Larry Epstein : Citation Profile

Are you Larry Epstein?

McGill University

34

H index

61

i10 index

7044

Citations

RESEARCH PRODUCTION:

82

Articles

56

Papers

2

Chapters

RESEARCH ACTIVITY:

   47 years (1974 - 2021). See details.
   Cites by year: 149
   Journals where Larry Epstein has often published
   Relations with other researchers
   Recent citing documents: 438.    Total self citations: 47 (0.66 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pep2
   Updated: 2021-09-18    RAS profile: 2021-08-02    
   Missing citations? Add them    Incorrect content? Let us know

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 (122)

Tallon, Jean-Marc (83)

Marinacci, Massimo (72)

Ludwig, Alexander (70)

Hansen, Lars (68)

Mukerji, Sujoy (68)

Zimper, Alexander (62)

Campbell, John (59)

Grant, Simon (57)

Uppal, Raman (41)

Fernandez-Villaverde, Jesus (41)

Cites to:

Schmeidler, David (58)

Gilboa, Itzhak (34)

Schneider, Martin (28)

Marinacci, Massimo (25)

Kreps, David (17)

Hansen, Lars (15)

Mukerji, Sujoy (14)

Wakker, Peter (12)

Machina, Mark (11)

Zin, Stanley (10)

Guiso, Luigi (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
Review of Financial Studies2
Journal of Economic Dynamics and Control2
Canadian Journal of Economics2
American Economic Review2
Economic Theory2
Journal of Monetary Economics2
Journal of Mathematical Economics2
The B.E. Journal of Theoretical Economics2
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.org4
Working Paper / Harvard University OpenScholar3
Working Paper / Economics Department, Queen's University2
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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Tail Risks, Asset prices, and Investment Horizons. (2018). Baruník, Jozef ; Nevrla, Matvej. In: Papers. RePEc:arx:papers:1806.06148.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021Epstein-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

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020The Role of Optimism and Pessimism in the Substitution Between Primary and Secondary Health Prevention Efforts. (2020). CHOPARD, Bertrand ; Chauvin, Pauline ; Augustin, Tabo ; Pauline, Chauvin. In: The B.E. Journal of Economic Analysis & Policy. RePEc:bpj:bejeap:v:20:y:2020:i:1:p:6:n:3.

Full description at Econpapers || Download paper

2020Robust learning in the foreign exchange market. (2020). Nguimkeu, Pierre ; Pierre, Nguimkeu ; Edouard, Djeutem. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:20:y:2020:i:1:p:14:n:9.

Full description at Econpapers || Download paper

2021Computational Methods for Production-Based Asset Pricing Models with Recursive Utility. (2021). Howard, Kung ; Mark, Aldrich Eric. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:26:n:5.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021Identity and the cost of information. (2020). Pennesi, Daniele. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:610.

Full description at Econpapers || Download paper

2020Rational Learning and the Term Structures of Value and Growth Risk Premia. (2020). Marfè, Roberto ; Khapko, Mariana ; Hasler, Michael. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:622.

Full description at Econpapers || Download paper

2020Dynamic Equity Slope. (2020). Marfè, Roberto ; Zucchi, Francesca ; Colonnello, Stefano ; Breugem, Matthijs. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:626.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021Optimal Carbon Taxation and Horizontal Equity: A Welfare-Theoretic Approach with Application to German Household Data. (2021). Edenhofer, Ottmar ; Kalkuhl, Matthias ; Franks, Max ; Hansel, Martin C. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8931.

Full description at Econpapers || Download paper

2021On Current and Future Carbon Prices in a Risky World. (2021). van Wijnbergen, Sweder ; van der Ploeg, Frederick (Rick) ; Tan, S ; VAN DERPLOEG, RICK . In: CESifo Working Paper Series. RePEc:ces:ceswps:_9092.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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]		article67
2013How Much Would You Pay to Resolve Long-Run Risk?.(2013) In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 67		paper
2014How Much Would You Pay to Resolve Long-Run Risk?.(2014) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 67		paper
2013How Much Would You Pay to Resolve Long-Run Risk?.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 67		paper
2013How Much Would You Pay to Resolve Long-Run Risk?.(2013) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 67		paper
How Much Would You Pay To Resolve Long-Run Risk?.() In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 67		paper
How Much Would You Pay to Resolve Long-Run Risk?.() In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 67		paper
2014How much would you pay to resolve long-run risk?.(2014) In: 2014 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 67		paper
2001Sharing Ambiguity In: American Economic Review.
[Full Text][Citation analysis]		article14
1986A Correspondence Theorem Between Expected Utility and Smooth Utility In: Foerder Institute for Economic Research Working Papers.
[Full Text][Citation analysis]		paper5
1988A correspondence theorem between expected utility and smooth utility.(1988) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		article
2010Ambiguity and Asset Markets In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article98
2010Ambiguity and Asset Markets.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 98		paper
2013Ambiguous Volatility, Possibility and Utility in Continuous Time In: Papers.
[Full Text][Citation analysis]		paper28
2014Ambiguous volatility, possibility and utility in continuous time.(2014) In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28		article
2013Ambiguous volatility and asset pricing in continuous time In: Papers.
[Full Text][Citation analysis]		paper49
2012Ambiguous Volatility and Asset Pricing in Continuous Time.(2012) In: CIRANO Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49		paper
2013Ambiguous Volatility and Asset Pricing in Continuous Time.(2013) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49		article
2019Optimal Learning under Robustness and Time-Consistency In: Papers.
[Full Text][Citation analysis]		paper4
2021A Central Limit Theorem, Loss Aversion and Multi-Armed Bandits In: Papers.
[Full Text][Citation analysis]		paper0
1980 Capital Asset Prices and the Temporal Resolution of Uncertainty. In: Journal of Finance.
[Full Text][Citation analysis]		article10
2008Ambiguity, Information Quality, and Asset Pricing In: Journal of Finance.
[Full Text][Citation analysis]		article197
2004Ambiguity, Information Quality and Asset Pricing.(2004) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 197		paper
2005Ambiguity, Information Quality and Asset Pricing.(2005) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 197		paper
2005NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper24
2005NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK.(2005) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has another version. Agregated cites: 24		paper
2003Non-Bayesian Updating : A Theoretical Framework.(2003) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24		paper
2005Non-Bayesian Updating: a Theoretical Framework.(2005) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24		paper
2008Non-Bayesian updating: A theoretical framework.(2008) In: Theoretical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24		article
2008SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper10
2010Symmetry of evidence without evidence of symmetry.(2010) In: Theoretical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
2015Robust Confidence Regions for Incomplete Models In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper3
2015Robust confidence regions for incomplete models.(2015) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2015Robust confidence regions for incomplete models.(2015) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2016Robust Confidence Regions for Incomplete Models.(2016) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		article
2017Ambiguous Correlation In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper11
2019Ambiguous Correlation.(2019) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		article
2018Ambiguous Correlation.(2018) In: Microeconomics.ca working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
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]		article27
2011Symmetry or Dynamic Consistency? In: The B.E. Journal of Theoretical Economics.
[Full Text][Citation analysis]		article3
1999Subjective Probabilities on Subjectively Unambiguous Events In: Carleton Economic Papers.
[Full Text][Citation analysis]		paper100
2001Subjective Probabilities on Subjectively Unambiguous Events..(2001) In: Econometrica.
[Citation analysis]
This paper has another version. Agregated cites: 100		article
2006Mutual Absolute Continuity of Multiple Priors In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper16
2007Mutual absolute continuity of multiple priors.(2007) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		article
2007Coarse Contingencies In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper1
2005Coarse Contingencies.(2005) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has another 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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
1980Increasing Generalized Correlation: A Definition and Some Economic Consequences. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article106
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]		paper102
1990First-order risk aversion and the equity premium puzzle.(1990) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 102		article
1975A Disaggregate Analysis of Consumer Choice under Uncertainty. In: Econometrica.
[Full Text][Citation analysis]		article16
1980Multivariate Risk Independence and Functional Forms for Preferences and Technologies. In: Econometrica.
[Full Text][Citation analysis]		article1
1981Generalized Duality and Integrability. In: Econometrica.
[Full Text][Citation analysis]		article10
1983The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing. In: Econometrica.
[Full Text][Citation analysis]		article71
1985Decreasing Risk Aversion and Mean-Variance Analysis. In: Econometrica.
[Full Text][Citation analysis]		article20
1987The Global Stability of Efficient Intertemporal Allocations. In: Econometrica.
[Full Text][Citation analysis]		article47
1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework. In: Econometrica.
[Full Text][Citation analysis]		article1718
1987Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework.(1987) In: Working Paper.
[Citation analysis]
This paper has another version. Agregated cites: 1718		paper
2013Substitution, risk aversion and the temporal behavior of consumption and asset returns: A theoretical framework.(2013) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1718		chapter
1991Mixture Symmetry and Quadratic Utility. In: Econometrica.
[Full Text][Citation analysis]		article63
1992Stochastic Differential Utility. In: Econometrica.
[Full Text][Citation analysis]		article220
1994Intertemporal Asset Pricing Under Knightian Uncertainty. In: Econometrica.
[Full Text][Citation analysis]		article351
1996Beliefs about Beliefs without Probabilities. In: Econometrica.
[Full Text][Citation analysis]		article31
2002Ambiguity, Risk, and Asset Returns in Continuous Time In: Econometrica.
[Citation analysis]		article278
2000Ambiguity, risk and asset returns in continuous time.(2000) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 278		paper
2010A Paradox for the “Smooth Ambiguity” Model of Preference In: Econometrica.
[Citation analysis]		article28
2003A two-person dynamic equilibrium under ambiguity In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article116
2001A Two-Person Dynamic Equilibrium under Ambiguity.(2001) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 116		paper
1983Intertemporal price indices for the firm In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
1980On the recoverability of intertemporal preferences In: Economics Letters.
[Full Text][Citation analysis]		article0
1980Endogenous capital utilization in a short-run production model : Theory and an empiral application In: Journal of Econometrics.
[Full Text][Citation analysis]		article53
1985The empirical determination of technology and expectations : A simplified procedure In: Journal of Econometrics.
[Full Text][Citation analysis]		article27
1985Non-parametric hypothesis testing procedures and applications to demand analysis In: Journal of Econometrics.
[Full Text][Citation analysis]		article23
2001The independence axiom and asset returns In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article32
1991The Independence Axiom and Asset Returns.(1991) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		paper
2009Subjective states: A more robust model In: Games and Economic Behavior.
[Full Text][Citation analysis]		article8
2001The Core of Large Differentiable TU Games In: Journal of Economic Theory.
[Full Text][Citation analysis]		article10
2003Recursive multiple-priors In: Journal of Economic Theory.
[Full Text][Citation analysis]		article378
2001Recursive Multiple-Priors.(2001) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 378		paper
2003IID: independently and indistinguishably distributed In: Journal of Economic Theory.
[Full Text][Citation analysis]		article17
2002IID: Independently and Indistinguishably Distributed.(2002) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		paper
2015Exchangeable capacities, parameters and incomplete theories In: Journal of Economic Theory.
[Full Text][Citation analysis]		article2
1978The Le Chatelier Principle in optimal control problems In: Journal of Economic Theory.
[Full Text][Citation analysis]		article6
1982Comparative dynamics in the adjustment-cost model of the firm In: Journal of Economic Theory.
[Full Text][Citation analysis]		article4
1983Decreasing absolute risk aversion and utility indices derived from cake-eating problems In: Journal of Economic Theory.
[Full Text][Citation analysis]		article5
1983Stationary cardinal utility and optimal growth under uncertainty In: Journal of Economic Theory.
[Full Text][Citation analysis]		article86
1986Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism In: Journal of Economic Theory.
[Full Text][Citation analysis]		article5
1987A simple dynamic general equilibrium model In: Journal of Economic Theory.
[Full Text][Citation analysis]		article137
1989A unifying approach to axiomatic non-expected utility theories In: Journal of Economic Theory.
[Full Text][Citation analysis]		article39
1990Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour In: Journal of Economic Theory.
[Full Text][Citation analysis]		article29
1993A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment In: Journal of Economic Theory.
[Full Text][Citation analysis]		article13
1993Dynamically Consistent Beliefs Must Be Bayesian In: Journal of Economic Theory.
[Full Text][Citation analysis]		article100
1995Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes In: Journal of Economic Theory.
[Full Text][Citation analysis]		article37
1997Preference, Rationalizability and Equilibrium In: Journal of Economic Theory.
[Full Text][Citation analysis]		article44
1999A Revelation Principle for Competing Mechanisms In: Journal of Economic Theory.
[Full Text][Citation analysis]		article116
1996A REVELATION PRINCIPLE FOR COMPETING MECHANISMS.(1996) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 116		paper
2000Are Probabilities Used in Markets ? In: Journal of Economic Theory.
[Full Text][Citation analysis]		article11
1999Are Probabilities Used in Markets?.(1999) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
1986Implicitly additive utility and the nature of optimal economic growth In: Journal of Mathematical Economics.
[Full Text][Citation analysis]		article5
1988Risk aversion and asset prices In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article34
1980Decision Making and the Temporal Resolution of Uncertainty. In: International Economic Review.
[Full Text][Citation analysis]		article89
1987The Unimportance of the Intransitivity of Separable Preferences. In: International Economic Review.
[Full Text][Citation analysis]		article3
1989The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty. In: International Economic Review.
[Full Text][Citation analysis]		article21
1993Habits and Time Preference. In: International Economic Review.
[Full Text][Citation analysis]		article43
1988The Law of Large Numbers and the Attractiveness of Compound Gambles. In: Journal of Risk and Uncertainty.
[Citation analysis]		article0
1993A Revealed Preference Analysis of Asset Pricing Under Recursive Utility In: NBER Working Papers.
[Full Text][Citation analysis]		paper8
1995A Revealed Preference Analysis of Asset Pricing Under Recursive Utility.(1995) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		article
1978Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty In: Review of Economic Studies.
[Full Text][Citation analysis]		article7
1981Duality Theory and Functional Forms for Dynamic Factor Demands In: Review of Economic Studies.
[Full Text][Citation analysis]		article81
1982Integrability of Incomplete Systems of Demand Functions In: Review of Economic Studies.
[Full Text][Citation analysis]		article21
1999A Definition of Uncertainty Aversion In: Review of Economic Studies.
[Full Text][Citation analysis]		article214
2006An Axiomatic Model of Non-Bayesian Updating In: Review of Economic Studies.
[Full Text][Citation analysis]		article44
2005An Axiomatic Model of Non-Bayesian Updating.(2005) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44		paper
2005An Axiomatic Model of Non-Bayesian Updating.(2005) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44		paper
2007Learning Under Ambiguity In: Review of Economic Studies.
[Full Text][Citation analysis]		article146
2005Learning Under Ambiguity.(2005) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 146		paper
2006Learning Under Ambiguity.(2006) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 146		paper
2008Living with Risk In: Review of Economic Studies.
[Full Text][Citation analysis]		article16
2007Living with risk.(2007) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
1992Asset Pricing with Stochastic Differential Utility. In: Review of Financial Studies.
[Full Text][Citation analysis]		article269
1991Comment In: International Economic Association Series.
[Citation analysis]		chapter0
2008Supplementary Appendix for ‘Non-Bayesian Updating: A Theoretical Framework’ In: PIER Working Paper Archive.
[Full Text][Citation analysis]		paper5
1987Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis In: Working Paper.
[Citation analysis]		paper8
1998Subjective Probabilities on Subjectivity Unambiguous Event. In: RCER Working Papers.
[Citation analysis]		paper32
2000The Core of Large TU Games In: RCER Working Papers.
[Full Text][Citation analysis]		paper0
2006Cognitive Dissonance and Choice In: RCER Working Papers.
[Full Text][Citation analysis]		paper7
2007An axiomatic model of cold feet In: RCER Working Papers.
[Full Text][Citation analysis]		paper9
1999Least convex capacities In: Economic Theory.
[Full Text][Citation analysis]		article4
1994The Projective Independence Axiom. In: Economic Theory.
[Citation analysis]		article6
2007Coarse contingencies and ambiguity In: Theoretical Economics.
[Full Text][Citation analysis]		article34
2007Cold feet In: Theoretical Economics.
[Full Text][Citation analysis]		article8
1997UNCERTAINTY AVERSION In: Working Papers.
[Full Text][Citation analysis]		paper3
2019Hard-to-Interpret Signals In: Working Papers.
[Full Text][Citation analysis]		paper2
2017No Two Experiments are Identical In: Microeconomics.ca working papers.
[Full Text][Citation analysis]		paper5
1992Quadratic Social Welfare Functions. In: Journal of Political Economy.
[Full Text][Citation analysis]		article89
1983The Rate of Time Preference and Dynamic Economic Analysis. In: Journal of Political Economy.
[Full Text][Citation analysis]		article129
1991Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis. In: Journal of Political Economy.
[Full Text][Citation analysis]		article672

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team