Larry Epstein : Citation Profile


Are you Larry Epstein?

Boston University

33

H index

58

i10 index

5891

Citations

RESEARCH PRODUCTION:

82

Articles

53

Papers

RESEARCH ACTIVITY:

   44 years (1974 - 2018). See details.
   Cites by year: 133
   Journals where Larry Epstein has often published
   Relations with other researchers
   Recent citing documents: 355.    Total self citations: 44 (0.74 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pep2
   Updated: 2019-06-22    RAS profile: 2019-04-10    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Farhi, Emmanuel (6)

Strzalecki, Tomasz (4)

Kaido, Hiroaki (4)

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 (116)

Marinacci, Massimo (63)

Hansen, Lars (62)

Zimper, Alexander (62)

Ludwig, Alexander (60)

Tallon, Jean-Marc (55)

Mukerji, Sujoy (55)

Campbell, John (53)

Grant, Simon (49)

Riedel, Frank (43)

wang, tan (41)

Cites to:

Schmeidler, David (49)

Gilboa, Itzhak (26)

Marinacci, Massimo (21)

Schneider, Martin (19)

Hansen, Lars (15)

Kreps, David (15)

Mukerji, Sujoy (11)

Machina, Mark (11)

Dekel, Eddie (10)

Zin, Stanley (10)

Segal, Uzi (9)

Main data


Where Larry Epstein has published?


Journals with more than one article published# docs
Journal of Economic Theory20
Econometrica14
Review of Economic Studies8
International Economic Review4
Theoretical Economics4
Journal of Econometrics3
Journal of Political Economy3
American Economic Review2
Canadian Journal of Economics2
Journal of Mathematical Economics2
The B.E. Journal of Theoretical Economics2
Review of Financial Studies2
Journal of Finance2
Journal of Monetary Economics2
Journal of Economic Dynamics and Control2
Economic Theory2

Working Papers Series with more than one paper published# docs
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics6
Papers / arXiv.org3
Working Paper / Harvard University OpenScholar3
Working Paper / Economics Department, Queen's University2
Microeconomics.ca working papers / Vancouver School of Economics2
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies2
Carlo Alberto Notebooks / Collegio Carlo Alberto2

Recent works citing Larry Epstein (2019 and 2018)


YearTitle of citing document
2018Disappearing money illusion. (2018). Engsted, Tom ; Pedersen, Thomas Q. In: CREATES Research Papers. RePEc:aah:create:2018-24.

Full description at Econpapers || Download paper

2017The Social Cost of Near-Rational Investment. (2017). Hassan, Tarek ; Mertens, Thomas M. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:4:p:1059-1103.

Full description at Econpapers || Download paper

2017Stock Price Booms and Expected Capital Gains. (2017). Marcet, Albert ; Adam, Klaus ; Beutel, Johannes . In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:8:p:2352-2408.

Full description at Econpapers || Download paper

2018Endogenous Disasters. (2018). Kuehn, Lars-Alexander ; Zhang, LU ; Petrosky-Nadeau, Nicolas. In: American Economic Review. RePEc:aea:aecrev:v:108:y:2018:i:8:p:2212-45.

Full description at Econpapers || Download paper

2019Optimal Regulation of Financial Intermediaries. (2019). di Tella, Sebastian. In: American Economic Review. RePEc:aea:aecrev:v:109:y:2019:i:1:p:271-313.

Full description at Econpapers || Download paper

2018Estimating dynamic stochastic decision models: explore the generalized maximum entropy alternative. (2018). Zheng, Y ; Gohin, A. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:276001.

Full description at Econpapers || Download paper

2018Climate Change and Dynamic Adjustment in Agriculture: The Case in Cameroon. (2018). Bindoumou, M. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277375.

Full description at Econpapers || Download paper

2019Solving the Equity Risk Premium Puzzle and Inching Towards a Theory of Everything. (2018). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1604.04872.

Full description at Econpapers || Download paper

2017Robust Markowitz mean-variance portfolio selection under ambiguous covariance matrix *. (2017). Ismail, Amine ; Pham, Huyen. In: Papers. RePEc:arx:papers:1610.06805.

Full description at Econpapers || Download paper

2019Characterization of Fully Coupled FBSDE in Terms of Portfolio Optimization. (2018). Xiong, Dewen ; Luo, Peng ; Drapeau, Samuel. In: Papers. RePEc:arx:papers:1703.02694.

Full description at Econpapers || Download paper

2018General Equilibrium Under Convex Portfolio Constraints and Heterogeneous Risk Preferences. (2018). Abbot, Tyler . In: Papers. RePEc:arx:papers:1706.05877.

Full description at Econpapers || Download paper

2019Viability and Arbitrage under Knightian Uncertainty. (2018). Riedel, Frank ; Soner, Mete H ; Burzoni, Matteo. In: Papers. RePEc:arx:papers:1707.03335.

Full description at Econpapers || Download paper

2019Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities. (2017). Borovička, Jaroslav ; Stachurski, John. In: Papers. RePEc:arx:papers:1710.06526.

Full description at Econpapers || Download paper

2019Equivalence Between Time Consistency and Nested Formula. (2017). , Henri ; Chancelier, Jean-Philippe ; de Lara, Michel. In: Papers. RePEc:arx:papers:1711.08633.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Affine processes under parameter uncertainty. (2018). Fadina, Tolulope ; Schmidt, Thorsten ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:1806.02912.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Portfolio Optimization with Nondominated Priors and Unbounded Parameters. (2018). Ugurlu, Kerem. In: Papers. RePEc:arx:papers:1807.05773.

Full description at Econpapers || Download paper

2019Bond Pricing under Knightian Uncertainty: A Short Rate Model with Drift and Volatility Uncertainty. (2018). Holzermann, Julian. In: Papers. RePEc:arx:papers:1808.03463.

Full description at Econpapers || Download paper

2018Hyperfinite Construction of $G$-expectation. (2018). Fadina, Tolulope ; Herzberg, Frederik . In: Papers. RePEc:arx:papers:1810.09386.

Full description at Econpapers || Download paper

2019Intermediated Implementation. (2018). Li, Anqi ; Xing, Yiqing . In: Papers. RePEc:arx:papers:1810.11475.

Full description at Econpapers || Download paper

2018An updated review of (sub-)optimal diversification models. (2018). Bock, Johannes. In: Papers. RePEc:arx:papers:1811.08255.

Full description at Econpapers || Download paper

2019Epstein-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

2019Horizon-unbiased Investment with Ambiguity. (2019). Zhou, Chao ; Sun, Xianming ; Lin, Qian. In: Papers. RePEc:arx:papers:1904.09379.

Full description at Econpapers || Download paper

2019A 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

2019A Solvable Two-dimensional Optimal Stopping Problem in the Presence of Ambiguity. (2019). , Luis ; Luis , ; Christensen, Soren. In: Papers. RePEc:arx:papers:1905.05429.

Full description at Econpapers || Download paper

2018Ambiguity, Nominal Bond Yields and Real Bond Yields. (2018). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:18-24.

Full description at Econpapers || Download paper

2018The young, the old, and the government: demographics and fiscal multipliers. (2018). Basso, Henrique S ; Rachedi, Omar. In: Working Papers. RePEc:bde:wpaper:1837.

Full description at Econpapers || Download paper

2017Viability and arbitrage under Knightian Uncertainty. (2017). Riedel, Frank ; Soner, H M ; Burzoni, M. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:575.

Full description at Econpapers || Download paper

2018Bond Pricing under Knightian Uncertainty. A Short Rate Model with Drift and Volatility Uncertainty. (2018). Hlzermann, Julian. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:582.

Full description at Econpapers || Download paper

2018Dynamically Consistent α-Maxmin Expected Utility. (2018). Beiner, Patrick ; Riedel, Frank ; Lin, Qian. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:593.

Full description at Econpapers || Download paper

2018Equilibria under Knightian Price Uncertainty. (2018). Beiner, Patrick ; Riedel, Frank. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:597.

Full description at Econpapers || Download paper

2018Dynamic Consistency in Incomplete Information Games with Multiple Priors. (2018). Pahlke, Marieke. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:599.

Full description at Econpapers || Download paper

2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

Full description at Econpapers || Download paper

2018The Timing of Income Tax Changes in the Face of Projected Debt Increases. (2018). Scobie, Grant ; Creedy, John ; Ball, Christopher. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:2:p:191-210.

Full description at Econpapers || Download paper

2018DOES NEAR†RATIONALITY MATTER IN FIRST†ORDER APPROXIMATE SOLUTIONS? A PERTURBATION APPROACH. (2018). Sorge, Marco ; Hespeler, Frank . In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:1:p:e97-e113.

Full description at Econpapers || Download paper

2018Asset pricing puzzles in an OLG economy with generalized preference. (2018). DaSilva, Amadeu ; Farka, Mira. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:3:p:331-361.

Full description at Econpapers || Download paper

2017Model Uncertainty Effect on Asset Prices. (2017). Tian, Weidong ; Jiang, Junya. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:2:p:205-233.

Full description at Econpapers || Download paper

2017INTERTEMPORAL SUBSTITUTION IN CONSUMPTION: A LITERATURE REVIEW. (2017). Thimme, Julian. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:1:p:226-257.

Full description at Econpapers || Download paper

2018Stock market undervaluation of resource redeployability. (2018). Sakhartov, Arkadiy V. In: Strategic Management Journal. RePEc:bla:stratm:v:39:y:2018:i:4:p:1059-1082.

Full description at Econpapers || Download paper

2018A 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

2018Dynamic Effects of Monetary Policy Shocks on Macroeconomic Volatility. (2018). Theodoridis, Konstantinos ; mumtaz, haroon. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/21.

Full description at Econpapers || Download paper

2018Low Inflation: High Default Risk AND High Equity Valuations. (2018). Bhamra, Harjaat S ; Weber, Michael ; Jeanneret, Alexandre ; Dorion, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7391.

Full description at Econpapers || Download paper

2018The Optimal Amount of Attention to Capital Income Risk. (2018). Yin, Penghui. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7413.

Full description at Econpapers || Download paper

2018Anticipated Backward SDEs with Jumps and quadratic-exponential growth drivers (Revised version of F-409). (2018). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf431.

Full description at Econpapers || Download paper

2018Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: Discussion Papers. RePEc:cfm:wpaper:1807.

Full description at Econpapers || Download paper

2018Currency Risk Factors in a Recursive Multicountry Economy. (2018). Gavazzoni, Federico ; Ready, Robert ; Croce, Mariano Massimiliano ; Colacito, Riccardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12610.

Full description at Econpapers || Download paper

2018The Leading Premium. (2018). Croce, Mariano Massimiliano ; Schlag, Christian ; Marchuk, Tatyana. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12631.

Full description at Econpapers || Download paper

2018Pricing Carbon Under Economic and Climactic Risks: Leading-Order Results from Asymptotic Analysis. (2018). van der Ploeg, Frederick (Rick) ; van den Bremer, Ton . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12642.

Full description at Econpapers || Download paper

2018Pricing Assets in a Perpetual Youth Model. (2018). Farmer, Roger. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12643.

Full description at Econpapers || Download paper

2018News Shocks and the Production-Based Term Structure of Equity Returns. (2018). Ai, Hengjie ; Li, Kai ; Diercks, Anthony ; Croce, Mariano Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12661.

Full description at Econpapers || Download paper

2018Optimal Taxes on Capital in the OLG Model with Uninsurable Idiosyncratic Income Risk. (2018). Ludwig, Alexander ; Krueger, Dirk. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12717.

Full description at Econpapers || Download paper

2018Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12762.

Full description at Econpapers || Download paper

2018BKK the EZ Way. International Long-Run Growth News and Capital Flows.. (2018). Colacito, Riccardo ; Howard, Philip ; Croce, Mariano Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12783.

Full description at Econpapers || Download paper

2018Complementarity, Income, and Substitution: A U(C,N) Utility for Macro. (2018). bilbiie, florin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12812.

Full description at Econpapers || Download paper

2018The Levered Equity Risk Premium and Credit Spreads: A Unified Framework. (2018). Bhamra, Harjoat Singh ; Strebulaev, Ilya ; Kuehn, Lars-Alexander. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12827.

Full description at Econpapers || Download paper

2018Pockets of Predictability. (2018). Farmer, Leland ; Timmermann, Allan G ; Schmidt, Lawrence . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12885.

Full description at Econpapers || Download paper

2018Time vs. State in Insurance: Experimental Evidence from Contract Farming in Kenya. (2018). Casaburi, Lorenzo ; Willis, Jack. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12896.

Full description at Econpapers || Download paper

2018Estimating the Elasticity of Intertemporal Substitution Using Mortgage Notches. (2018). Ilzetzki, Ethan ; Best, Michael ; Kleven, Henrik ; Cloyne, James. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13104.

Full description at Econpapers || Download paper

2018Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field. (2018). Kouwenberg, Roy ; Peijnenburg, Kim ; Mitchell, Olivia S ; Dimmock, Steve. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13109.

Full description at Econpapers || Download paper

2018Rare Disasters, Financial Development, and Sovereign Debt. (2018). Rebelo, Sergio ; Yang, Jinqiang ; Wang, Neng. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13202.

Full description at Econpapers || Download paper

2018Volatility Risk Pass-Through. (2018). Colacito, Riccardo ; Shaliastovich, Ivan ; Liu, Yang ; Croce, Mariano Massimiliano. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13325.

Full description at Econpapers || Download paper

2019The Total Risk Premium Puzzle. (2019). Jorda, Oscar ; Taylor, Alan M ; Schularick, Moritz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13595.

Full description at Econpapers || Download paper

2019Discounting the Future: on Climate Change, Ambiguity Aversion and Epstein-Zin Preferences. (2019). van Wijnbergen, Sweder ; Olijslager, Stan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13708.

Full description at Econpapers || Download paper

2019Dynamic Consistency, Valuable Information and Subjective Beliefs. (2019). Galanis, Spyros. In: Working Papers. RePEc:cty:dpaper:19/02.

Full description at Econpapers || Download paper

2018Behavioral Characterizations of Naiveté for Time-Inconsistent Preferences. (2018). Sarver, Todd ; le Yaouanq, Yves ; Iijima, Ryota ; Ahn, David S ; Sahn, David. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2074r.

Full description at Econpapers || Download paper

2018Dynamic Random Utility. (2018). Strzalecki, Tomasz ; Iijima, Ryota ; Frick, Mira . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2092r.

Full description at Econpapers || Download paper

2019Recursive preferences, long-run risks, and stock valuation. (2019). Bergeron, Claude. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00289.

Full description at Econpapers || Download paper

2018Nonparametric Production Analysis with Unobserved Heterogeneity in Productivity. (2018). Verschelde, Marijn ; De Rock, Bram ; Cherchye, Laurens ; Demuynck, Thomas. In: Working Papers ECARES. RePEc:eca:wpaper:2013/277180.

Full description at Econpapers || Download paper

2018Stochastic discounting and the transmission of money supply shocks. (2018). Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20182174.

Full description at Econpapers || Download paper

2018Re-use of collateral: leverage, volatility, and welfare. (2018). Brumm, Johannes ; Schmedders, Karl ; Kubler, Felix ; Grill, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20182218.

Full description at Econpapers || Download paper

2018Robust Partially Observable Markov Decision Processes. (2018). Rasouli, Mohammad ; Saghafian, Soroush. In: Working Paper Series. RePEc:ecl:harjfk:rwp18-027.

Full description at Econpapers || Download paper

2018A new endogenous growth model for green low-carbon behavior and its comprehensive effects. (2018). Wan, Bingyue ; Zhang, Guangyong ; Gu, Liqin ; Zhu, Naiping ; Tian, Lixin. In: Applied Energy. RePEc:eee:appene:v:230:y:2018:i:c:p:1332-1346.

Full description at Econpapers || Download paper

2017Risk and ambiguity in 10-Ks: An examination of cash holding and derivatives use. (2017). Friberg, Richard ; Seiler, Thomas . In: Journal of Corporate Finance. RePEc:eee:corfin:v:45:y:2017:i:c:p:608-631.

Full description at Econpapers || Download paper

2018The Asian Financial Crisis and international reserve accumulation: A robust control approach. (2018). Lee, Sang Seok ; Luk, Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:284-309.

Full description at Econpapers || Download paper

2018Continuous-time smooth ambiguity preferences. (2018). Suzuki, Masataka . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:30-44.

Full description at Econpapers || Download paper

2018Stochastic volatility implies fourth-degree risk dominance: Applications to asset pricing. (2018). Gollier, Christian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:95:y:2018:i:c:p:155-171.

Full description at Econpapers || Download paper

2018A theory of disasters and long-run growth. (2018). Sakamoto, Hiroaki ; Akao, Ken-Ichi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:95:y:2018:i:c:p:89-109.

Full description at Econpapers || Download paper

2018Equilibrium variance risk premium in a cost-free production economy. (2018). Ruan, Xinfeng ; Zhang, Jin E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:96:y:2018:i:c:p:42-60.

Full description at Econpapers || Download paper

2019Consumption-portfolio choice with preferences for cash. (2019). Kraft, Holger ; Weiss, Farina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:98:y:2019:i:c:p:40-59.

Full description at Econpapers || Download paper

2018Examining the economic performance of Chinese farms: A dynamic efficiency and adjustment cost approach. (2018). Rungsuriyawiboon, Supawat ; Zhang, Yanjie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:57:y:2018:i:c:p:74-87.

Full description at Econpapers || Download paper

2018The impact of asymmetric ambiguity on investment and financing decisions. (2018). VIVIANI, Jean-Laurent ; LAI, Anh ; Louhichi, Wael. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:169-180.

Full description at Econpapers || Download paper

2018Teaching and Learning Ecosystem Assessment and Valuation. (2018). Beer, David Low. In: Ecological Economics. RePEc:eee:ecolec:v:146:y:2018:i:c:p:425-434.

Full description at Econpapers || Download paper

2018Intertemporal Distribution, Sufficiency, and the Social Cost of Carbon. (2018). Quaas, Martin ; Hansel, Martin C. In: Ecological Economics. RePEc:eee:ecolec:v:146:y:2018:i:c:p:520-535.

Full description at Econpapers || Download paper

2018On the computation of detection error probabilities under normality assumptions. (2018). Okubo, Masakatsu . In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:106-109.

Full description at Econpapers || Download paper

2018Optimal Ramsey taxation with endogenous risk aversion. (2018). Torul, Orhan ; Ateaaolu, Orhan Erem. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:87-92.

Full description at Econpapers || Download paper

2019A model of capacity choice under Knightian uncertainty. (2019). Niu, Yingjie ; Zou, Zhentao ; Zhou, Lei. In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:189-194.

Full description at Econpapers || Download paper

2018A two-step indirect inference approach to estimate the long-run risk asset pricing model. (2018). Grammig, Joachim ; Kuchlin, Eva-Maria. In: Journal of Econometrics. RePEc:eee:econom:v:205:y:2018:i:1:p:6-33.

Full description at Econpapers || Download paper

2019Dynamic pollution-adjusted inefficiency under the by-production of bad outputs. (2019). Lansink, Alfons Oude ; Dakpo, Herve K. In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:1:p:202-211.

Full description at Econpapers || Download paper

2018Macroeconomic determinants of stock market betas. (2018). Gonzalez, Mariano ; Rubio, Gonzalo ; Nave, Juan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:26-44.

Full description at Econpapers || Download paper

2019Dispersion of beliefs, ambiguity, and the cross-section of stock returns. (2019). Kim, Tong Suk ; Min, Byoung-Kyu ; Lee, Deok-Hyeon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:50:y:2019:i:c:p:43-56.

Full description at Econpapers || Download paper

2019Consumption growth predictability and asset prices. (2019). Min, Byoung-Kyu ; Lee, Changjun ; Roh, Tai-Yong . In: Journal of Empirical Finance. RePEc:eee:empfin:v:51:y:2019:i:c:p:95-118.

Full description at Econpapers || Download paper

2018The impact of aggregate uncertainty on herding in analysts stock recommendations. (2018). Lin, Mei-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:90-105.

Full description at Econpapers || Download paper

2017Limited participation under ambiguity of correlation. (2017). Zhang, Shunming ; Zhu, Wei ; Huang, Helen Hui . In: Journal of Financial Markets. RePEc:eee:finmar:v:32:y:2017:i:c:p:97-143.

Full description at Econpapers || Download paper

2018Multiple-stand forest management under fire risk: Analytical characterization of stationary rotation ages and optimal carbon sequestration policy. (2018). Dumollard, Gaspard. In: Journal of Forest Economics. RePEc:eee:foreco:v:32:y:2018:i:c:p:146-154.

Full description at Econpapers || Download paper

2018Speculation under unawareness. (2018). Galanis, Spyros. In: Games and Economic Behavior. RePEc:eee:gamebe:v:109:y:2018:i:c:p:598-615.

Full description at Econpapers || Download paper

2018On competing mechanisms under exclusive competition. (2018). Attar, Andrea ; Piaser, Gwenael ; Campioni, Eloisa. In: Games and Economic Behavior. RePEc:eee:gamebe:v:111:y:2018:i:c:p:1-15.

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]
article41
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: 41
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: 41
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: 41
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: 41
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: 41
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: 41
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: 41
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]
article76
2010Ambiguity and Asset Markets.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76
paper
2013Ambiguous Volatility, Possibility and Utility in Continuous Time In: Papers.
[Full Text][Citation analysis]
paper19
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: 19
article
2013Ambiguous volatility and asset pricing in continuous time In: Papers.
[Full Text][Citation analysis]
paper27
2012Ambiguous Volatility and Asset Pricing in Continuous Time.(2012) In: CIRANO Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
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: 27
article
2019Optimal Learning under Robustness and Time-Consistency In: Papers.
[Full Text][Citation analysis]
paper1
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]
article146
2004Ambiguity, Information Quality and Asset Pricing.(2004) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 146
paper
2005Ambiguity, Information Quality and Asset Pricing.(2005) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 146
paper
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]
paper18
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: 18
paper
2003Non-Bayesian Updating : A Theoretical Framework.(2003) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2005Non-Bayesian Updating: a Theoretical Framework.(2005) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2008Non-Bayesian updating: A theoretical framework.(2008) In: Theoretical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
article
2008SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
paper9
2010Symmetry of evidence without evidence of symmetry.(2010) In: Theoretical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
2015Robust Confidence Regions for Incomplete Models In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
paper1
2015Robust confidence regions for incomplete models.(2015) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2015Robust confidence regions for incomplete models.(2015) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2016Robust Confidence Regions for Incomplete Models.(2016) In: Econometrica.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2017Ambiguous Correlation In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
paper2
2018Ambiguous Correlation.(2018) In: Microeconomics.ca working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2010Non-Bayesian Learning In: The B.E. Journal of Theoretical Economics.
[Full Text][Citation analysis]
article15
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]
paper92
2001Subjective Probabilities on Subjectively Unambiguous Events..(2001) In: Econometrica.
[Citation analysis]
This paper has another version. Agregated cites: 92
article
2006Mutual Absolute Continuity of Multiple Priors In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]
paper14
2007Mutual absolute continuity of multiple priors.(2007) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
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]
article82
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]
paper93
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: 93
article
1975A Disaggregate Analysis of Consumer Choice under Uncertainty. In: Econometrica.
[Full Text][Citation analysis]
article15
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]
article68
1985Decreasing Risk Aversion and Mean-Variance Analysis. In: Econometrica.
[Full Text][Citation analysis]
article19
1987The Global Stability of Efficient Intertemporal Allocations. In: Econometrica.
[Full Text][Citation analysis]
article41
1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework. In: Econometrica.
[Full Text][Citation analysis]
article1414
1991Mixture Symmetry and Quadratic Utility. In: Econometrica.
[Full Text][Citation analysis]
article52
1992Stochastic Differential Utility. In: Econometrica.
[Full Text][Citation analysis]
article163
1994Intertemporal Asset Pricing Under Knightian Uncertainty. In: Econometrica.
[Full Text][Citation analysis]
article315
1996Beliefs about Beliefs without Probabilities. In: Econometrica.
[Full Text][Citation analysis]
article28
2002Ambiguity, Risk, and Asset Returns in Continuous Time In: Econometrica.
[Full Text][Citation analysis]
article220
2000Ambiguity, risk and asset returns in continuous time.(2000) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 220
paper
2010A Paradox for the “Smooth Ambiguity” Model of Preference In: Econometrica.
[Citation analysis]
article22
2003A two-person dynamic equilibrium under ambiguity In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article108
2001A Two-Person Dynamic Equilibrium under Ambiguity.(2001) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 108
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]
article51
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]
article22
2001The independence axiom and asset returns In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article28
1991The Independence Axiom and Asset Returns.(1991) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 28
paper
2009Subjective states: A more robust model In: Games and Economic Behavior.
[Full Text][Citation analysis]
article7
2001The Core of Large Differentiable TU Games In: Journal of Economic Theory.
[Full Text][Citation analysis]
article9
2003Recursive multiple-priors In: Journal of Economic Theory.
[Full Text][Citation analysis]
article314
2001Recursive Multiple-Priors.(2001) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 314
paper
2003IID: independently and indistinguishably distributed In: Journal of Economic Theory.
[Full Text][Citation analysis]
article13
2002IID: Independently and Indistinguishably Distributed.(2002) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2015Exchangeable capacities, parameters and incomplete theories In: Journal of Economic Theory.
[Full Text][Citation analysis]
article1
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]
article76
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]
article124
1989A unifying approach to axiomatic non-expected utility theories In: Journal of Economic Theory.
[Full Text][Citation analysis]
article36
1990Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour In: Journal of Economic Theory.
[Full Text][Citation analysis]
article19
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]
article82
1995Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes In: Journal of Economic Theory.
[Full Text][Citation analysis]
article32
1997Preference, Rationalizability and Equilibrium In: Journal of Economic Theory.
[Full Text][Citation analysis]
article38
1999A Revelation Principle for Competing Mechanisms In: Journal of Economic Theory.
[Full Text][Citation analysis]
article97
1996A REVELATION PRINCIPLE FOR COMPETING MECHANISMS.(1996) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 97
paper
2000Are Probabilities Used in Markets ? In: Journal of Economic Theory.
[Full Text][Citation analysis]
article9
1999Are Probabilities Used in Markets?.(1999) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
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]
article33
1980Decision Making and the Temporal Resolution of Uncertainty. In: International Economic Review.
[Full Text][Citation analysis]
article80
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]
article19
1993Habits and Time Preference. In: International Economic Review.
[Full Text][Citation analysis]
article41
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]
paper7
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: 7
article
1978Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty In: Review of Economic Studies.
[Full Text][Citation analysis]
article6
1981Duality Theory and Functional Forms for Dynamic Factor Demands In: Review of Economic Studies.
[Full Text][Citation analysis]
article70
1982Integrability of Incomplete Systems of Demand Functions In: Review of Economic Studies.
[Full Text][Citation analysis]
article20
1999A Definition of Uncertainty Aversion In: Review of Economic Studies.
[Full Text][Citation analysis]
article179
2006An Axiomatic Model of Non-Bayesian Updating In: Review of Economic Studies.
[Full Text][Citation analysis]
article30
2005An Axiomatic Model of Non-Bayesian Updating.(2005) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
paper
2005An Axiomatic Model of Non-Bayesian Updating.(2005) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
paper
2007Learning Under Ambiguity In: Review of Economic Studies.
[Full Text][Citation analysis]
article122
2005Learning Under Ambiguity.(2005) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 122
paper
2006Learning Under Ambiguity.(2006) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 122
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]
article196
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]
paper7
1987Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework In: Working Paper.
[Citation analysis]
paper12
1998Subjective Probabilities on Subjectivity Unambiguous Event. In: RCER Working Papers.
[Citation analysis]
paper35
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]
article4
2007Coarse contingencies and ambiguity In: Theoretical Economics.
[Full Text][Citation analysis]
article30
2007Cold feet In: Theoretical Economics.
[Full Text][Citation analysis]
article8
1997UNCERTAINTY AVERSION In: Working Papers.
[Full Text][Citation analysis]
paper3
2017No Two Experiments are Identical In: Microeconomics.ca working papers.
[Full Text][Citation analysis]
paper3
1992Quadratic Social Welfare Functions. In: Journal of Political Economy.
[Full Text][Citation analysis]
article71
1983The Rate of Time Preference and Dynamic Economic Analysis. In: Journal of Political Economy.
[Full Text][Citation analysis]
article114
1991Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis. In: Journal of Political Economy.
[Full Text][Citation analysis]
article579

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 4 2019. Contact: CitEc Team