2208.09895.

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2023Robust 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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2023On 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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2024Optimal 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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2024Randomization advice and ambiguity aversion. (2023). Zhang, Xiannong ; Rogers, Brian W ; Kuzmics, Christoph. In: Papers. RePEc:arx:papers:2301.03304.

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2023Bayes = Blackwell, Almost. (2023). Whitmeyer, Mark. In: Papers. RePEc:arx:papers:2302.13956.

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2023Time-inconsistent contract theory. (2023). Possamai, Dylan ; Hern, Camilo. In: Papers. RePEc:arx:papers:2303.01601.

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2024Optimal investment in ambiguous financial markets with learning. (2023). Mahayni, Antje ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:2303.08521.

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2024Strategic Ambiguity in Global Games. (2023). Ui, Takashi. In: Papers. RePEc:arx:papers:2303.12263.

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2023Recursive Preferences, Correlation Aversion, and the Temporal Resolution of Uncertainty. (2023). Stanca, Lorenzo Maria. In: Papers. RePEc:arx:papers:2304.04599.

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2024Recursive Preferences and Ambiguity Attitudes. (2023). Stanca, Lorenzo ; Principi, Giulio ; Marinacci, Massimo. In: Papers. RePEc:arx:papers:2304.06830.

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2024Non-diversified portfolios with subjective expected utility. (2023). Gerasimou, Georgios ; Chambers, Christopher P. In: Papers. RePEc:arx:papers:2304.08059.

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2023Choice Structures in Games. (2023). Marti, Johannes ; Galeazzi, Paolo. In: Papers. RePEc:arx:papers:2304.11575.

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2023Sustainability criterion implied externality pricing for resource extraction. (2023). Grainger, Daniel. In: Papers. RePEc:arx:papers:2306.04065.

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2023Optimal Investment with Stochastic Interest Rates and Ambiguity. (2023). Holzermann, Julian. In: Papers. RePEc:arx:papers:2306.13343.

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2023Dynamic Return and Star-Shaped Risk Measures via BSDEs. (2023). Laeven, Roger ; Zullino, Marco ; Gianin, Emanuela Rosazza. In: Papers. RePEc:arx:papers:2307.03447.

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2023Common Agency with Non-Delegation or Imperfect Commitment. (2023). Xiong, Siyang ; Han, Seungjin. In: Papers. RePEc:arx:papers:2309.11595.

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2023Singular Control in a Cash Management Model with Ambiguity. (2023). , Jacco ; Hellmann, Tobias ; Ferrari, Giorgio ; Archankul, Arnon. In: Papers. RePEc:arx:papers:2309.12014.

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2024Risk Aversion and Insurance Propensity. (2023). Wu, Qinyu ; Wang, Ruodu ; Marinacci, Massimo ; Maccheroni, Fabio. In: Papers. RePEc:arx:papers:2310.09173.

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2024Coherent Distorted Beliefs. (2023). Raymond, Collin ; Masatlioglu, Yusufcan ; Chambers, Christopher P. In: Papers. RePEc:arx:papers:2310.09879.

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2023Sensitivity of robust optimization problems under drift and volatility uncertainty. (2023). Neufeld, Ariel ; Bartl, Daniel ; Park, Kyunghyun. In: Papers. RePEc:arx:papers:2311.11248.

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2023Underreaction and dynamic inconsistency in communication games under noise. (2023). Bauch, Gerrit. In: Papers. RePEc:arx:papers:2311.12496.

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2023Optimal Consumption--Investment Problems under Time-Varying Incomplete Preferences. (2023). Xia, Weixuan. In: Papers. RePEc:arx:papers:2312.00266.

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2024Predicting the Unpredictable under Subjective Expected Utility. (2024). Schipper, Burkhard. In: Papers. RePEc:arx:papers:2403.01421.

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2024Continuous-time Risk-sensitive Reinforcement Learning via Quadratic Variation Penalty. (2024). Jia, Yanwei. In: Papers. RePEc:arx:papers:2404.12598.

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2024Duet expectile preferences. (2024). Wu, Qinyu ; Wang, Ruodu ; Mao, Tiantian ; Bellini, Fabio. In: Papers. RePEc:arx:papers:2404.17751.

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2024The Perils of Overreaction. (2024). Whitmeyer, Mark ; von Beringe, Konstantin. In: Papers. RePEc:arx:papers:2405.08087.

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2023Pricing Indefinitely Lived Assets: Experimental Evidence. (2023). Duffy, John ; Xie, Huan ; Jiang, Janet Hua. In: Staff Working Papers. RePEc:bca:bocawp:23-25.

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2024Optimal consumption and Investment under Relative Performance Criteria with Epstein-Zin Utility. (2024). Stanza, Lorenzo ; Riedel, Frank ; Dianetti, Jodi. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:685.

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2023Managerial 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.

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2023On 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.

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2023Asset 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.

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2023Comparative statics under κ-ambiguity for log-Brownian asset prices. (2016). Tian, Dejian . In: International Journal of Economic Theory. RePEc:bla:ijethy:v:12:y:2016:i:4:p:361-378.

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2023Optimality 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.

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2023Robust 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.

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2023How 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.

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2023Pockets 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.

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2023Macroeconomic 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.

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2023Endogenous 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.

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2023.

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2023Timing Decisions Under Model Uncertainty. (2023). Kellner, Christian ; Auster, Sarah. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_460.

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2024Predicting the Unpredictable under Subjective Expected Utility. (2024). Schipper, Burkhard. In: Working Papers. RePEc:cda:wpaper:362.

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2023Carbon Dioxide as a Risky Asset. (2023). Wagner, Gernot ; Proistosescu, Cristian ; Bauer, Adam Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10278.

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2023Loss Aversion, Risk Aversion, and the Shape of the Probability Weighting Function. (2023). Rablen, Matthew D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10491.

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2023A Probabilistic Solution to High-Dimensional Continuous-Time Macro and Finance Models. (2023). Huang, JI. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10600.

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2023Why Do Committees Work?. (2023). Valasek, Justin ; Breitmoser, Yves. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10800.

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2023Financial Innovations, Taxes, and the Growth of Finance. (2023). Nirei, Makoto ; Aoki, Shuhei ; Yamana, Kazufumi. In: CARF F-Series. RePEc:cfi:fseres:cf574.

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2023Multi-agent Robust Optimal Investment Problem in Incomplete Market. (2023). Saito, Taiga ; Kizaki, Keisuke ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf575.

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2023A 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.

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2024Multi-agent Equilibrium Model with Heterogeneous Views on Fundamental Risks in Incomplete Market. (2024). Takahashi, Akihiko ; Saito, Taiga ; Kizaki, Keisuke. In: CARF F-Series. RePEc:cfi:fseres:cf578.

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2023Doubts about the model and optimal policy. (2023). Karantounias, Anastasios. In: Discussion Papers. RePEc:cfm:wpaper:2312.

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2023Test 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.

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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.
[Full Text][Citation analysis]		article117
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 nother version. Agregated cites: 117		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 nother version. Agregated cites: 117		paper
How Much Would You Pay to Resolve Long-Run Risk?.() In: Working Paper.
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2014How much would you pay to resolve long-run risk?.(2014) In: 2014 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 117		paper
2001Sharing Ambiguity In: American Economic Review.
[Full Text][Citation analysis]		article24
1986A Correspondence Theorem Between Expected Utility and Smooth Utility In: Foerder Institute for Economic Research Working Papers.
[Full Text][Citation analysis]		paper6
1988A correspondence theorem between expected utility and smooth utility.(1988) In: Journal of Economic Theory.
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This paper has nother version. Agregated cites: 6		article
2010Ambiguity and Asset Markets In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article170
2010Ambiguity and Asset Markets.(2010) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 170		paper
2013Ambiguous Volatility, Possibility and Utility in Continuous Time In: Papers.
[Full Text][Citation analysis]		paper39
2014Ambiguous volatility, possibility and utility in continuous time.(2014) In: Journal of Mathematical Economics.
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2013Ambiguous volatility and asset pricing in continuous time In: Papers.
[Full Text][Citation analysis]		paper87
2012Ambiguous Volatility and Asset Pricing in Continuous Time.(2012) In: CIRANO Working Papers.
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2013Ambiguous Volatility and Asset Pricing in Continuous Time.(2013) In: The Review of Financial Studies.
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2019Optimal Learning under Robustness and Time-Consistency In: Papers.
[Full Text][Citation analysis]		paper5
2022A Central Limit Theorem, Loss Aversion and Multi-Armed Bandits In: Papers.
[Full Text][Citation analysis]		paper1
2023A central limit theorem, loss aversion and multi-armed bandits.(2023) In: Journal of Economic Theory.
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This paper has nother version. Agregated cites: 1		article
2023Approximate optimality and the risk/reward tradeoff in a class of bandit problems In: Papers.
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2024Identifying Heterogeneous Decision Rules From Choices When Menus Are Unobserved In: Papers.
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In: .
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.() In: .
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2015Robust Confidence Regions for Incomplete Models.(2015) In: Boston University - Department of Economics - Working Papers Series.
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2015Robust confidence regions for incomplete models.(2015) In: CeMMAP working papers.
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2015Robust confidence regions for incomplete models.(2015) In: CeMMAP working papers.
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2016Robust Confidence Regions for Incomplete Models.(2016) In: Econometrica.
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1980 Capital Asset Prices and the Temporal Resolution of Uncertainty. In: Journal of Finance.
[Full Text][Citation analysis]		article12
2008Ambiguity, Information Quality, and Asset Pricing In: Journal of Finance.
[Full Text][Citation analysis]		article280
2004Ambiguity, Information Quality and Asset Pricing.(2004) In: RCER Working Papers.
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2005Ambiguity, Information Quality and Asset Pricing.(2005) In: RCER Working Papers.
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1983 Aggregating Quasi-Fixed Factors. In: Scandinavian Journal of Economics.
[Citation analysis]		article8
2005NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper38
2005NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK.(2005) In: Boston University - Department of Economics - Working Papers Series.
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2003Non-Bayesian Updating : A Theoretical Framework.(2003) In: RCER Working Papers.
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2005Non-Bayesian Updating: a Theoretical Framework.(2005) In: RCER Working Papers.
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2008Non-Bayesian updating: A theoretical framework.(2008) In: Theoretical Economics.
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2008SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper21
2010Symmetry of evidence without evidence of symmetry.(2010) In: Theoretical Economics.
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2017Ambiguous Correlation In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper32
2019Ambiguous Correlation.(2019) In: The Review of Economic Studies.
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2018Ambiguous Correlation.(2018) In: Microeconomics.ca working papers.
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2017Optimal Learning and Ellsberg’s Urns In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper1
2010Non-Bayesian Learning In: The B.E. Journal of Theoretical Economics.
[Full Text][Citation analysis]		article39
2011Symmetry or Dynamic Consistency? In: The B.E. Journal of Theoretical Economics.
[Full Text][Citation analysis]		article8
1999Subjective Probabilities on Subjectively Unambiguous Events In: Carleton Economic Papers.
[Full Text][Citation analysis]		paper120
2001Subjective Probabilities on Subjectively Unambiguous Events..(2001) In: Econometrica.
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2006Mutual Absolute Continuity of Multiple Priors In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper20
2007Mutual absolute continuity of multiple priors.(2007) In: Journal of Economic Theory.
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2007Coarse Contingencies In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper1
2005Coarse Contingencies.(2005) In: RCER Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2013De Finetti Meets Ellsberg In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper0
2014De Finetti meets Ellsberg.(2014) In: Research in Economics.
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This paper has nother version. Agregated cites: 0		article
1980Increasing Generalized Correlation: A Definition and Some Economic Consequences. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article152
1974Some Economic Effects of Immigration: A General Equilibrium Analysis. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article2
2010First order risk aversion and the equity premium puzzle In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper112
1990First-order risk aversion and the equity premium puzzle.(1990) In: Journal of Monetary Economics.
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1975A Disaggregate Analysis of Consumer Choice under Uncertainty. In: Econometrica.
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