35
H index
59
i10 index
6812
Citations
Boston University | 35 H index 59 i10 index 6812 Citations RESEARCH PRODUCTION: 82 Articles 55 Papers RESEARCH ACTIVITY:
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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: |
Year | Title of citing document | |
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2021 | The New Keynesian Model and Bond Yields. (2021). Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2021-01. Full description at Econpapers || Download paper | |
2020 | An Estimated Structural Model of Entrepreneurial Behavior. (2020). Pratap, Sangeeta ; Jones, John Bailey. In: American Economic Review. RePEc:aea:aecrev:v:110:y:2020:i:9:p:2859-98. Full description at Econpapers || Download paper | |
2021 | Sequential Trading with Coarse Contingencies. (2021). Kochov, Asen ; Kettering, Jeremy ; Auster, Sarah. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:052. Full description at Econpapers || Download paper | |
2020 | Speculation-driven Business Cycles. (2020). Zilberman, Eduardo ; Bigio, Saki. In: Working Papers. RePEc:apc:wpaper:161. Full description at Econpapers || Download paper | |
2020 | Dynamic indifference pricing via the G-expectation. (2015). Lin, Qian. In: Papers. RePEc:arx:papers:1503.08628. Full description at Econpapers || Download paper | |
2021 | 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 | |
2020 | Convergence of utility indifference prices to the superreplication price in a multiple-priors framework. (2017). Carassus, Laurence ; Blanchard, Romain. In: Papers. RePEc:arx:papers:1709.09465. Full description at Econpapers || Download paper | |
2020 | Calibration of Distributionally Robust Empirical Optimization Models. (2017). , Andrew ; Kim, Michael Jong ; Gotoh, Jun-Ya. In: Papers. RePEc:arx:papers:1711.06565. Full description at Econpapers || Download paper | |
2020 | 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 | |
2020 | Tail Risks, Asset prices, and Investment Horizons. (2018). BarunÃÂk, Jozef ; Nevrla, Matvej. In: Papers. RePEc:arx:papers:1806.06148. Full description at Econpapers || Download paper | |
2021 | 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 | |
2020 | Intermediated Implementation. (2019). Xing, Yiqing ; Li, Anqi. In: Papers. RePEc:arx:papers:1810.11475. 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 | |
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 | |
2020 | 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 | |
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 | |
2021 | 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 | |
2020 | Dynamically Consistent Objective and Subjective Rationality. (2020). Santos, Ana ; Jos'e Heleno Faro, ; Bastianello, Lorenzo. In: Papers. RePEc:arx:papers:2004.12347. Full description at Econpapers || Download paper | |
2020 | Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences. (2020). Nwogugu, Michael. In: Papers. RePEc:arx:papers:2005.01709. Full description at Econpapers || Download paper | |
2020 | Existence and Uniqueness of Recursive Utility Models in $L_p$. (2020). O'Neil, Flint. In: Papers. RePEc:arx:papers:2005.07067. Full description at Econpapers || Download paper | |
2020 | Periodic Strategies II: Generalizations and Extensions. (2020). Jost, J ; Oikonomou, V K. In: Papers. RePEc:arx:papers:2005.12832. Full description at Econpapers || Download paper | |
2020 | Robust Multiple Stopping -- A Pathwise Duality Approach. (2020). Laeven, Roger ; Stadje, Mitja ; John , . In: Papers. RePEc:arx:papers:2006.01802. Full description at Econpapers || Download paper | |
2020 | Investor Emotions and Earnings Announcements. (2020). Vamossy, Domonkos F. In: Papers. RePEc:arx:papers:2006.13934. Full description at Econpapers || Download paper | |
2020 | Distributionally Robust Markov Decision Processes and their Connection to Risk Measures. (2020). Glauner, Alexander ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:2007.13103. Full description at Econpapers || Download paper | |
2020 | Existence and uniqueness of recursive utilities without boundedness. (2020). Christensen, Timothy M. In: Papers. RePEc:arx:papers:2008.00963. Full description at Econpapers || Download paper | |
2020 | Pricing and Capital Allocation for Multiline Insurance Firms With Finite Assets in an Imperfect Market. (2020). Mildenhall, Stephen J ; Major, John A. In: Papers. RePEc:arx:papers:2008.12427. Full description at Econpapers || Download paper | |
2020 | Robust Utility Maximization in a Multivariate Financial Market with Stochastic Drift. (2020). Westphal, Dorothee ; Sass, Jorn. In: Papers. RePEc:arx:papers:2009.14559. Full description at Econpapers || Download paper | |
2020 | Ambiguous Persuasion: An Ex-ante Perspective. (2020). Cheng, Xiaoyu. In: Papers. RePEc:arx:papers:2010.05376. Full description at Econpapers || Download paper | |
2020 | Markov Decision Processes with Recursive Risk Measures. (2020). Glauner, Alexander ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:2010.07220. Full description at Econpapers || Download paper | |
2020 | Social networks, confirmation bias and shock elections. (2020). Langtry, Alastair ; Gallo, Edoardo. In: Papers. RePEc:arx:papers:2011.00520. Full description at Econpapers || Download paper | |
2020 | The Uncertain Shape of Grey Swans: Extreme Value Theory with Uncertain Threshold. (2020). Poorvasei, Hossein ; Arian, Hamidreza ; Zamani, Shiva ; Sharifi, Azin. In: Papers. RePEc:arx:papers:2011.06693. Full description at Econpapers || Download paper | |
2020 | Autoregressive models of the time series under volatility uncertainty and application to VaR model. (2020). Yang, Shuzhen ; Peng, Shige. In: Papers. RePEc:arx:papers:2011.09226. Full description at Econpapers || Download paper | |
2020 | Forward utility and market adjustments in relative investment-consumption games of many players. (2020). Platonov, Vadim ; Reis, Goncalo Dos . In: Papers. RePEc:arx:papers:2012.01235. Full description at Econpapers || Download paper | |
2021 | New Formulations of Ambiguous Volatility with an Application to Optimal Dynamic Contracting. (2021). Hansen, Peter G. In: Papers. RePEc:arx:papers:2101.12306. Full description at Econpapers || Download paper | |
2021 | A Theory of Choice Bracketing under Risk. (2021). Zhang, MU. In: Papers. RePEc:arx:papers:2102.07286. Full description at Econpapers || Download paper | |
2020 | Does mining fuel bubbles? An experimental study on cryptocurrency markets. (2020). Xu, Yilong ; Sofianos, Andis ; Lambrecht, Marco. In: Working Papers. RePEc:awi:wpaper:0690. Full description at Econpapers || Download paper | |
2020 | Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields. (2020). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:20-14. Full description at Econpapers || Download paper | |
2020 | Rare disasters, the natural interest rate and monetary policy.. (2020). Cantelmo, Alessandro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1309_20. Full description at Econpapers || Download paper | |
2020 | Uncertainty Spillovers for Markets and Policy. (2020). Hansen, Lars Peter. In: Working Papers. RePEc:bfi:wpaper:2020-121. Full description at Econpapers || Download paper | |
2020 | Robust Identification of Investor Beliefs. (2020). Hansen, Peter G ; Chen, Xiaohong. In: Working Papers. RePEc:bfi:wpaper:2020-69. Full description at Econpapers || Download paper | |
2020 | Epidemic Responses Under Uncertainty. (2020). Yannelis, Constantine ; Buchak, Greg ; Barnett, Michael. In: Working Papers. RePEc:bfi:wpaper:2020-72. Full description at Econpapers || Download paper | |
2020 | A Knightian Irreversible Investment Problem. (2020). Ferrari, Giorgio ; Riedel, Frank ; Li, Hanwu. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:634. Full description at Econpapers || Download paper | |
2020 | Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty. (2020). Li, Hanwu ; Ferrari, Giorgio ; Riedel, Frank. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:641. Full description at Econpapers || Download paper | |
2020 | The pricing of accruals quality in credit default swap spreads. (2020). Lin, Hai ; Alam, Pervaiz ; Pu, Xiaoling ; Hettler, Barry. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:1943-1977. Full description at Econpapers || Download paper | |
2020 | Earnings volatility, ambiguity, and crisisâ€period stock returns. (2020). Safdar, Irfan ; McMartin, Andrew S ; Ahmed, Anwer S. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2939-2963. Full description at Econpapers || Download paper | |
2020 | Past managerial guidance and returns to variance trading around earnings announcements. (2020). Neururer, Thaddeus. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2995-3031. Full description at Econpapers || Download paper | |
2020 | Asset pricing and energy consumption risk. (2020). Lan, Yihui ; Lim, Ashley ; Treepongkaruna, Sirimon. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3813-3850. Full description at Econpapers || Download paper | |
2020 | Self?fulfilling patience. (2020). Wang, Wei ; Gong, Liutang. In: Australian Economic Papers. RePEc:bla:ausecp:v:59:y:2020:i:4:p:336-357. Full description at Econpapers || Download paper | |
2020 | Timeâ€varying risk of rare disasters, investment, and asset pricing. (2020). Niu, Yingjie ; Liu, BO ; Zou, Zhentao ; Yang, Jinqiang. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:3:p:503-524. Full description at Econpapers || Download paper | |
2020 | Sustainability with endogenous discounting. (2020). Long, Ngo ; van Long, Ngo ; Hartwick, John M. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:16:y:2020:i:2:p:216-221. Full description at Econpapers || Download paper | |
2020 | WELFARE AS EQUITY EQUIVALENTS. (2020). Berger, Loïc ; Emmerling, Johannes. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:34:y:2020:i:4:p:727-752. Full description at Econpapers || Download paper | |
2020 | Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities. (2020). BoroviÄka, Jaroslav ; Stachurski, John ; Borovika, Jaroslav. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:3:p:1457-1493. Full description at Econpapers || Download paper | |
2020 | A Macrofinance View of U.S. Sovereign CDS Premiums. (2020). Chernov, Mikhail ; Schneider, Andres ; Schmid, Lukas. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2809-2844. Full description at Econpapers || Download paper | |
2020 | Robust consumptionâ€investment problem under CRRA and CARA utilities with timeâ€varying confidence sets. (2020). Ma, Ming ; Liang, Zongxia. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:1035-1072. Full description at Econpapers || Download paper | |
2020 | Dynamically consistent alphaâ€maxmin expected utility. (2020). Riedel, Frank ; Lin, Qian ; Beissner, Patrick. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:1073-1102. Full description at Econpapers || Download paper | |
2020 | Lifetime investment and consumption with recursive preferences and small transaction costs. (2020). Seifried, Frank Thomas ; Muhlekarbe, Johannes ; Melnyk, Yaroslav. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:1135-1167. Full description at Econpapers || Download paper | |
2020 | Asset pricing with heterogeneous beliefs and illiquidity. (2020). Tan, Xiaowei ; Nutz, Marcel ; Muhlekarbe, Johannes. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:4:p:1392-1421. Full description at Econpapers || Download paper | |
2020 | Sourcing Competition under Cost Uncertainty and Information Asymmetry. (2020). Zhang, Fuqiang ; Wu, Xiaole ; Shao, Lusheng. In: Production and Operations Management. RePEc:bla:popmgt:v:29:y:2020:i:2:p:447-461. Full description at Econpapers || Download paper | |
2020 | Do Eâ€Waste Laws Create Behavioral Spillovers? Quasiâ€Experimental Evidence from California. (2020). Muthulingam, Suresh ; Dhanorkar, Suvrat. In: Production and Operations Management. RePEc:bla:popmgt:v:29:y:2020:i:7:p:1738-1766. Full description at Econpapers || Download paper | |
2020 | 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 | |
2020 | Substitution Effects in Intertemporal Problems. (2020). Vanin, Paolo ; dragone, davide. In: Working Papers. RePEc:bol:bodewp:wp1147. Full description at Econpapers || Download paper | |
2020 | Unexpected Effects: Uncertainty, Unemployment, and Inflation. (2020). Freund, Lukas ; Rendahl, P. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2035. Full description at Econpapers || Download paper | |
2020 | Social Networks, Confirmation Bias and Shock Elections. (2020). Langtry, A ; Gallo, E. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2099. Full description at Econpapers || Download paper | |
2020 | Identity and the cost of information. (2020). Pennesi, Daniele. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:610. Full description at Econpapers || Download paper | |
2020 | Avoiding Root-Finding in the Krusell-Smith Algorithm Simulation. (2020). Bakota, Ivo. In: CERGE-EI Working Papers. RePEc:cer:papers:wp669. Full description at Econpapers || Download paper | |
2021 | Growth Uncertainty, Rational Learning, and Option Prices. (2021). Kozhan, Roman ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp682. Full description at Econpapers || Download paper | |
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 | |
2020 | Discounting and Climate Policy. (2020). van der Ploeg, Frederick (Rick) ; VAN DERPLOEG, RICK . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8441. Full description at Econpapers || Download paper | |
2020 | Asset Diversification versus Climate Action. (2020). van der Ploeg, Frederick (Rick) ; VAN DERPLOEG, RICK ; Kraft, Holger ; Hambel, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8476. Full description at Econpapers || Download paper | |
2020 | Financial Frictions and the Wealth Distribution. (2020). Nuño Barrau, Galo ; Hurtado, Samuel ; Fernandez-Villaverde, Jesus ; Nuo, Galo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8482. Full description at Econpapers || Download paper | |
2020 | Prevention and Mitigation of Epidemics: Biodiversity Conservation and Confinement Policies. (2020). Fabbri, Giorgio ; Augeraud-Véron, Emmanuelle ; Schubert, Katheline ; Augeraud-Veron, Emmanuelle. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8506. Full description at Econpapers || Download paper | |
2020 | r Minus g. (2020). Barro, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8661. Full description at Econpapers || Download paper | |
2021 | 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 | |
2020 | Equilibrium Yield Curves and the Interest Rate Lower Bound. (2020). Tanaka, Hiroatsu ; Nakata, Taisuke. In: CARF F-Series. RePEc:cfi:fseres:cf482. Full description at Econpapers || Download paper | |
2021 | Supplementary file for †Sup-inf/inf-sup problem on choice of a probability measure by FBSDE approachâ€. (2021). Takahashi, Akihiko ; Saito, Taiga. In: CARF F-Series. RePEc:cfi:fseres:cf507. 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 | |
2020 | Uncertainty Shocks and Business Cycle Research. (2020). Fernandez-Villaverde, Jesus. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14398. Full description at Econpapers || Download paper | |
2020 | Prevention And Mitigation Of Epidemics: Biodiversity Conservation And Confinement Policies. (2020). Fabbri, Giorgio ; Schubert, Katheline ; Augeraud-Veron, Emmanuelle. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2020026. Full description at Econpapers || Download paper | |
2020 | Dual-self Representations of Ambiguity Preferences. (2020). Le Yaouanq, Yves ; Frick, Mira ; Chandrasekher, Madhav ; Iijima, Ryota. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2180r2. Full description at Econpapers || Download paper | |
2020 | Recursive Preferences, the Value of Life, and Household Finance. (2020). O'Dea, Cormac ; le Grand, Franois ; Legrand, Franois ; Harenberg, Daniel ; Bommier, Antoine. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2231. Full description at Econpapers || Download paper | |
2020 | Robust Identification of Investor Beliefs. (2020). Hansen, Peter G ; Chen, Xiaohong. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2236. Full description at Econpapers || Download paper | |
2020 | Estimation of Impulse response functions with term structure local projections. (2020). McNeil, James. In: Working Papers. RePEc:dal:wpaper:daleconwp2020-05. Full description at Econpapers || Download paper | |
2021 | Statistical decision functions with judgment. (2021). Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20212512. Full description at Econpapers || Download paper | |
2020 | Backward stochastic optimal control with mixed deterministic controller and random controller and its applications in linear-quadratic control. (2020). Zhang, Huanjun ; Yan, Zhiguo. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:369:y:2020:i:c:s0096300319308343. Full description at Econpapers || Download paper | |
2020 | Ambiguity attitudes and myopic loss aversion: Experimental evidence using carnival games. (2020). Damodaran, Uday ; Aggarwal, Divya. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:25:y:2020:i:c:s2214635019300747. Full description at Econpapers || Download paper | |
2020 | Equity premium puzzle — Evidence from Poland. (2020). Zygmanowski, Piotr ; Liwiski, Pawe ; Maruszewski, Janusz ; Gemra, Kamil ; Ukowski, Micha. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303257. Full description at Econpapers || Download paper | |
2020 | The long shadows of war in China: Battle shocks in early life and health/wealth accumulation. (2020). Koulovatianos, Christos ; Li, Jian. In: China Economic Review. RePEc:eee:chieco:v:60:y:2020:i:c:s1043951x19301555. Full description at Econpapers || Download paper | |
2020 | Do technology spillovers affect the corporate information environment?. (2020). Kecskes, Ambrus ; Nguyen, Phuong-Anh. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300250. Full description at Econpapers || Download paper | |
2020 | Uncertainty avoidance and mutual funds. (2020). Ramos, Sofia ; Miguel, Antonio F ; Medhat, Mamdouh ; Keswani, Aneel. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920301929. Full description at Econpapers || Download paper | |
2020 | On booms that never bust: Ambiguity in experimental asset markets with bubbles. (2020). Kujal, Praveen ; Corgnet, Brice ; Hernan-Gonzalez, Roberto. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:110:y:2020:i:c:s0165188919301514. Full description at Econpapers || Download paper | |
2020 | Macroeconomic disasters and the equity premium puzzle: Are emerging countries riskier?. (2020). Horvath, Jaroslav. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188920300221. Full description at Econpapers || Download paper | |
2020 | Consumption and investment demand when health evolves stochastically. (2020). Caputo, Michael ; Bolin, Kristian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188918302471. Full description at Econpapers || Download paper | |
2020 | Horizon-unbiased investment with ambiguity. (2020). Zhou, Chao ; Sun, Xianming ; Lin, Qian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300646. Full description at Econpapers || Download paper | |
2020 | Labor market search, endogenous disasters and the equity premium puzzle. (2020). Heiberger, Christopher. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300671. Full description at Econpapers || Download paper | |
2020 | Gain/loss asymmetric stochastic differential utility. (2020). Shigeta, Yuki. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:118:y:2020:i:c:s0165188920301433. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2014 | How Much Would You Pay to Resolve Long-Run Risk? In: American Economic Review. [Full Text][Citation analysis] | article | 59 |
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: 59 | 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: 59 | 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: 59 | 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: 59 | 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: 59 | 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: 59 | 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: 59 | 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 | 94 |
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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: 25 | article | |
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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: 44 | 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: 44 | article | |
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2008 | Ambiguity, Information Quality, and Asset Pricing In: Journal of Finance. [Full Text][Citation analysis] | article | 182 |
2004 | Ambiguity, Information Quality and Asset Pricing.(2004) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 182 | paper | |
2005 | Ambiguity, Information Quality and Asset Pricing.(2005) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 182 | 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 | 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 | 3 |
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 | |
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 | 9 |
2019 | Ambiguous Correlation.(2019) In: Review of Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2018 | Ambiguous Correlation.(2018) In: Microeconomics.ca working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | 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 |
1999 | Subjective Probabilities on Subjectively Unambiguous Events In: Carleton Economic Papers. [Full Text][Citation analysis] | paper | 99 |
2001 | Subjective Probabilities on Subjectively Unambiguous Events..(2001) In: Econometrica. [Citation analysis] This paper has another version. Agregated cites: 99 | article | |
2006 | Mutual Absolute Continuity of Multiple Priors In: Carlo Alberto Notebooks. [Full Text][Citation analysis] | paper | 15 |
2007 | Mutual absolute continuity of multiple priors.(2007) In: Journal of Economic Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | 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 | 102 |
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 | 101 |
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: 101 | article | |
1975 | A Disaggregate Analysis of Consumer Choice under Uncertainty. In: Econometrica. [Full Text][Citation analysis] | article | 16 |
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 | 71 |
1985 | Decreasing Risk Aversion and Mean-Variance Analysis. In: Econometrica. [Full Text][Citation analysis] | article | 20 |
1987 | The Global Stability of Efficient Intertemporal Allocations. In: Econometrica. [Full Text][Citation analysis] | article | 47 |
1989 | Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework. In: Econometrica. [Full Text][Citation analysis] | article | 1660 |
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: 1660 | paper | |
1991 | Mixture Symmetry and Quadratic Utility. In: Econometrica. [Full Text][Citation analysis] | article | 59 |
1992 | Stochastic Differential Utility. In: Econometrica. [Full Text][Citation analysis] | article | 207 |
1994 | Intertemporal Asset Pricing Under Knightian Uncertainty. In: Econometrica. [Full Text][Citation analysis] | article | 343 |
1996 | Beliefs about Beliefs without Probabilities. In: Econometrica. [Full Text][Citation analysis] | article | 30 |
2002 | Ambiguity, Risk, and Asset Returns in Continuous Time In: Econometrica. [Citation analysis] | article | 268 |
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: 268 | paper | |
2010 | A Paradox for the “Smooth Ambiguity†Model of Preference In: Econometrica. [Citation analysis] | article | 27 |
2003 | A two-person dynamic equilibrium under ambiguity In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 115 |
2001 | A Two-Person Dynamic Equilibrium under Ambiguity.(2001) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 115 | 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 | 53 |
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 | 23 |
2001 | The independence axiom and asset returns In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 32 |
1991 | The Independence Axiom and Asset Returns.(1991) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | 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 | 367 |
2001 | Recursive Multiple-Priors.(2001) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 367 | paper | |
2003 | IID: independently and indistinguishably distributed In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 15 |
2002 | IID: Independently and Indistinguishably Distributed.(2002) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | 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 | 84 |
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 | 137 |
1989 | A unifying approach to axiomatic non-expected utility theories In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 38 |
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 | 28 |
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 | 97 |
1995 | Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 36 |
1997 | Preference, Rationalizability and Equilibrium In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 42 |
1999 | A Revelation Principle for Competing Mechanisms In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 111 |
1996 | A REVELATION PRINCIPLE FOR COMPETING MECHANISMS.(1996) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 111 | paper | |
2000 | Are Probabilities Used in Markets ? In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 11 |
1999 | Are Probabilities Used in Markets?.(1999) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | 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 | 34 |
1980 | Decision Making and the Temporal Resolution of Uncertainty. In: International Economic Review. [Full Text][Citation analysis] | article | 85 |
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 | 20 |
1993 | Habits and Time Preference. In: International Economic Review. [Full Text][Citation analysis] | article | 43 |
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 | 8 |
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: 8 | article | |
1978 | Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty In: Review of Economic Studies. [Full Text][Citation analysis] | article | 7 |
1981 | Duality Theory and Functional Forms for Dynamic Factor Demands In: Review of Economic Studies. [Full Text][Citation analysis] | article | 79 |
1982 | Integrability of Incomplete Systems of Demand Functions In: Review of Economic Studies. [Full Text][Citation analysis] | article | 21 |
1999 | A Definition of Uncertainty Aversion In: Review of Economic Studies. [Full Text][Citation analysis] | article | 207 |
2006 | An Axiomatic Model of Non-Bayesian Updating In: Review of Economic Studies. [Full Text][Citation analysis] | article | 41 |
2005 | An Axiomatic Model of Non-Bayesian Updating.(2005) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | 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: 41 | paper | |
2007 | Learning Under Ambiguity In: Review of Economic Studies. [Full Text][Citation analysis] | article | 141 |
2005 | Learning Under Ambiguity.(2005) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 141 | paper | |
2006 | Learning Under Ambiguity.(2006) In: RCER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 141 | 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 | 254 |
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 | 8 |
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 | 6 |
2007 | Coarse contingencies and ambiguity In: Theoretical Economics. [Full Text][Citation analysis] | article | 33 |
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 | 5 |
1992 | Quadratic Social Welfare Functions. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 86 |
1983 | The Rate of Time Preference and Dynamic Economic Analysis. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 128 |
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 | 653 |
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