33
H index
58
i10 index
5891
Citations
Larry Epstein : Citation Profile
Boston University | RESEARCH PRODUCTION: 82 Articles 53 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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44 years (1974 - 2018). 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 | |
| 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). 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 | |
| 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 | 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. (2018). Xiong, Dewen ; Luo, Peng ; Drapeau, Samuel. 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. (2018). 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. (2017). 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. (2017). , Henri ; 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). Yang, Shuzhen ; Yao, Jianfeng. In: Papers. RePEc:arx:papers:1805.03890. Full description at Econpapers || Download paper | |
| 2019 | Affine processes under parameter uncertainty. (2018). Fadina, Tolulope ; Schmidt, Thorsten ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:1806.02912. Full description at Econpapers || Download paper | |
| 2018 | 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 | Bond 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 | |
| 2018 | Hyperfinite Construction of $G$-expectation. (2018). Fadina, Tolulope ; Herzberg, Frederik . In: Papers. RePEc:arx:papers:1810.09386. Full description at Econpapers || Download paper | |
| 2019 | Intermediated Implementation. (2018). Li, Anqi ; Xing, Yiqing . 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 | |
| 2019 | 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 | |
| 2019 | 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 | |
| 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 | |
| 2018 | The 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 | |
| 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). Beiner, Patrick ; Riedel, Frank ; Lin, Qian. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:593. Full description at Econpapers || Download paper | |
| 2018 | Equilibria 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 | |
| 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 | |
| 2018 | Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95. 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 | |
| 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). Bhamra, Harjaat S ; Weber, Michael ; Jeanneret, Alexandre ; Dorion, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7391. Full description at Econpapers || Download paper | |
| 2018 | The 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 | |
| 2018 | Anticipated 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 | |
| 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 | |
| 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 | |
| 2019 | Discounting 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 | |
| 2019 | Dynamic Consistency, Valuable Information and Subjective Beliefs. (2019). Galanis, Spyros. In: Working Papers. RePEc:cty:dpaper:19/02. Full description at Econpapers || Download paper | |
| 2018 | Behavioral 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 | |
| 2018 | Dynamic Random Utility. (2018). Strzalecki, Tomasz ; Iijima, Ryota ; Frick, Mira . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2092r. Full description at Econpapers || Download paper | |
| 2019 | Recursive 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 | |
| 2018 | Nonparametric 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 | |
| 2018 | Stochastic 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 | |
| 2018 | Re-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 | |
| 2018 | Robust 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 | |
| 2018 | A 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 | |
| 2017 | Risk 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 | |
| 2018 | The 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 | |
| 2018 | Continuous-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 | |
| 2018 | Stochastic 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 | |
| 2018 | A 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 | |
| 2018 | Equilibrium 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 | |
| 2019 | Consumption-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 | |
| 2018 | Examining 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 | |
| 2018 | The 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 | |
| 2018 | Teaching 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 | |
| 2018 | Intertemporal 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 | |
| 2018 | On 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 | |
| 2018 | Optimal 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 | |
| 2019 | A 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 | |
| 2018 | A 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 | |
| 2019 | Dynamic 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 | |
| 2018 | Macroeconomic 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 | |
| 2019 | Dispersion 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 | |
| 2019 | Consumption 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 | |
| 2018 | The 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 | |
| 2017 | Limited 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 | |
| 2018 | Multiple-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 | |
| 2018 | Speculation 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 | |
| 2018 | On 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | How Much Would You Pay to Resolve Long-Run Risk? In: American Economic Review. [Full Text][Citation analysis] | article | 41 |
| 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: 41 | 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: 41 | 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: 41 | 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: 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 | ||
| 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: 41 | 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 | 76 |
| 2010 | Ambiguity and Asset Markets.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 76 | paper | |
| 2013 | Ambiguous Volatility, Possibility and Utility in Continuous Time In: Papers. [Full Text][Citation analysis] | paper | 19 |
| 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: 19 | article | |
| 2013 | Ambiguous volatility and asset pricing in continuous time In: Papers. [Full Text][Citation analysis] | paper | 27 |
| 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: 27 | 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: 27 | article | |
| 2019 | Optimal Learning under Robustness and Time-Consistency In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 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 | 146 |
| 2004 | Ambiguity, Information Quality and Asset Pricing.(2004) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 146 | paper | |
| 2005 | Ambiguity, 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] | article | 8 |
| 2005 | NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 18 |
| 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: 18 | paper | |
| 2003 | Non-Bayesian Updating : A Theoretical Framework.(2003) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2005 | Non-Bayesian Updating: a Theoretical Framework.(2005) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
| 2008 | Non-Bayesian updating: A theoretical framework.(2008) In: Theoretical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
| 2008 | SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 9 |
| 2010 | Symmetry of evidence without evidence of symmetry.(2010) In: Theoretical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
| 2015 | Robust Confidence Regions for Incomplete Models In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Robust confidence regions for incomplete models.(2015) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2015 | Robust confidence regions for incomplete models.(2015) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2016 | Robust Confidence Regions for Incomplete Models.(2016) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2017 | Ambiguous Correlation In: Boston University - Department of Economics - Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Ambiguous Correlation.(2018) In: Microeconomics.ca working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2010 | Non-Bayesian Learning In: The B.E. Journal of Theoretical Economics. [Full Text][Citation analysis] | article | 15 |
| 2011 | Symmetry or Dynamic Consistency? In: The B.E. Journal of Theoretical Economics. [Full Text][Citation analysis] | article | 3 |
| 1999 | Subjective Probabilities on Subjectively Unambiguous Events In: Carleton Economic Papers. [Full Text][Citation analysis] | paper | 92 |
| 2001 | Subjective Probabilities on Subjectively Unambiguous Events..(2001) In: Econometrica. [Citation analysis] This paper has another version. Agregated cites: 92 | 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 |
| 2014 | De Finetti meets Ellsberg.(2014) In: Research in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 1980 | Increasing Generalized Correlation: A Definition and Some Economic Consequences. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 82 |
| 1974 | Some Economic Effects of Immigration: A General Equilibrium Analysis. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 2 |
| 2010 | First order risk aversion and the equity premium puzzle In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 93 |
| 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: 93 | article | |
| 1975 | A Disaggregate Analysis of Consumer Choice under Uncertainty. In: Econometrica. [Full Text][Citation analysis] | article | 15 |
| 1980 | Multivariate Risk Independence and Functional Forms for Preferences and Technologies. In: Econometrica. [Full Text][Citation analysis] | article | 1 |
| 1981 | Generalized Duality and Integrability. In: Econometrica. [Full Text][Citation analysis] | article | 10 |
| 1983 | The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing. In: Econometrica. [Full Text][Citation analysis] | article | 68 |
| 1985 | Decreasing Risk Aversion and Mean-Variance Analysis. In: Econometrica. [Full Text][Citation analysis] | article | 19 |
| 1987 | The Global Stability of Efficient Intertemporal Allocations. In: Econometrica. [Full Text][Citation analysis] | article | 41 |
| 1989 | Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework. In: Econometrica. [Full Text][Citation analysis] | article | 1414 |
| 1991 | Mixture Symmetry and Quadratic Utility. In: Econometrica. [Full Text][Citation analysis] | article | 52 |
| 1992 | Stochastic Differential Utility. In: Econometrica. [Full Text][Citation analysis] | article | 163 |
| 1994 | Intertemporal Asset Pricing Under Knightian Uncertainty. In: Econometrica. [Full Text][Citation analysis] | article | 315 |
| 1996 | Beliefs about Beliefs without Probabilities. In: Econometrica. [Full Text][Citation analysis] | article | 28 |
| 2002 | Ambiguity, Risk, and Asset Returns in Continuous Time In: Econometrica. [Full Text][Citation analysis] | article | 220 |
| 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: 220 | paper | |
| 2010 | A Paradox for the “Smooth Ambiguity” Model of Preference In: Econometrica. [Citation analysis] | article | 22 |
| 2003 | A two-person dynamic equilibrium under ambiguity In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 108 |
| 2001 | A Two-Person Dynamic Equilibrium under Ambiguity.(2001) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 108 | 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 |
| 1985 | The empirical determination of technology and expectations : A simplified procedure In: Journal of Econometrics. [Full Text][Citation analysis] | article | 27 |
| 1985 | Non-parametric hypothesis testing procedures and applications to demand analysis In: Journal of Econometrics. [Full Text][Citation analysis] | article | 22 |
| 2001 | The independence axiom and asset returns In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 28 |
| 1991 | The Independence Axiom and Asset Returns.(1991) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
| 2009 | Subjective states: A more robust model In: Games and Economic Behavior. [Full Text][Citation analysis] | article | 7 |
| 2001 | The Core of Large Differentiable TU Games In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 9 |
| 2003 | Recursive multiple-priors In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 314 |
| 2001 | Recursive Multiple-Priors.(2001) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 314 | 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 | 76 |
| 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 | 124 |
| 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 | 19 |
| 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 | 82 |
| 1995 | Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 32 |
| 1997 | Preference, Rationalizability and Equilibrium In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 38 |
| 1999 | A Revelation Principle for Competing Mechanisms In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 97 |
| 1996 | A REVELATION PRINCIPLE FOR COMPETING MECHANISMS.(1996) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 97 | paper | |
| 2000 | Are Probabilities Used in Markets ? In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 9 |
| 1999 | Are Probabilities Used in Markets?.(1999) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | 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 | 80 |
| 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 | 70 |
| 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 | 179 |
| 2006 | An Axiomatic Model of Non-Bayesian Updating In: Review of Economic Studies. [Full Text][Citation analysis] | article | 30 |
| 2005 | An Axiomatic Model of Non-Bayesian Updating.(2005) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | 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: 30 | paper | |
| 2007 | Learning Under Ambiguity In: Review of Economic Studies. [Full Text][Citation analysis] | article | 122 |
| 2005 | Learning Under Ambiguity.(2005) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 122 | paper | |
| 2006 | Learning Under Ambiguity.(2006) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 122 | 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 | 196 |
| 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 |
| 1987 | Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework In: Working Paper. [Citation analysis] | paper | 12 |
| 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 | 4 |
| 2007 | Coarse contingencies and ambiguity In: Theoretical Economics. [Full Text][Citation analysis] | article | 30 |
| 2007 | Cold feet In: Theoretical Economics. [Full Text][Citation analysis] | article | 8 |
| 1997 | UNCERTAINTY AVERSION In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 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 | 71 |
| 1983 | The Rate of Time Preference and Dynamic Economic Analysis. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 114 |
| 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 | 579 |
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