Larry Epstein : Citation Profile

McGill University

40

H index

64

i10 index

9650

Citations

RESEARCH PRODUCTION:

87

Articles

60

Papers

2

Chapters

RESEARCH ACTIVITY:

   50 years (1974 - 2024). See details.
   Cites by year: 193
   Journals where Larry Epstein has often published
   Relations with other researchers
   Recent citing documents: 285.    Total self citations: 57 (0.59 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pep2
   Updated: 2025-04-19    RAS profile: 2024-07-04    
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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:

Miao, Jianjun (139)

Tallon, Jean-Marc (110)

Mukerji, Sujoy (92)

Hansen, Lars (82)

Campbell, John (81)

Marinacci, Massimo (75)

van der Ploeg, Frederick (Rick) (74)

Ludwig, Alexander (72)

Zimper, Alexander (71)

Riedel, Frank (71)

Grant, Simon (62)

Cites to:

Gilboa, Itzhak (36)

Schneider, Martin (29)

Marinacci, Massimo (27)

Kreps, David (17)

Hansen, Lars (17)

Wakker, Peter (13)

Mukerji, Sujoy (12)

Machina, Mark (11)

wang, tan (11)

Zin, Stanley (10)

Guiso, Luigi (10)

Main data

Where Larry Epstein has published?

Journals with more than one article published# docs
Journal of Economic Theory21
Econometrica14
The Review of Economic Studies9
Theoretical Economics4
International Economic Review4
Journal of Political Economy3
Journal of Econometrics3
Journal of Finance2
American Economic Review2
Economic Theory2
Journal of Economic Dynamics and Control2
The B.E. Journal of Theoretical Economics2
The Review of Financial Studies2
Journal of Mathematical Economics2
Canadian Journal of Economics2
Journal of Monetary 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.org6
Working Paper / Harvard University OpenScholar3
NBER Working Papers / National Bureau of Economic Research, Inc3
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies2
CeMMAP working papers / Institute for Fiscal Studies2
Microeconomics.ca working papers / Vancouver School of Economics2
Working Paper / Economics Department, Queen's University2
Carlo Alberto Notebooks / Collegio Carlo Alberto2

Recent works citing Larry Epstein (2025 and 2024)

YearTitle of citing document
2024Equilibrium Restrictions and Approximate Models -- With an application to Pricing Macroeconomic Risk. (2019). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

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2025The lattice structure of preference comparison. (2019). Sinander, Ludvig ; Curello, Gregorio. In: Papers. RePEc:arx:papers:1902.07260.

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2024Frequency-Dependent Higher Moment Risks. (2021). Baruník, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264.

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2024Ordered Reference Dependent Choice. (2021). Rc, Xi Zhi. In: Papers. RePEc:arx:papers:2105.12915.

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2024Robust Merging of Information. (2021). , Xiaolin ; Ishii, Yuhta ; de Oliveira, Henrique ; Lin, Xiao. In: Papers. RePEc:arx:papers:2106.00088.

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2024Reinforcing RCTs with Multiple Priors while Learning about External Validity. (2021). Pouzo, Demian ; Finan, Frederico. In: Papers. RePEc:arx:papers:2112.09170.

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2024Coasian Dynamics under Informational Robustness. (2022). Libgober, Jonathan ; Mu, Xiaosheng. In: Papers. RePEc:arx:papers:2202.04616.

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2024Information Design for Differential Privacy. (2022). Schmutte, Ian M ; Yoder, Nathan. In: Papers. RePEc:arx:papers:2202.05452.

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2024(Functional)Characterizations vs (Finite)Tests: Partially Unifying Functional and Inequality-Based Approaches to Testing. (2022). Malhotra, Raghav. In: Papers. RePEc:arx:papers:2208.03737.

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2024Optimal investment and consumption under logarithmic utility and uncertainty model. (2022). Faidi, Wahid. In: Papers. RePEc:arx:papers:2211.05367.

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2024Randomization advice and ambiguity aversion. (2023). Zhang, Xiannong ; Rogers, Brian W ; Kuzmics, Christoph. In: Papers. RePEc:arx:papers:2301.03304.

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2024Bayes = Blackwell, Almost. (2023). Whitmeyer, Mark. In: Papers. RePEc:arx:papers:2302.13956.

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2024Optimal investment in ambiguous financial markets with learning. (2023). Mahayni, Antje ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:2303.08521.

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2024Strategic Ambiguity in Global Games. (2023). Ui, Takashi. In: Papers. RePEc:arx:papers:2303.12263.

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2025Recursive Preferences, Correlation Aversion, and the Temporal Resolution of Uncertainty. (2023). Stanca, Lorenzo Maria. In: Papers. RePEc:arx:papers:2304.04599.

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2024Recursive Preferences and Ambiguity Attitudes. (2023). Stanca, Lorenzo ; Principi, Giulio ; Marinacci, Massimo. In: Papers. RePEc:arx:papers:2304.06830.

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2024Non-diversified portfolios with subjective expected utility. (2023). Gerasimou, Georgios ; Chambers, Christopher P. In: Papers. RePEc:arx:papers:2304.08059.

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2025Risk Aversion and Insurance Propensity. (2023). Wu, Qinyu ; Wang, Ruodu ; Marinacci, Massimo ; Maccheroni, Fabio. In: Papers. RePEc:arx:papers:2310.09173.

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2024Coherent Distorted Beliefs. (2023). Raymond, Collin ; Masatlioglu, Yusufcan ; Chambers, Christopher P. In: Papers. RePEc:arx:papers:2310.09879.

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2025Sensitivity of robust optimization problems under drift and volatility uncertainty. (2023). Neufeld, Ariel ; Bartl, Daniel ; Park, Kyunghyun. In: Papers. RePEc:arx:papers:2311.11248.

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2025Optimal Consumption--Investment Problems under Time-Varying Incomplete Preferences. (2023). Xia, Weixuan. In: Papers. RePEc:arx:papers:2312.00266.

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2025Predicting the Unpredictable under Subjective Expected Utility. (2024). Schipper, Burkhard. In: Papers. RePEc:arx:papers:2403.01421.

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2024Continuous-time Risk-sensitive Reinforcement Learning via Quadratic Variation Penalty. (2024). Jia, Yanwei. In: Papers. RePEc:arx:papers:2404.12598.

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2024Duet expectile preferences. (2024). Wu, Qinyu ; Wang, Ruodu ; Mao, Tiantian ; Bellini, Fabio. In: Papers. RePEc:arx:papers:2404.17751.

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2024The Perils of Overreaction. (2024). Whitmeyer, Mark ; von Beringe, Konstantin. In: Papers. RePEc:arx:papers:2405.08087.

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2025Exploratory Utility Maximization Problem with Tsallis Entropy. (2025). Jia-Wen, GU ; Ziyi, Chen. In: Papers. RePEc:arx:papers:2502.01269.

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2025De Finettis problem with fixed transaction costs and regime switching. (2025). Zhou, Xiaowen ; Yan, Kaixin ; Yamazaki, Kazutoshi ; Xu, Zuo Quan ; Wang, Wenyuan. In: Papers. RePEc:arx:papers:2502.05839.

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2025ChatGPT and Deepseek: Can They Predict the Stock Market and Macroeconomy?. (2025). Zhu, WU ; Zhou, Guofu ; Tang, Guohao ; Chen, Jian. In: Papers. RePEc:arx:papers:2502.10008.

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2025The Risk-Neutral Equivalent Pricing of Model-Uncertainty. (2025). Wren, Ken Kangda. In: Papers. RePEc:arx:papers:2502.13744.

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2025Natural Asset Beta. (2025). Grainger, Daniel. In: Papers. RePEc:arx:papers:2502.20706.

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2025Shifting Power: Leveraging LLMs to Simulate Human Aversion in ABMs of Bilateral Financial Exchanges, A bond market study. (2025). Walsh, Toby ; Vidler, Alicia. In: Papers. RePEc:arx:papers:2503.00320.

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2025The Uncertainty of Machine Learning Predictions in Asset Pricing. (2025). Neuhierl, Andreas ; Ma, Xinjie ; Liao, Yuan ; Schilling, Linda. In: Papers. RePEc:arx:papers:2503.00549.

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2025Correlation uncertainty: a decision-theoretic approach. (2025). Bauch, Gerrit ; Hartmann, Lorenz. In: Papers. RePEc:arx:papers:2503.13416.

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2025Non-Bayesian Learning in Misspecified Models. (2025). Renou, Ludovic ; Faure, Mathieu ; Bervoets, Sebastian. In: Papers. RePEc:arx:papers:2503.18024.

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2024Optimal consumption and Investment under Relative Performance Criteria with Epstein-Zin Utility. (2024). Stanza, Lorenzo ; Riedel, Frank ; Dianetti, Jodi. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:685.

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2024.

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2024The market risk premium in Australia: Forward‐looking evidence from the options market. (2024). Flezvias, Ester ; Foley, Sean ; Malloch, Hamish ; Svec, Jiri ; Aspris, Angelo. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3951-3972.

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2024.

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2024A review on ESG investing: Investors’ expectations, beliefs and perceptions. (2024). Stefanova, Denitsa ; Kräussl, Roman ; Oladiran, Tobi ; Krussl, Roman. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:476-502.

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2024.

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2024Investors’ Reactions to Alliance‐Engendered Acquisition Ambiguity: Evidence from U.S. Technology Deals. (2024). Phelps, Corey C ; Goossen, Martin C ; Desyllas, Panos. In: Journal of Management Studies. RePEc:bla:jomstd:v:61:y:2024:i:4:p:1618-1653.

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2024Temptation and self‐control for the impure benevolent planner: The case of heterogeneous discounting. (2024). Hayashi, Takashi ; Kiguchi, Noriaki ; Takeoka, Norio. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:26:y:2024:i:1:n:e12674.

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2024.

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2024Why do people buy insurance? A modern answer to an old question. (2024). Rieger-Fels, Markus ; Riegerfels, Markus. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:27:y:2024:i:1:p:89-114.

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2024Durable goods and consumer behavior with liquidity constraints. (2024). Molina, José Alberto ; Gary, K K ; Kim, Youn H. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:126:y:2024:i:1:p:155-193.

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2025.

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2024Predicting the Unpredictable under Subjective Expected Utility. (2024). Schipper, Burkhard. In: Working Papers. RePEc:cda:wpaper:362.

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2025Intergenerational Discounting and Inequality. (2025). Piacquadio, Paolo Giovanni ; Nesje, Frikk. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11630.

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2024Multi-agent Equilibrium Model with Heterogeneous Views on Fundamental Risks in Incomplete Market. (2024). Takahashi, Akihiko ; Saito, Taiga ; Kizaki, Keisuke. In: CARF F-Series. RePEc:cfi:fseres:cf578.

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2024A general theory of tax-smoothing. (2024). Karantounias, Anastasios. In: Discussion Papers. RePEc:cfm:wpaper:2444.

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2024Monetary asmmetries without (and with) price stickiness. (2024). Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20242928.

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2024Ambiguity attitudes and demand for weather index insurance with and without a credit bundle: experimental evidence from Kenya. (2024). Slingerland, Edwin ; Lensink, Robert ; Cecchi, Francesco. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000990.

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2024On the sources of the aggregate risk premium: Risk aversion, bubbles or regime-switching?. (2024). Sola, Martin ; Kenc, Turalay ; Caravello, Tomas E ; Driffill, John. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924001118.

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2024Ambiguity and risk in the oil market. (2024). Qadan, Mahmoud ; Ayoub, Mahmoud. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000075.

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2024The return on everything and the business cycle in production economies. (2024). Fehrle, Daniel ; Heiberger, Christopher. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324000981.

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2025Understanding the informal economy: The influence of political ideology during financial crises. (2025). Ho, Thuy Tien ; Nguyen, Thanh Cong. In: Economic Modelling. RePEc:eee:ecmode:v:142:y:2025:i:c:s0264999324002918.

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2024Does uncertainty affect the limits of arbitrage? Evidence from the U.S. stock markets. (2024). Chen, Weihua ; Mamon, Rogemar ; Zeng, Pingping ; Xiong, Heng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001463.

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2024Sustainability criterion implied externality pricing for resource extraction. (2024). Grainger, Daniel. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523004743.

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2024Sustainable investing with ESG ambiguous information. (2024). Jin, Yurong ; Yan, Jingzhou. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524002805.

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2024Mitigating disaster risks caused by carbon emissions. (2024). Meng, Weizhen ; Li, Shilin ; Yang, Jinqiang. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s016517652400301x.

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2024Utility-implied term structures of equity risk premia. (2024). Piccotti, Louis R. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004312.

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2024Robust inference for moment condition models without rational expectations. (2024). Chen, Xiaohong ; Hansen, Peter G. In: Journal of Econometrics. RePEc:eee:econom:v:243:y:2024:i:1:s030440762300369x.

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2024On the stability of preferences: Experimental evidence from two disasters. (2024). Sawada, Yasuyuki ; Kuroishi, Yusuke. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s001429212300260x.

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2024Asset prices in a production network. (2024). Ruge-Murcia, Francisco. In: European Economic Review. RePEc:eee:eecrev:v:166:y:2024:i:c:s0014292124000801.

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2024Climate defaults and financial adaptation. (2024). Schwartzman, Felipe ; Phan, Ton. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124001958.

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2024Long-term dynamic asset allocation under asymmetric risk preferences. (2024). Pantelous, Athanasios A ; Kallinterakis, Vasileios ; Hwang, Soosung ; Kontosakos, Vasileios E. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:2:p:765-782.

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2024A study of distributionally robust mixed-integer programming with Wasserstein metric: on the value of incomplete data. (2024). Ketkov, Sergey S. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:2:p:602-615.

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2024Optimal investment in ambiguous financial markets with learning. (2024). Mahayni, Antje ; Bauerle, Nicole. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:1:p:393-410.

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2024Investment allocation in an adjustment-cost production technology framework for two-stage network structures. (2024). An, Qingxian ; Zhu, Kefan ; Xiong, Beibei. In: European Journal of Operational Research. RePEc:eee:ejores:v:319:y:2024:i:3:p:808-819.

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2024International asset pricing with heterogeneous agents: Estimation and inference. (2024). Tinang, Jules ; Tedongap, Romeo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001263.

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2024Carbon dioxide and asset pricing: Evidence from international stock markets. (2024). Lu, Andrea ; Liu, Jinyu ; Chen, Zhuo ; Tao, Libin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001287.

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2024Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub ; Brzeszczyski, Janusz. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923000650.

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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]		article120
2013How Much Would You Pay to Resolve Long-Run Risk?.(2013) In: Boston University - Department of Economics - Working Papers Series.
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2014How Much Would You Pay to Resolve Long-Run Risk?.(2014) In: Scholarly Articles.
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2013How Much Would You Pay to Resolve Long-Run Risk?.(2013) In: NBER Working Papers.
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2013How Much Would You Pay to Resolve Long-Run Risk?.(2013) In: Working Paper.
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How Much Would You Pay To Resolve Long-Run Risk?.() In: Working Paper.
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How Much Would You Pay to Resolve Long-Run Risk?.() In: Working Paper.
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2014How much would you pay to resolve long-run risk?.(2014) In: 2014 Meeting Papers.
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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.
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2010Ambiguity and Asset Markets In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article180
2010Ambiguity and Asset Markets.(2010) In: NBER Working Papers.
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2013Ambiguous Volatility, Possibility and Utility in Continuous Time In: Papers.
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2014Ambiguous volatility, possibility and utility in continuous time.(2014) In: Journal of Mathematical Economics.
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2013Ambiguous volatility and asset pricing in continuous time In: Papers.
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2012Ambiguous Volatility and Asset Pricing in Continuous Time.(2012) In: CIRANO Working Papers.
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2013Ambiguous Volatility and Asset Pricing in Continuous Time.(2013) In: The Review of Financial Studies.
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2019Optimal Learning under Robustness and Time-Consistency In: Papers.
[Full Text][Citation analysis]		paper5
2022Optimal Learning Under Robustness and Time-Consistency.(2022) In: Operations Research.
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2022A Central Limit Theorem, Loss Aversion and Multi-Armed Bandits In: Papers.
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2023A central limit theorem, loss aversion and multi-armed bandits.(2023) In: Journal of Economic Theory.
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2023Approximate optimality and the risk/reward tradeoff in a class of bandit problems In: Papers.
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2024Identifying Heterogeneous Decision Rules From Choices When Menus Are Unobserved In: Papers.
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In: .
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.() In: .
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2015Robust Confidence Regions for Incomplete Models.(2015) In: Boston University - Department of Economics - Working Papers Series.
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2015Robust confidence regions for incomplete models.(2015) In: CeMMAP working papers.
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This paper has nother version. Agregated cites: 12		paper
2015Robust confidence regions for incomplete models.(2015) In: CeMMAP working papers.
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2016Robust Confidence Regions for Incomplete Models.(2016) In: Econometrica.
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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]		article291
2004Ambiguity, Information Quality and Asset Pricing.(2004) In: RCER Working Papers.
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2005Ambiguity, Information Quality and Asset Pricing.(2005) In: RCER Working Papers.
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1983 Aggregating Quasi-Fixed Factors. In: Scandinavian Journal of Economics.
[Citation analysis]		article8
2005NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper38
2005NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK.(2005) In: Boston University - Department of Economics - Working Papers Series.
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2003Non-Bayesian Updating : A Theoretical Framework.(2003) In: RCER Working Papers.
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2005Non-Bayesian Updating: a Theoretical Framework.(2005) In: RCER Working Papers.
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2008Non-Bayesian updating: A theoretical framework.(2008) In: Theoretical Economics.
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2008SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper21
2010Symmetry of evidence without evidence of symmetry.(2010) In: Theoretical Economics.
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2017Ambiguous Correlation In: Boston University - Department of Economics - Working Papers Series.
[Full Text][Citation analysis]		paper35
2019Ambiguous Correlation.(2019) In: The Review of Economic Studies.
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2018Ambiguous Correlation.(2018) In: Microeconomics.ca working papers.
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2017Optimal Learning and Ellsberg’s Urns In: Boston University - Department of Economics - Working Papers Series.
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2010Non-Bayesian Learning In: The B.E. Journal of Theoretical Economics.
[Full Text][Citation analysis]		article39
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]		paper122
2001Subjective Probabilities on Subjectively Unambiguous Events..(2001) In: Econometrica.
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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.
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