Larry Epstein : Citation Profile

Are you Larry Epstein?

McGill University

39

H index

64

i10 index

9208

Citations

RESEARCH PRODUCTION:

84

Articles

59

Papers

2

Chapters

RESEARCH ACTIVITY:

   49 years (1974 - 2023). See details.
   Cites by year: 187
   Journals where Larry Epstein has often published
   Relations with other researchers
   Recent citing documents: 220.    Total self citations: 56 (0.6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pep2
   Updated: 2024-01-16    RAS profile: 2023-12-17    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Halevy, Yoram (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Larry Epstein.

Is cited by:

Miao, Jianjun (131)

Tallon, Jean-Marc (107)

Mukerji, Sujoy (87)

Hansen, Lars (82)

Campbell, John (81)

Marinacci, Massimo (75)

Ludwig, Alexander (72)

van der Ploeg, Frederick (Rick) (68)

Zimper, Alexander (65)

Riedel, Frank (64)

Grant, Simon (62)

Cites to:

Gilboa, Itzhak (40)

Schneider, Martin (34)

Marinacci, Massimo (29)

Hansen, Lars (17)

Kreps, David (17)

Mukerji, Sujoy (14)

Wakker, Peter (13)

wang, tan (11)

Machina, Mark (11)

Guiso, Luigi (10)

Jappelli, Tullio (10)

Main data

Where Larry Epstein has published?

Journals with more than one article published# docs
Journal of Economic Theory21
Econometrica14
Review of Economic Studies9
International Economic Review4
Theoretical Economics4
Journal of Econometrics3
Journal of Political Economy3
Economic Theory2
Journal of Monetary Economics2
American Economic Review2
Canadian Journal of Economics2
Journal of Economic Dynamics and Control2
The B.E. Journal of Theoretical Economics2
Review of Financial Studies2
Journal of Finance2
Journal of Mathematical Economics2

Working Papers Series with more than one paper published# docs
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics7
Papers / arXiv.org5
Working Paper / Harvard University OpenScholar3
NBER Working Papers / National Bureau of Economic Research, Inc3
CeMMAP working papers / Institute for Fiscal Studies2
Carlo Alberto Notebooks / Collegio Carlo Alberto2
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies2
Microeconomics.ca working papers / Vancouver School of Economics2
Working Paper / Economics Department, Queen's University2

Recent works citing Larry Epstein (2024 and 2023)

YearTitle of citing document
2023Overpersistence Bias in Individual Income Expectations and Its Aggregate Implications. (2023). Schlafmann, Kathrin ; Rozsypal, Filip. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:15:y:2023:i:4:p:331-71.

Full description at Econpapers || Download paper

2023Timing Decisions under Model Uncertainty. (2023). Kellner, Christian ; Auster, Sarah. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:252.

Full description at Econpapers || Download paper

2023Risk Aversion and Changes in Regime. (2023). Sola, Martin ; Kenc, Turalay ; Driffill, John ; Caravello, Tomas E. In: Working Papers. RePEc:aoz:wpaper:237.

Full description at Econpapers || Download paper

2023Epstein-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

2023Ambiguous Persuasion: An Ex-ante Perspective. (2020). Cheng, Xiaoyu. In: Papers. RePEc:arx:papers:2010.05376.

Full description at Econpapers || Download paper

2023A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208.

Full description at Econpapers || Download paper

2023Ordered Reference Dependent Choice. (2021). Rc, Xi Zhi. In: Papers. RePEc:arx:papers:2105.12915.

Full description at Econpapers || Download paper

2023Robust Equilibria in General Competing Mechanism Games. (2021). Han, Seungjin. In: Papers. RePEc:arx:papers:2109.13177.

Full description at Econpapers || Download paper

2023Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints. (2021). Tian, Dejian ; Feng, Zixin. In: Papers. RePEc:arx:papers:2111.09032.

Full description at Econpapers || Download paper

2023EmTract: Investor Emotions and Market Behavior. (2021). Skog, Rolf ; Vamossy, Domonkos. In: Papers. RePEc:arx:papers:2112.03868.

Full description at Econpapers || Download paper

2023Reinforcing RCTs with Multiple Priors while Learning about External Validity. (2021). Pouzo, Demian ; Finan, Frederico. In: Papers. RePEc:arx:papers:2112.09170.

Full description at Econpapers || Download paper

2023Coasian Dynamics under Informational Robustness. (2022). Libgober, Jonathan ; Mu, Xiaosheng. In: Papers. RePEc:arx:papers:2202.04616.

Full description at Econpapers || Download paper

2023Confirmation Bias in Social Networks. (2022). Fernandes, Marco S. In: Papers. RePEc:arx:papers:2207.12594.

Full description at Econpapers || Download paper

2023(Functional)Characterizations vs (Finite)Tests: Partially Unifying Functional and Inequality-Based Approaches to Testing. (2022). Malhotra, Raghav. In: Papers. RePEc:arx:papers:2208.03737.

Full description at Econpapers || Download paper

2023Stability of the Epstein-Zin problem. (2022). Mostovyi, Oleksii ; Monoyios, Michael. In: Papers. RePEc:arx:papers:2208.09895.

Full description at Econpapers || Download paper

2023Robust Tests of Model Incompleteness in the Presence of Nuisance Parameters. (2022). Kaido, Hiroaki ; Chen, Shuowen. In: Papers. RePEc:arx:papers:2208.11281.

Full description at Econpapers || Download paper

2023On the Correspondence and the Risk Contribution for Conditional Coherent and Deviation Risk Measures. (2022). Zhao, Mengjin ; Jia, Guangyan. In: Papers. RePEc:arx:papers:2208.13336.

Full description at Econpapers || Download paper

2023An Ellsberg paradox for ambiguity aversion. (2022). Zhang, Xiannong ; Rogers, Brian W ; Kuzmics, Christoph. In: Papers. RePEc:arx:papers:2212.03603.

Full description at Econpapers || Download paper

2023Randomization advice and ambiguity aversion. (2023). Zhang, Xiannong ; Rogers, Brian W ; Kuzmics, Christoph. In: Papers. RePEc:arx:papers:2301.03304.

Full description at Econpapers || Download paper

2023Bayes = Blackwell, Almost. (2023). Whitmeyer, Mark. In: Papers. RePEc:arx:papers:2302.13956.

Full description at Econpapers || Download paper

2023Time-inconsistent contract theory. (2023). Possamai, Dylan ; Hern, Camilo. In: Papers. RePEc:arx:papers:2303.01601.

Full description at Econpapers || Download paper

2023Optimal investment in ambiguous financial markets with learning. (2023). Mahayni, Antje ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:2303.08521.

Full description at Econpapers || Download paper

2023Strategic Ambiguity in Global Games. (2023). Ui, Takashi. In: Papers. RePEc:arx:papers:2303.12263.

Full description at Econpapers || Download paper

2023Recursive Preferences, Correlation Aversion, and the Temporal Resolution of Uncertainty. (2023). Stanca, Lorenzo Maria. In: Papers. RePEc:arx:papers:2304.04599.

Full description at Econpapers || Download paper

2023Recursive Preferences and Ambiguity Attitudes. (2023). Stanca, Lorenzo ; Principi, Giulio ; Marinacci, Massimo. In: Papers. RePEc:arx:papers:2304.06830.

Full description at Econpapers || Download paper

2023Non-diversified portfolios with subjective expected utility. (2023). Gerasimou, Georgios ; Chambers, Christopher P. In: Papers. RePEc:arx:papers:2304.08059.

Full description at Econpapers || Download paper

2023Choice Structures in Games. (2023). Marti, Johannes ; Galeazzi, Paolo. In: Papers. RePEc:arx:papers:2304.11575.

Full description at Econpapers || Download paper

2023Sustainability criterion implied externality pricing for resource extraction. (2023). Grainger, Daniel. In: Papers. RePEc:arx:papers:2306.04065.

Full description at Econpapers || Download paper

2023Optimal Investment with Stochastic Interest Rates and Ambiguity. (2023). Holzermann, Julian. In: Papers. RePEc:arx:papers:2306.13343.

Full description at Econpapers || Download paper

2023Dynamic Return and Star-Shaped Risk Measures via BSDEs. (2023). Laeven, Roger ; Zullino, Marco ; Gianin, Emanuela Rosazza. In: Papers. RePEc:arx:papers:2307.03447.

Full description at Econpapers || Download paper

2023Common Agency with Non-Delegation or Imperfect Commitment. (2023). Xiong, Siyang ; Han, Seungjin. In: Papers. RePEc:arx:papers:2309.11595.

Full description at Econpapers || Download paper

2023Singular Control in a Cash Management Model with Ambiguity. (2023). , Jacco ; Hellmann, Tobias ; Ferrari, Giorgio ; Archankul, Arnon. In: Papers. RePEc:arx:papers:2309.12014.

Full description at Econpapers || Download paper

2023Risk Aversion and Insurance Propensity. (2023). Wu, Qinyu ; Wang, Ruodu ; Marinacci, Massimo ; Maccheroni, Fabio. In: Papers. RePEc:arx:papers:2310.09173.

Full description at Econpapers || Download paper

2023Coherent Distorted Beliefs. (2023). Raymond, Collin ; Masatlioglu, Yusufcan ; Chambers, Christopher P. In: Papers. RePEc:arx:papers:2310.09879.

Full description at Econpapers || Download paper

2023Sensitivity of robust optimization problems under drift and volatility uncertainty. (2023). Park, Kyunghyun ; Neufeld, Ariel ; Bartl, Daniel. In: Papers. RePEc:arx:papers:2311.11248.

Full description at Econpapers || Download paper

2023Underreaction and dynamic inconsistency in communication games under noise. (2023). Bauch, Gerrit. In: Papers. RePEc:arx:papers:2311.12496.

Full description at Econpapers || Download paper

2023Optimal Consumption--Investment Problems under Time-Varying Incomplete Preferences. (2023). Xia, Weixuan. In: Papers. RePEc:arx:papers:2312.00266.

Full description at Econpapers || Download paper

2023Pricing Indefinitely Lived Assets: Experimental Evidence. (2023). Duffy, John ; Xie, Huan ; Jiang, Janet Hua. In: Staff Working Papers. RePEc:bca:bocawp:23-25.

Full description at Econpapers || Download paper

2023Gene?edited or genetically modified food? The impacts of risk and ambiguity on Chinese consumers willingness to pay. (2023). Liu, Yunyun ; Nayga, Rodolfo M ; Sun, Yangyang ; Yu, Jianyu ; Ding, Yulian. In: Agricultural Economics. RePEc:bla:agecon:v:54:y:2023:i:3:p:414-428.

Full description at Econpapers || Download paper

2023On the ambiguity of job search. (2023). Yip, Chi Man ; Chan, Ying Tung. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:4:p:1006-1033.

Full description at Econpapers || Download paper

2023Asset pricing with a financial sector. (2023). Xu, Chenjie ; Li, Kai. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:67-95.

Full description at Econpapers || Download paper

2023Optimality in an OLG model with nonsmooth preferences. (2023). Ohtaki, Eisei. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:3:p:611-659.

Full description at Econpapers || Download paper

2023Robust irreversible investment strategy with ambiguity to jump and diffusion risk. (2023). Wang, Haijun ; Li, Shuang. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:3:p:645-665.

Full description at Econpapers || Download paper

2023How Risky Are U.S. Corporate Assets?. (2023). Yaron, Amir ; Shaliastovich, Ivan ; Richard, Scott ; Davydiuk, Tetiana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:141-208.

Full description at Econpapers || Download paper

2023Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341.

Full description at Econpapers || Download paper

2023Macroeconomic News in Asset Pricing and Reality. (2023). Duffee, Gregory R. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1499-1543.

Full description at Econpapers || Download paper

2023Endogenous capital stock and depreciation in the United States. (2023). Ruiz-Tamarit, José ; Ruiztamarit, J R ; Murguigarcia, M J ; Escribaperez, F J. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:25:y:2023:i:1:p:139-167.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Timing Decisions Under Model Uncertainty. (2023). Kellner, Christian ; Auster, Sarah. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2023_460.

Full description at Econpapers || Download paper

2023Carbon Dioxide as a Risky Asset. (2023). Wagner, Gernot ; Proistosescu, Cristian ; Bauer, Adam Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10278.

Full description at Econpapers || Download paper

2023Loss Aversion, Risk Aversion, and the Shape of the Probability Weighting Function. (2023). Rablen, Matthew D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10491.

Full description at Econpapers || Download paper

2023A Probabilistic Solution to High-Dimensional Continuous-Time Macro and Finance Models. (2023). Huang, JI. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10600.

Full description at Econpapers || Download paper

2023Why Do Committees Work?. (2023). Valasek, Justin Mattias ; Breitmoser, Yves. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10800.

Full description at Econpapers || Download paper

2023Financial Innovations, Taxes, and the Growth of Finance. (2023). Nirei, Makoto ; Aoki, Shuhei ; Yamana, Kazufumi. In: CARF F-Series. RePEc:cfi:fseres:cf574.

Full description at Econpapers || Download paper

2023Multi-agent Robust Optimal Investment Problem in Incomplete Market. (2023). Saito, Taiga ; Kizaki, Keisuke ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf575.

Full description at Econpapers || Download paper

2023A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment (Forthcoming in Insurance: Mathematics and Economics). (2023). Takahashi, Akihiko ; Saito, Taiga ; Kizaki, Keisuke. In: CARF F-Series. RePEc:cfi:fseres:cf576.

Full description at Econpapers || Download paper

2023Doubts about the model and optimal policy. (2023). Karantounias, Anastasios. In: Discussion Papers. RePEc:cfm:wpaper:2312.

Full description at Econpapers || Download paper

2023Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility. (2023). Kon, N'Golo ; Carrasco, Marine. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-03.

Full description at Econpapers || Download paper

2023Double conditioning: the hidden connection between Bayesian and classical statistics. (2023). Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20232786.

Full description at Econpapers || Download paper

2023Does ambiguity matter for corporate debt financing? Theory and evidence. (2023). Yu, Min-Teh ; Yeh, Chung-Ying ; Yan, Cheng ; Ho, Kung-Cheng ; Chen, Chang-Chih. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000743.

Full description at Econpapers || Download paper

2023Macroeconomic outcomes in disaster-prone countries. (2023). Cantelmo, Alessandro ; Papageorgiou, Chris ; Melina, Giovanni. In: Journal of Development Economics. RePEc:eee:deveco:v:161:y:2023:i:c:s0304387822001791.

Full description at Econpapers || Download paper

2023Risk communication clarity and insurance demand: The case of the COVID-19 pandemic. (2023). Zou, Hong ; Xu, Xian ; Feng, Jingbing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002652.

Full description at Econpapers || Download paper

2023Asset prices in a labor search model with confidence shocks. (2023). Krivenko, Pavel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002676.

Full description at Econpapers || Download paper

2023On current and future carbon prices in a risky world. (2023). van Wijnbergen, Sweder ; van der Ploeg, Frederick (Rick) ; Olijslagers, Stan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s016518892200272x.

Full description at Econpapers || Download paper

2023Numerical Solution of Dynamic Quantile Models. (2023). Muchon, Andre ; Galvao, Antonio F ; de Castro, Luciano. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000234.

Full description at Econpapers || Download paper

2023Total factor productivity in East Asia under ambiguity. (2023). Viale, Ariel M ; Lee, Velma. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000445.

Full description at Econpapers || Download paper

2023Robust investment and hedging policy with limited commitment. (2023). Liang, Yongtang ; Wu, Yaoyao ; Ma, Jinrun. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001566.

Full description at Econpapers || Download paper

2023Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion. (2023). Alonso-Conde, Ana B ; Rojo-Suarez, Javier ; Lago-Balsalobre, Ruben. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000323.

Full description at Econpapers || Download paper

2023Equilibrium (non-)existence in games with competing principals. (2023). campioni, eloisa ; Piaser, Gwenael ; Attar, Andrea. In: Economics Letters. RePEc:eee:ecolet:v:222:y:2023:i:c:s0165176522004062.

Full description at Econpapers || Download paper

2023Measuring inequality in the joint distribution of socioeconomic status and health. (2023). Kurek, Radosaw ; Kobus, Martyna. In: Economics Letters. RePEc:eee:ecolet:v:226:y:2023:i:c:s0165176523001180.

Full description at Econpapers || Download paper

2023Profile GMM estimation of panel data models with interactive fixed effects. (2023). Su, Liangjun ; Jiang, Tao ; Hong, Shengjie. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:927-948.

Full description at Econpapers || Download paper

2023Semiparametric estimation of latent variable asset pricing models. (2023). Dalderop, Jeroen. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001598.

Full description at Econpapers || Download paper

2023Robust consumption and portfolio choice with derivatives trading. (2023). Zhuang, YI ; Yang, Charles ; Wei, Pengyu. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:832-850.

Full description at Econpapers || Download paper

2023Pandemic portfolio choice. (2023). Weiss, Farina ; Kraft, Holger. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:1:p:451-462.

Full description at Econpapers || Download paper

2023Optimal multivariate financial decision making. (2023). Vanduffel, Steven ; de Gennaro, L ; Bernard, C. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:1:p:468-483.

Full description at Econpapers || Download paper

2023Predicting inflation expectations: A habit-based explanation under hedging. (2023). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003320.

Full description at Econpapers || Download paper

2023The moment restrictions for the durable consumption model with recursive utility revisited. (2023). Okubo, Masakatsu. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006304.

Full description at Econpapers || Download paper

2023Market power, ambiguity, and market participation. (2023). Zhang, Shunming ; Wang, Yanyi ; Qiu, Zhigang. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000520.

Full description at Econpapers || Download paper

2023Options market ambiguity and its information content. (2023). Han, YU ; Chen, Qiang. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000799.

Full description at Econpapers || Download paper

2023Cheap talk with prior-biased inferences. (2023). Zhao, Chen ; Lim, Wooyoung ; Lee, Yong-Ju. In: Games and Economic Behavior. RePEc:eee:gamebe:v:138:y:2023:i:c:p:254-280.

Full description at Econpapers || Download paper

2023Approximate Bayesian implementation and exact maxmin implementation: An equivalence. (2023). Song, Yangwei. In: Games and Economic Behavior. RePEc:eee:gamebe:v:139:y:2023:i:c:p:56-87.

Full description at Econpapers || Download paper

2023Choice structures in games. (2023). Marti, Johannes ; Galeazzi, Paolo. In: Games and Economic Behavior. RePEc:eee:gamebe:v:140:y:2023:i:c:p:431-455.

Full description at Econpapers || Download paper

2023Beyond uncertainty aversion. (2023). Hill, Brian. In: Games and Economic Behavior. RePEc:eee:gamebe:v:141:y:2023:i:c:p:196-222.

Full description at Econpapers || Download paper

2023Robust retirement and life insurance with inflation risk and model ambiguity. (2023). Yan, Tingjin ; Wong, Hoi Ying ; Park, Kyunghyun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:110:y:2023:i:c:p:1-30.

Full description at Econpapers || Download paper

2023Precaution with multiple instruments: The importance of substitution effects. (2023). Peter, Richard ; Heinzel, Christoph. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:207:y:2023:i:c:p:392-412.

Full description at Econpapers || Download paper

2023Portfolio Choice with Endogenous Donations - Modeling University Endowments. (2023). Stoughton, Neal M ; Franz, Richard ; Cejnek, Georg. In: Journal of Economics and Business. RePEc:eee:jebusi:v:125-126:y:2023:i::s014861952300022x.

Full description at Econpapers || Download paper

2023New experimental evidence on the relationship between home bias, ambiguity aversion and familiarity heuristics. (2023). Wang, Mei ; Horn, Kristian ; Dlugosch, Dennis. In: Journal of Economics and Business. RePEc:eee:jebusi:v:125-126:y:2023:i::s0148619523000243.

Full description at Econpapers || Download paper

2023Renegotiation and dynamic inconsistency: Contracting with non-exponential discounting. (2023). Urgun, Can ; Feng, Felix Zhiyu ; Cetemen, Doruk. In: Journal of Economic Theory. RePEc:eee:jetheo:v:208:y:2023:i:c:s0022053123000029.

Full description at Econpapers || Download paper

2023Ambiguous information and dilation: An experiment. (2023). Ortoleva, Pietro ; Shishkin, Denis. In: Journal of Economic Theory. RePEc:eee:jetheo:v:208:y:2023:i:c:s0022053123000066.

Full description at Econpapers || Download paper

2023Schumpeterian competition in a Lucas economy. (2023). Carlin, Bruce I ; Andrei, Daniel. In: Journal of Economic Theory. RePEc:eee:jetheo:v:208:y:2023:i:c:s0022053123000091.

Full description at Econpapers || Download paper

2023A test of (weak) certainty independence. (2023). Trautmann, Stefan T ; Kops, Christopher ; Konig-Kersting, Christian. In: Journal of Economic Theory. RePEc:eee:jetheo:v:209:y:2023:i:c:s0022053123000194.

Full description at Econpapers || Download paper

2023Doubts about the model and optimal policy. (2023). Karantounias, Anastasios. In: Journal of Economic Theory. RePEc:eee:jetheo:v:210:y:2023:i:c:s002205312300039x.

Full description at Econpapers || Download paper

2023Extrapolative asset pricing. (2023). Liu, Jun. In: Journal of Economic Theory. RePEc:eee:jetheo:v:210:y:2023:i:c:s0022053123000479.

Full description at Econpapers || Download paper

2023Maxmin expected utility in Savages framework. (2023). Borie, Dino. In: Journal of Economic Theory. RePEc:eee:jetheo:v:210:y:2023:i:c:s0022053123000613.

Full description at Econpapers || Download paper

2023Foreseen risks. (2023). Wachter, Jessica A ; Grotteria, Marco ; Gomes, Joo F. In: Journal of Economic Theory. RePEc:eee:jetheo:v:212:y:2023:i:c:s0022053123001023.

Full description at Econpapers || Download paper

2023Empirical evaluation of overspecified asset pricing models. (2023). Sentana, Enrique ; Pearanda, Francisco ; Manresa, Elena. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:2:p:338-351.

Full description at Econpapers || Download paper

2023Micro uncertainty and asset prices. (2023). Kind, Thilo ; Herskovic, Bernard ; Kung, Howard. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:1:p:27-51.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Larry Epstein:

YearTitleTypeCited
2014How Much Would You Pay to Resolve Long-Run Risk? In: American Economic Review.
[Full Text][Citation analysis]		article109
2013How Much Would You Pay to Resolve Long-Run Risk?.(2013) In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 109		paper
2014How Much Would You Pay to Resolve Long-Run Risk?.(2014) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 109		paper
2013How Much Would You Pay to Resolve Long-Run Risk?.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 109		paper
2013How Much Would You Pay to Resolve Long-Run Risk?.(2013) In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 109		paper
How Much Would You Pay To Resolve Long-Run Risk?.() In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 109		paper
How Much Would You Pay to Resolve Long-Run Risk?.() In: Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 109		paper
2014How much would you pay to resolve long-run risk?.(2014) In: 2014 Meeting Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 109		paper
2001Sharing Ambiguity In: American Economic Review.
[Full Text][Citation analysis]		article24
1986A Correspondence Theorem Between Expected Utility and Smooth Utility In: Foerder Institute for Economic Research Working Papers.
[Full Text][Citation analysis]		paper6
1988A correspondence theorem between expected utility and smooth utility.(1988) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2010Ambiguity and Asset Markets In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article159
2010Ambiguity and Asset Markets.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 159		paper
2013Ambiguous Volatility, Possibility and Utility in Continuous Time In: Papers.
[Full Text][Citation analysis]		paper37
2014Ambiguous volatility, possibility and utility in continuous time.(2014) In: Journal of Mathematical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		article
2013Ambiguous volatility and asset pricing in continuous time In: Papers.
[Full Text][Citation analysis]		paper83
2012Ambiguous Volatility and Asset Pricing in Continuous Time.(2012) In: CIRANO Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 83		paper
2013Ambiguous Volatility and Asset Pricing in Continuous Time.(2013) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 83		article
2019Optimal Learning under Robustness and Time-Consistency In: Papers.
[Full Text][Citation analysis]		paper5
2022A Central Limit Theorem, Loss Aversion and Multi-Armed Bandits In: Papers.
[Full Text][Citation analysis]		paper0
2023A central limit theorem, loss aversion and multi-armed bandits.(2023) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2022Approximate optimality and the risk/reward tradeoff in a class of bandit problems In: Papers.
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper12
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2015Robust Confidence Regions for Incomplete Models.(2015) In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2015Robust confidence regions for incomplete models.(2015) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2015Robust confidence regions for incomplete models.(2015) In: CeMMAP working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2016Robust Confidence Regions for Incomplete Models.(2016) In: Econometrica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
1980 Capital Asset Prices and the Temporal Resolution of Uncertainty. In: Journal of Finance.
[Full Text][Citation analysis]		article12
2008Ambiguity, Information Quality, and Asset Pricing In: Journal of Finance.
[Full Text][Citation analysis]		article264
2004Ambiguity, Information Quality and Asset Pricing.(2004) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 264		paper
2005Ambiguity, Information Quality and Asset Pricing.(2005) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 264		paper
2005NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper37
2005NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK.(2005) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2003Non-Bayesian Updating : A Theoretical Framework.(2003) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2005Non-Bayesian Updating: a Theoretical Framework.(2005) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2008Non-Bayesian updating: A theoretical framework.(2008) In: Theoretical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		article
2008SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper19
2010Symmetry of evidence without evidence of symmetry.(2010) In: Theoretical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2017Ambiguous Correlation In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper31
2019Ambiguous Correlation.(2019) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		article
2018Ambiguous Correlation.(2018) In: Microeconomics.ca working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2017Optimal Learning and Ellsberg’s Urns In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper1
2010Non-Bayesian Learning In: The B.E. Journal of Theoretical Economics.
[Full Text][Citation analysis]		article35
2011Symmetry or Dynamic Consistency? In: The B.E. Journal of Theoretical Economics.
[Full Text][Citation analysis]		article8
1999Subjective Probabilities on Subjectively Unambiguous Events In: Carleton Economic Papers.
[Full Text][Citation analysis]		paper116
2001Subjective Probabilities on Subjectively Unambiguous Events..(2001) In: Econometrica.
[Citation analysis]
This paper has nother version. Agregated cites: 116		article
2006Mutual Absolute Continuity of Multiple Priors In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper20
2007Mutual absolute continuity of multiple priors.(2007) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		article
2007Coarse Contingencies In: Carlo Alberto Notebooks.
[Full Text][Citation analysis]		paper1
2005Coarse Contingencies.(2005) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2013De Finetti Meets Ellsberg In: CIRANO Working Papers.
[Full Text][Citation analysis]		paper0
2014De Finetti meets Ellsberg.(2014) In: Research in Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
1980Increasing Generalized Correlation: A Definition and Some Economic Consequences. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article149
1974Some Economic Effects of Immigration: A General Equilibrium Analysis. In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article2
2010First order risk aversion and the equity premium puzzle In: Levine's Working Paper Archive.
[Full Text][Citation analysis]		paper110
1990First-order risk aversion and the equity premium puzzle.(1990) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 110		article
1975A Disaggregate Analysis of Consumer Choice under Uncertainty. In: Econometrica.
[Full Text][Citation analysis]		article16
1980Multivariate Risk Independence and Functional Forms for Preferences and Technologies. In: Econometrica.
[Full Text][Citation analysis]		article2
1981Generalized Duality and Integrability. In: Econometrica.
[Full Text][Citation analysis]		article11
1983The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing. In: Econometrica.
[Full Text][Citation analysis]		article86
1985Decreasing Risk Aversion and Mean-Variance Analysis. In: Econometrica.
[Full Text][Citation analysis]		article22
1987The Global Stability of Efficient Intertemporal Allocations. In: Econometrica.
[Full Text][Citation analysis]		article55
1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework. In: Econometrica.
[Full Text][Citation analysis]		article2344
1987Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework.(1987) In: Working Paper.
[Citation analysis]
This paper has nother version. Agregated cites: 2344		paper
2013Substitution, risk aversion and the temporal behavior of consumption and asset returns: A theoretical framework.(2013) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2344		chapter
1991Mixture Symmetry and Quadratic Utility. In: Econometrica.
[Full Text][Citation analysis]		article75
1992Stochastic Differential Utility. In: Econometrica.
[Full Text][Citation analysis]		article384
1994Intertemporal Asset Pricing Under Knightian Uncertainty. In: Econometrica.
[Full Text][Citation analysis]		article417
1996Beliefs about Beliefs without Probabilities. In: Econometrica.
[Full Text][Citation analysis]		article57
2002Ambiguity, Risk, and Asset Returns in Continuous Time In: Econometrica.
[Citation analysis]		article371
2000Ambiguity, risk and asset returns in continuous time.(2000) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 371		paper
2010A Paradox for the “Smooth Ambiguity” Model of Preference In: Econometrica.
[Citation analysis]		article29
2003A two-person dynamic equilibrium under ambiguity In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article127
2001A Two-Person Dynamic Equilibrium under Ambiguity.(2001) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 127		paper
1983Intertemporal price indices for the firm In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article0
1980On the recoverability of intertemporal preferences In: Economics Letters.
[Full Text][Citation analysis]		article0
1980Endogenous capital utilization in a short-run production model : Theory and an empiral application In: Journal of Econometrics.
[Full Text][Citation analysis]		article60
1985The empirical determination of technology and expectations : A simplified procedure In: Journal of Econometrics.
[Full Text][Citation analysis]		article28
1985Non-parametric hypothesis testing procedures and applications to demand analysis In: Journal of Econometrics.
[Full Text][Citation analysis]		article26
2001The independence axiom and asset returns In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article40
1991The Independence Axiom and Asset Returns.(1991) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		paper
2009Subjective states: A more robust model In: Games and Economic Behavior.
[Full Text][Citation analysis]		article9
2001The Core of Large Differentiable TU Games In: Journal of Economic Theory.
[Full Text][Citation analysis]		article10
2003Recursive multiple-priors In: Journal of Economic Theory.
[Full Text][Citation analysis]		article427
2001Recursive Multiple-Priors.(2001) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 427		paper
2003IID: independently and indistinguishably distributed In: Journal of Economic Theory.
[Full Text][Citation analysis]		article21
2002IID: Independently and Indistinguishably Distributed.(2002) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		paper
2015Exchangeable capacities, parameters and incomplete theories In: Journal of Economic Theory.
[Full Text][Citation analysis]		article6
1978The Le Chatelier Principle in optimal control problems In: Journal of Economic Theory.
[Full Text][Citation analysis]		article7
1982Comparative dynamics in the adjustment-cost model of the firm In: Journal of Economic Theory.
[Full Text][Citation analysis]		article5
1983Decreasing absolute risk aversion and utility indices derived from cake-eating problems In: Journal of Economic Theory.
[Full Text][Citation analysis]		article5
1983Stationary cardinal utility and optimal growth under uncertainty In: Journal of Economic Theory.
[Full Text][Citation analysis]		article102
1986Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism In: Journal of Economic Theory.
[Full Text][Citation analysis]		article9
1987A simple dynamic general equilibrium model In: Journal of Economic Theory.
[Full Text][Citation analysis]		article156
1989A unifying approach to axiomatic non-expected utility theories In: Journal of Economic Theory.
[Full Text][Citation analysis]		article47
1990Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour In: Journal of Economic Theory.
[Full Text][Citation analysis]		article43
1993A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment In: Journal of Economic Theory.
[Full Text][Citation analysis]		article15
1993Dynamically Consistent Beliefs Must Be Bayesian In: Journal of Economic Theory.
[Full Text][Citation analysis]		article122
1995Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes In: Journal of Economic Theory.
[Full Text][Citation analysis]		article47
1997Preference, Rationalizability and Equilibrium In: Journal of Economic Theory.
[Full Text][Citation analysis]		article54
1999A Revelation Principle for Competing Mechanisms In: Journal of Economic Theory.
[Full Text][Citation analysis]		article133
1996A REVELATION PRINCIPLE FOR COMPETING MECHANISMS.(1996) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 133		paper
2000Are Probabilities Used in Markets ? In: Journal of Economic Theory.
[Full Text][Citation analysis]		article15
1999Are Probabilities Used in Markets?.(1999) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
1986Implicitly additive utility and the nature of optimal economic growth In: Journal of Mathematical Economics.
[Full Text][Citation analysis]		article6
1988Risk aversion and asset prices In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article43
2022A central limit theorem for sets of probability measures In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]		article1
1980Decision Making and the Temporal Resolution of Uncertainty. In: International Economic Review.
[Full Text][Citation analysis]		article102
1987The Unimportance of the Intransitivity of Separable Preferences. In: International Economic Review.
[Full Text][Citation analysis]		article5
1989The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty. In: International Economic Review.
[Full Text][Citation analysis]		article39
1993Habits and Time Preference. In: International Economic Review.
[Full Text][Citation analysis]		article54
1988The Law of Large Numbers and the Attractiveness of Compound Gambles. In: Journal of Risk and Uncertainty.
[Citation analysis]		article0
1993A Revealed Preference Analysis of Asset Pricing Under Recursive Utility In: NBER Working Papers.
[Full Text][Citation analysis]		paper8
1995A Revealed Preference Analysis of Asset Pricing Under Recursive Utility.(1995) In: Review of Economic Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
1978Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty In: Review of Economic Studies.
[Full Text][Citation analysis]		article17
1981Duality Theory and Functional Forms for Dynamic Factor Demands In: Review of Economic Studies.
[Full Text][Citation analysis]		article108
1982Integrability of Incomplete Systems of Demand Functions In: Review of Economic Studies.
[Full Text][Citation analysis]		article26
1999A Definition of Uncertainty Aversion In: Review of Economic Studies.
[Full Text][Citation analysis]		article234
2006An Axiomatic Model of Non-Bayesian Updating In: Review of Economic Studies.
[Full Text][Citation analysis]		article55
2005An Axiomatic Model of Non-Bayesian Updating.(2005) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		paper
2005An Axiomatic Model of Non-Bayesian Updating.(2005) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		paper
2007Learning Under Ambiguity In: Review of Economic Studies.
[Full Text][Citation analysis]		article207
2005Learning Under Ambiguity.(2005) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 207		paper
2006Learning Under Ambiguity.(2006) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 207		paper
2008Living with Risk In: Review of Economic Studies.
[Full Text][Citation analysis]		article33
2007Living with risk.(2007) In: RCER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
1992Asset Pricing with Stochastic Differential Utility. In: Review of Financial Studies.
[Full Text][Citation analysis]		article344
1991Comment In: International Economic Association Series.
[Citation analysis]		chapter0
2008Supplementary Appendix for ‘Non-Bayesian Updating: A Theoretical Framework’ In: PIER Working Paper Archive.
[Full Text][Citation analysis]		paper5
1987Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis In: Working Paper.
[Citation analysis]		paper11
1998Subjective Probabilities on Subjectivity Unambiguous Event. In: RCER Working Papers.
[Citation analysis]		paper32
2000The Core of Large TU Games In: RCER Working Papers.
[Full Text][Citation analysis]		paper0
2006Cognitive Dissonance and Choice In: RCER Working Papers.
[Full Text][Citation analysis]		paper7
2007An axiomatic model of cold feet In: RCER Working Papers.
[Full Text][Citation analysis]		paper9
1999Least convex capacities In: Economic Theory.
[Full Text][Citation analysis]		article5
1994The Projective Independence Axiom. In: Economic Theory.
[Citation analysis]		article7
2007Coarse contingencies and ambiguity In: Theoretical Economics.
[Full Text][Citation analysis]		article50
2007Cold feet In: Theoretical Economics.
[Full Text][Citation analysis]		article8
1997UNCERTAINTY AVERSION In: Working Papers.
[Full Text][Citation analysis]		paper3
2019Hard-to-Interpret Signals In: Working Papers.
[Full Text][Citation analysis]		paper4
2017No Two Experiments are Identical In: Microeconomics.ca working papers.
[Full Text][Citation analysis]		paper5
1992Quadratic Social Welfare Functions. In: Journal of Political Economy.
[Full Text][Citation analysis]		article97
1983The Rate of Time Preference and Dynamic Economic Analysis. In: Journal of Political Economy.
[Full Text][Citation analysis]		article149
1991Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis. In: Journal of Political Economy.
[Full Text][Citation analysis]		article911

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team