34
H index
59
i10 index
6282
Citations
Larry Epstein : Citation Profile
Boston University | RESEARCH PRODUCTION: 82 Articles 55 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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45 years (1974 - 2019). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Larry Epstein. | Is cited by:
| Cites to:
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Main data
Where Larry Epstein has published?
Recent works citing Larry Epstein (2019 and 2018)
| Year | Title of citing document | |
|---|---|---|
| 2018 | Disappearing money illusion. (2018). Engsted, Tom ; Pedersen, Thomas Q. In: CREATES Research Papers. RePEc:aah:create:2018-24. Full description at Econpapers || Download paper | |
| 2019 | Explaining Bond Return Predictability in an Estimated New Keynesian Model. (2019). Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2019-11. Full description at Econpapers || Download paper | |
| 2017 | The 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 | |
| 2017 | Stock 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 | |
| 2018 | Endogenous 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 | |
| 2019 | Optimal 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 | |
| 2018 | Estimating dynamic stochastic decision models: explore the generalized maximum entropy alternative. (2018). Gohin, A ; Zheng, Y. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:276001. Full description at Econpapers || Download paper | |
| 2018 | Climate 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 | |
| 2019 | Time Preferences, Intertemporal Optimization, and the Permanent Income-Life Cycle Hypothesis. (2019). Hayakawa, Hiroaki. In: Growth. RePEc:aoj:growth:2019:p:1-11. Full description at Econpapers || Download paper | |
| 2020 | Speculation-driven Business Cycles. (2020). Zilberman, Eduardo ; Bigio, Saki. In: Working Papers. RePEc:apc:wpaper:161. Full description at Econpapers || Download paper | |
| 2019 | Solving 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 | |
| 2017 | Robust 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 | |
| 2019 | Characterization of Fully Coupled FBSDE in Terms of Portfolio Optimization. (2019). Luo, Peng ; Drapeau, Samuel ; Xiong, Dewen. In: Papers. RePEc:arx:papers:1703.02694. Full description at Econpapers || Download paper | |
| 2018 | General 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 | |
| 2019 | Viability 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 | |
| 2019 | Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities. (2019). Borovička, Jaroslav ; Stachurski, John. In: Papers. RePEc:arx:papers:1710.06526. Full description at Econpapers || Download paper | |
| 2019 | Equivalence Between Time Consistency and Nested Formula. (2019). Chancelier, Jean-Philippe ; de Lara, Michel. In: Papers. RePEc:arx:papers:1711.08633. Full description at Econpapers || Download paper | |
| 2018 | Improving 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 | |
| 2019 | Affine processes under parameter uncertainty. (2019). Schmidt, Thorsten ; Neufeld, Ariel ; Fadina, Tolulope. In: Papers. RePEc:arx:papers:1806.02912. Full description at Econpapers || Download paper | |
| 2019 | Tail Risks, Asset prices, and Investment Horizons. (2018). BarunÃk, Jozef ; Nevrla, Matvej. In: Papers. RePEc:arx:papers:1806.06148. Full description at Econpapers || Download paper | |
| 2018 | Portfolio Optimization with Nondominated Priors and Unbounded Parameters. (2018). Ugurlu, Kerem. In: Papers. RePEc:arx:papers:1807.05773. Full description at Econpapers || Download paper | |
| 2019 | The 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 | |
| 2018 | Hyperfinite Construction of $G$-expectation. (2018). Herzberg, Frederik ; Fadina, Tolulope. In: Papers. RePEc:arx:papers:1810.09386. Full description at Econpapers || Download paper | |
| 2020 | Intermediated Implementation. (2019). Xing, Yiqing ; Li, Anqi. In: Papers. RePEc:arx:papers:1810.11475. Full description at Econpapers || Download paper | |
| 2018 | An updated review of (sub-)optimal diversification models. (2018). Bock, Johannes. In: Papers. RePEc:arx:papers:1811.08255. Full description at Econpapers || Download paper | |
| 2020 | Epstein-Zin Utility Maximization on Random Horizons. (2019). Huang, Yu-Jui ; Aurand, Joshua. In: Papers. RePEc:arx:papers:1903.08782. Full description at Econpapers || Download paper | |
| 2019 | Horizon-unbiased Investment with Ambiguity. (2019). Zhou, Chao ; Sun, Xianming ; Lin, Qian. In: Papers. RePEc:arx:papers:1904.09379. Full description at Econpapers || Download paper | |
| 2020 | A 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 | |
| 2019 | A 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 | |
| 2019 | The Impact of Ambiguity on the Optimal Exercise Timing of Integral Option Contracts. (2019). Christensen, Soren ; Luis , . In: Papers. RePEc:arx:papers:1906.07533. Full description at Econpapers || Download paper | |
| 2019 | A Class of Solvable Multidimensional Stopping Problems in the Presence of Knightian Uncertainty. (2019). Christensen, Soren ; Luis , . In: Papers. RePEc:arx:papers:1907.04046. Full description at Econpapers || Download paper | |
| 2019 | Latency and Liquidity Risk. (2019). , Leandro ; Jaimungal, Sebastian ; 'Alvaro Cartea, . In: Papers. RePEc:arx:papers:1908.03281. Full description at Econpapers || Download paper | |
| 2019 | New developments in revealed preference theory: decisions under risk, uncertainty, and intertemporal choice. (2019). Echenique, Federico. In: Papers. RePEc:arx:papers:1908.07561. Full description at Econpapers || Download paper | |
| 2019 | Robust 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 | |
| 2019 | Robust Utility Maximization with Drift and Volatility Uncertainty. (2019). Ugurlu, Kerem. In: Papers. RePEc:arx:papers:1909.05335. Full description at Econpapers || Download paper | |
| 2020 | Collectivised Post-Retirement Investment. (2020). Buescu, Cristin ; Armstrong, John. In: Papers. RePEc:arx:papers:1909.12730. Full description at Econpapers || Download paper | |
| 2020 | Time discounting under uncertainty. (2019). Jos'e Heleno Faro, ; Bastianello, Lorenzo. In: Papers. RePEc:arx:papers:1911.00370. Full description at Econpapers || Download paper | |
| 2020 | Relative Maximum Likelihood Updating of Ambiguous Beliefs. (2019). Cheng, Xiaoyu. In: Papers. RePEc:arx:papers:1911.02678. Full description at Econpapers || Download paper | |
| 2020 | Bounds 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 | |
| 2020 | Complete and competitive financial markets in a complex world. (2020). Cassese, Gianluca. In: Papers. RePEc:arx:papers:2003.01055. Full description at Econpapers || Download paper | |
| 2020 | On the parabolic equation for portfolio problems. (2020). Zawisza, Dariusz. In: Papers. RePEc:arx:papers:2003.13317. Full description at Econpapers || Download paper | |
| 2020 | A Knightian Irreversible Investment Problem. (2020). Riedel, Frank ; Li, Hanwu ; Ferrari, Giorgio. In: Papers. RePEc:arx:papers:2003.14359. Full description at Econpapers || Download paper | |
| 2020 | Asymptotically 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 | |
| 2019 | Individual Sense of Justice and Harsanyis Impartial Observer. (2019). Borah, Abhinash. In: Working Papers. RePEc:ash:wpaper:1018. Full description at Econpapers || Download paper | |
| 2019 | Dynamic Contracting for Innovation Under Ambiguity. (2019). Bhattacharjee, Swagata. In: Working Papers. RePEc:ash:wpaper:1022. Full description at Econpapers || Download paper | |
| 2019 | Individual Sense of Justice and Harsanyis Impartial Observer. (2019). Borah, Abhinash. In: Working Papers. RePEc:ash:wpaper:12. Full description at Econpapers || Download paper | |
| 2019 | Dynamic Contracting for Innovation Under Ambiguity. (2019). Bhattacharjee, Swagata. In: Working Papers. RePEc:ash:wpaper:15. Full description at Econpapers || Download paper | |
| 2018 | Ambiguity, 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 | |
| 2019 | A Volatility Smile-Based Uncertainty Index. (2019). Moura, Jaqueline Terra ; Machado, Jose Valentim. In: Working Papers Series. RePEc:bcb:wpaper:502. Full description at Econpapers || Download paper | |
| 2018 | The young, the old, and the government: demographics and fiscal multipliers. (2018). Basso, Henrique ; Rachedi, Omar. In: Working Papers. RePEc:bde:wpaper:1837. Full description at Econpapers || Download paper | |
| 2017 | Viability 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 | |
| 2018 | Bond 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 | |
| 2018 | Dynamically Consistent α-Maxmin Expected Utility. (2018). Riedel, Frank ; Lin, Qian ; Beiner, Patrick . In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:593. Full description at Econpapers || Download paper | |
| 2018 | Equilibria under Knightian Price Uncertainty. (2018). Riedel, Frank ; Beiner, Patrick . In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:597. Full description at Econpapers || Download paper | |
| 2018 | Dynamic 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 | |
| 2019 | Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems. (2019). Rockner, Michael ; Nendel, Max. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:618. Full description at Econpapers || Download paper | |
| 2019 | Game Options under Knightian Uncertainty in Discrete Time. (2019). Rubbenstroth, Bodo. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:619. Full description at Econpapers || Download paper | |
| 2020 | A Knightian Irreversible Investment Problem. (2020). Riedel, Frank ; Li, Hanwu ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:634. Full description at Econpapers || Download paper | |
| 2018 | Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95. Full description at Econpapers || Download paper | |
| 2019 | Why have interest rates fallen far below the return on capital. (2019). Mojon, Benoit ; Velde, Franois R ; Marx, Magali. In: BIS Working Papers. RePEc:bis:biswps:794. Full description at Econpapers || Download paper | |
| 2018 | The 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 | |
| 2018 | DOES 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 | |
| 2018 | Asset 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 | |
| 2017 | Model 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 | |
| 2017 | INTERTEMPORAL 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 | |
| 2018 | Stock 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 | |
| 2018 | A 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 | |
| 2019 | The long-run effects of uncertainty shocks. (2019). Oh, Joonseok ; Bonciani, Dario. In: Bank of England working papers. RePEc:boe:boeewp:0802. Full description at Econpapers || Download paper | |
| 2019 | Back to the real economy: the effects of risk perception shocks on the term premium and bank lending. (2019). Yung, Julieta ; Bluwstein, Kristina. In: Bank of England working papers. RePEc:boe:boeewp:0806. Full description at Econpapers || Download paper | |
| 2019 | Trend Growth Shocks and Asset Prices. (2019). Lee, Nam Gang. In: Working Papers. RePEc:bok:wpaper:1904. Full description at Econpapers || Download paper | |
| 2019 | The Evolutionary Stability of Optimism, Pessimism, and Complete Ignorance. (2019). Schipper, Burkhard. In: Working Papers. RePEc:cda:wpaper:334. Full description at Econpapers || Download paper | |
| 2018 | Dynamic 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 | |
| 2018 | Low Inflation: High Default Risk AND High Equity Valuations. (2018). Weber, Michael ; Bhamra, Harjoat ; Jeanneret, Alexandre ; Dorion, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7391. Full description at Econpapers || Download paper | |
| 2018 | Optimal Amount of Attention to Capital Income Risk and Heterogeneous Precautionary Saving Behavior. (2018). Yin, Penghui. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7413. Full description at Econpapers || Download paper | |
| 2019 | Tenure Choice, Portfolio Structure and Long-Term Care - Optimal Risk Management in Retirement. (2019). Hofmann, Maurice ; Fehr, Hans. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7783. Full description at Econpapers || Download paper | |
| 2019 | Asymmetries in Risk Premia, Macroeconomic Uncertainty and Business Cycles. (2019). Yeromonahos, Mallory ; Gortz, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7959. Full description at Econpapers || Download paper | |
| 2020 | The 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 | |
| 2018 | Anticipated Backward SDEs with Jumps and quadratic-exponential growth drivers (Revised version of F-409). (2018). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf431. Full description at Econpapers || Download paper | |
| 2019 | A 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 | |
| 2018 | Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: Discussion Papers. RePEc:cfm:wpaper:1807. Full description at Econpapers || Download paper | |
| 2020 | Speculation-Driven Business Cycles. (2020). Zilberman, Eduardo ; Bigio, Saki. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:865. Full description at Econpapers || Download paper | |
| 2019 | Experimental Asset Markets with An Indefinite Horizon. (2019). Duffy, John ; Xie, Huan ; Jiang, Janet Hua. In: CIRANO Working Papers. RePEc:cir:cirwor:2019s-15. Full description at Econpapers || Download paper | |
| 2018 | Currency 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 | |
| 2018 | The Leading Premium. (2018). Croce, Mariano Massimiliano ; Schlag, Christian ; Marchuk, Tatyana. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12631. Full description at Econpapers || Download paper | |
| 2018 | Pricing 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 | |
| 2018 | Pricing Assets in a Perpetual Youth Model. (2018). Farmer, Roger. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12643. Full description at Econpapers || Download paper | |
| 2018 | News 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 | |
| 2018 | Optimal 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 | |
| 2018 | Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12762. Full description at Econpapers || Download paper | |
| 2018 | BKK 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 | |
| 2018 | Complementarity, 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 | |
| 2018 | The 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 | |
| 2018 | Pockets of Predictability. (2018). Farmer, Leland ; Timmermann, Allan G ; Schmidt, Lawrence . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12885. Full description at Econpapers || Download paper | |
| 2018 | Time 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 | |
| 2018 | Estimating 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 | |
| 2018 | Household 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 | |
| 2018 | Rare 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 | |
| 2018 | Volatility 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 | |
| 2019 | The 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 | |
| More than 100 citations found, this list is not complete... |
Works by Larry Epstein:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | How Much Would You Pay to Resolve Long-Run Risk? In: American Economic Review. [Full Text][Citation analysis] | article | 51 |
| 2013 | How 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: 51 | paper | |
| 2014 | How Much Would You Pay to Resolve Long-Run Risk?.(2014) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
| 2013 | How 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: 51 | paper | |
| 2013 | How Much Would You Pay to Resolve Long-Run Risk?.(2013) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 51 | 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: 51 | 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: 51 | paper | ||
| 2014 | How much would you pay to resolve long-run risk?.(2014) In: 2014 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 51 | paper | |
| 2001 | Sharing Ambiguity In: American Economic Review. [Full Text][Citation analysis] | article | 14 |
| 1986 | A Correspondence Theorem Between Expected Utility and Smooth Utility In: Foerder Institute for Economic Research Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 1988 | A 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 | |
| 2010 | Ambiguity and Asset Markets In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 80 |
| 2010 | Ambiguity and Asset Markets.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 80 | paper | |
| 2013 | Ambiguous Volatility, Possibility and Utility in Continuous Time In: Papers. [Full Text][Citation analysis] | paper | 21 |
| 2014 | Ambiguous volatility, possibility and utility in continuous time.(2014) In: Journal of Mathematical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
| 2013 | Ambiguous volatility and asset pricing in continuous time In: Papers. [Full Text][Citation analysis] | paper | 33 |
| 2012 | Ambiguous Volatility and Asset Pricing in Continuous Time.(2012) In: CIRANO Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 2013 | Ambiguous Volatility and Asset Pricing in Continuous Time.(2013) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | article | |
| 2019 | Optimal Learning under Robustness and Time-Consistency In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 1980 | Capital Asset Prices and the Temporal Resolution of Uncertainty. In: Journal of Finance. [Full Text][Citation analysis] | article | 10 |
| 2008 | Ambiguity, Information Quality, and Asset Pricing In: Journal of Finance. [Full Text][Citation analysis] | article | 165 |
| 2004 | Ambiguity, Information Quality and Asset Pricing.(2004) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 165 | paper | |
| 2005 | Ambiguity, Information Quality and Asset Pricing.(2005) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 165 | paper | |
| 2005 | NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 23 |
| 2005 | NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK.(2005) In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2003 | Non-Bayesian Updating : A Theoretical Framework.(2003) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2005 | Non-Bayesian Updating: a Theoretical Framework.(2005) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
| 2008 | Non-Bayesian updating: A theoretical framework.(2008) In: Theoretical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
| 2008 | SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 8 |
| 2010 | Symmetry of evidence without evidence of symmetry.(2010) In: Theoretical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
| 2015 | Robust Confidence Regions for Incomplete Models In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 3 |
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| 2015 | Robust confidence regions for incomplete models.(2015) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2016 | Robust Confidence Regions for Incomplete Models.(2016) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2017 | Ambiguous Correlation In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 3 |
| 2019 | Ambiguous Correlation.(2019) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2018 | Ambiguous Correlation.(2018) In: Microeconomics.ca working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2017 | Optimal Learning and Ellsberg’s Urns In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Non-Bayesian Learning In: The B.E. Journal of Theoretical Economics. [Full Text][Citation analysis] | article | 25 |
| 2011 | Symmetry or Dynamic Consistency? In: The B.E. Journal of Theoretical Economics. [Full Text][Citation analysis] | article | 3 |
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| 2001 | Subjective Probabilities on Subjectively Unambiguous Events..(2001) In: Econometrica. [Citation analysis] This paper has another version. Agregated cites: 94 | article | |
| 2006 | Mutual Absolute Continuity of Multiple Priors In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 14 |
| 2007 | Mutual absolute continuity of multiple priors.(2007) In: Journal of Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
| 2007 | Coarse Contingencies In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Coarse Contingencies.(2005) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2013 | De Finetti Meets Ellsberg In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 0 |
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| 2010 | First order risk aversion and the equity premium puzzle In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 99 |
| 1990 | First-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: 99 | article | |
| 1975 | A Disaggregate Analysis of Consumer Choice under Uncertainty. In: Econometrica. [Full Text][Citation analysis] | article | 15 |
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| 1981 | Generalized Duality and Integrability. In: Econometrica. [Full Text][Citation analysis] | article | 10 |
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| 1987 | The Global Stability of Efficient Intertemporal Allocations. In: Econometrica. [Full Text][Citation analysis] | article | 45 |
| 1989 | Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework. In: Econometrica. [Full Text][Citation analysis] | article | 1524 |
| 1987 | Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework.(1987) In: Working Paper. [Citation analysis] This paper has another version. Agregated cites: 1524 | paper | |
| 1991 | Mixture Symmetry and Quadratic Utility. In: Econometrica. [Full Text][Citation analysis] | article | 54 |
| 1992 | Stochastic Differential Utility. In: Econometrica. [Full Text][Citation analysis] | article | 180 |
| 1994 | Intertemporal Asset Pricing Under Knightian Uncertainty. In: Econometrica. [Full Text][Citation analysis] | article | 331 |
| 1996 | Beliefs about Beliefs without Probabilities. In: Econometrica. [Full Text][Citation analysis] | article | 29 |
| 2002 | Ambiguity, Risk, and Asset Returns in Continuous Time In: Econometrica. [Full Text][Citation analysis] | article | 236 |
| 2000 | Ambiguity, risk and asset returns in continuous time.(2000) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 236 | paper | |
| 2010 | A Paradox for the “Smooth Ambiguity” Model of Preference In: Econometrica. [Citation analysis] | article | 24 |
| 2003 | A two-person dynamic equilibrium under ambiguity In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 112 |
| 2001 | A Two-Person Dynamic Equilibrium under Ambiguity.(2001) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 112 | paper | |
| 1983 | Intertemporal price indices for the firm In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 1980 | On the recoverability of intertemporal preferences In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1980 | Endogenous capital utilization in a short-run production model : Theory and an empiral application In: Journal of Econometrics. [Full Text][Citation analysis] | article | 51 |
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| 1985 | Non-parametric hypothesis testing procedures and applications to demand analysis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 23 |
| 2001 | The independence axiom and asset returns In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 29 |
| 1991 | The Independence Axiom and Asset Returns.(1991) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
| 2009 | Subjective states: A more robust model In: Games and Economic Behavior. [Full Text][Citation analysis] | article | 8 |
| 2001 | The Core of Large Differentiable TU Games In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 10 |
| 2003 | Recursive multiple-priors In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 337 |
| 2001 | Recursive Multiple-Priors.(2001) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 337 | paper | |
| 2003 | IID: independently and indistinguishably distributed In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 13 |
| 2002 | IID: Independently and Indistinguishably Distributed.(2002) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
| 2015 | Exchangeable capacities, parameters and incomplete theories In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 1 |
| 1978 | The Le Chatelier Principle in optimal control problems In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 6 |
| 1982 | Comparative dynamics in the adjustment-cost model of the firm In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 4 |
| 1983 | Decreasing absolute risk aversion and utility indices derived from cake-eating problems In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 5 |
| 1983 | Stationary cardinal utility and optimal growth under uncertainty In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 81 |
| 1986 | Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 5 |
| 1987 | A simple dynamic general equilibrium model In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 129 |
| 1989 | A unifying approach to axiomatic non-expected utility theories In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 36 |
| 1990 | Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 22 |
| 1993 | A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 13 |
| 1993 | Dynamically Consistent Beliefs Must Be Bayesian In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 83 |
| 1995 | Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 35 |
| 1997 | Preference, Rationalizability and Equilibrium In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 41 |
| 1999 | A Revelation Principle for Competing Mechanisms In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 103 |
| 1996 | A REVELATION PRINCIPLE FOR COMPETING MECHANISMS.(1996) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 103 | paper | |
| 2000 | Are Probabilities Used in Markets ? In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 10 |
| 1999 | Are Probabilities Used in Markets?.(1999) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
| 1986 | Implicitly additive utility and the nature of optimal economic growth In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 5 |
| 1988 | Risk aversion and asset prices In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 33 |
| 1980 | Decision Making and the Temporal Resolution of Uncertainty. In: International Economic Review. [Full Text][Citation analysis] | article | 83 |
| 1987 | The Unimportance of the Intransitivity of Separable Preferences. In: International Economic Review. [Full Text][Citation analysis] | article | 3 |
| 1989 | The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty. In: International Economic Review. [Full Text][Citation analysis] | article | 19 |
| 1993 | Habits and Time Preference. In: International Economic Review. [Full Text][Citation analysis] | article | 41 |
| 1988 | The Law of Large Numbers and the Attractiveness of Compound Gambles. In: Journal of Risk and Uncertainty. [Citation analysis] | article | 0 |
| 1993 | A Revealed Preference Analysis of Asset Pricing Under Recursive Utility In: NBER Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 1995 | A 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 | |
| 1978 | Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty In: Review of Economic Studies. [Full Text][Citation analysis] | article | 6 |
| 1981 | Duality Theory and Functional Forms for Dynamic Factor Demands In: Review of Economic Studies. [Full Text][Citation analysis] | article | 72 |
| 1982 | Integrability of Incomplete Systems of Demand Functions In: Review of Economic Studies. [Full Text][Citation analysis] | article | 20 |
| 1999 | A Definition of Uncertainty Aversion In: Review of Economic Studies. [Full Text][Citation analysis] | article | 191 |
| 2006 | An Axiomatic Model of Non-Bayesian Updating In: Review of Economic Studies. [Full Text][Citation analysis] | article | 36 |
| 2005 | An Axiomatic Model of Non-Bayesian Updating.(2005) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
| 2005 | An Axiomatic Model of Non-Bayesian Updating.(2005) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | paper | |
| 2007 | Learning Under Ambiguity In: Review of Economic Studies. [Full Text][Citation analysis] | article | 134 |
| 2005 | Learning Under Ambiguity.(2005) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 134 | paper | |
| 2006 | Learning Under Ambiguity.(2006) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 134 | paper | |
| 2008 | Living with Risk In: Review of Economic Studies. [Full Text][Citation analysis] | article | 16 |
| 2007 | Living with risk.(2007) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 1992 | Asset Pricing with Stochastic Differential Utility. In: Review of Financial Studies. [Full Text][Citation analysis] | article | 220 |
| 2008 | Supplementary Appendix for ‘Non-Bayesian Updating: A Theoretical Framework’ In: PIER Working Paper Archive. [Full Text][Citation analysis] | paper | 5 |
| 1987 | Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis In: Working Paper. [Citation analysis] | paper | 7 |
| 1998 | Subjective Probabilities on Subjectivity Unambiguous Event. In: RCER Working Papers. [Citation analysis] | paper | 35 |
| 2000 | The Core of Large TU Games In: RCER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Cognitive Dissonance and Choice In: RCER Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2007 | An axiomatic model of cold feet In: RCER Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 1999 | Least convex capacities In: Economic Theory. [Full Text][Citation analysis] | article | 4 |
| 1994 | The Projective Independence Axiom. In: Economic Theory. [Citation analysis] | article | 5 |
| 2007 | Coarse contingencies and ambiguity In: Theoretical Economics. [Full Text][Citation analysis] | article | 32 |
| 2007 | Cold feet In: Theoretical Economics. [Full Text][Citation analysis] | article | 8 |
| 1997 | UNCERTAINTY AVERSION In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2019 | Hard-to-Interpret Signals In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2017 | No Two Experiments are Identical In: Microeconomics.ca working papers. [Full Text][Citation analysis] | paper | 3 |
| 1992 | Quadratic Social Welfare Functions. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 78 |
| 1983 | The Rate of Time Preference and Dynamic Economic Analysis. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 122 |
| 1991 | Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 611 |
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