Larry Epstein : Citation Profile

McGill University

40

H index

64

i10 index

9850

Citations

RESEARCH PRODUCTION:

88

Articles

60

Papers

2

Chapters

RESEARCH ACTIVITY:

   51 years (1974 - 2025). See details.
   Cites by year: 193
   Journals where Larry Epstein has often published
   Relations with other researchers
   Recent citing documents: 373.    Total self citations: 58 (0.59 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pep2
   Updated: 2025-11-22    RAS profile: 2025-06-08    
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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 (112)

Mukerji, Sujoy (92)

Hansen, Lars (84)

Campbell, John (81)

van der Ploeg, Frederick (Rick) (79)

Marinacci, Massimo (75)

Ludwig, Alexander (72)

Riedel, Frank (71)

Zimper, Alexander (71)

Grant, Simon (59)

Cites to:

Gilboa, Itzhak (38)

Schneider, Martin (29)

Marinacci, Massimo (27)

Hansen, Lars (17)

Kreps, David (17)

Wakker, Peter (13)

Mukerji, Sujoy (12)

Machina, Mark (11)

wang, tan (11)

Zin, Stanley (10)

Dekel, Eddie (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
Economic Theory3
Journal of Econometrics3
Journal of Political Economy3
Canadian Journal of Economics2
Journal of Mathematical Economics2
Journal of Monetary Economics2
American Economic Review2
Journal of Finance2
The Review of Financial Studies2
The B.E. Journal of Theoretical Economics2
Journal of Economic Dynamics and Control2

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
NBER Working Papers / National Bureau of Economic Research, Inc3
Working Paper / Harvard University OpenScholar3
Carlo Alberto Notebooks / Collegio Carlo Alberto2
CeMMAP working papers / Institute for Fiscal Studies2
Working Paper / Economics Department, Queen's University2
Microeconomics.ca working papers / Vancouver School of Economics2
CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies2

Recent works citing Larry Epstein (2025 and 2024)

YearTitle of citing document
2025Non-Bayesian Learning in Misspecied Models. (2025). Faure, Mathieu ; Renou, Ludovic ; Bervoets, Sebastian. In: AMSE Working Papers. RePEc:aim:wpaimx:2513.

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2024Optimal Security Design for Risk-Averse Investors. (2024). Strack, Philipp ; Zhang, Mengxi ; Moldovanu, Benny ; Gershkov, Alex. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:325.

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2025On the cyclicality of durable consumption responses. (2025). Miyahara, Ken. In: Working Papers. RePEc:apc:wpaper:210.

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2024Tilting Approximate Models. (2024). Tryphonides, Andreas. In: Papers. RePEc:arx:papers:1805.10869.

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

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2025Ambiguous Persuasion: An Ex-Ante Formulation. (2023). Cheng, Xiaoyu. In: Papers. RePEc:arx:papers:2010.05376.

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2024Risks of heterogeneously persistent higher moments. (2024). Kurka, Josef ; Baruník, Jozef. In: Papers. RePEc:arx:papers:2104.04264.

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

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2024Robust Aggregation of Correlated Information. (2024). 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. (2024). Finan, Frederico ; Pouzo, Demian. In: Papers. RePEc:arx:papers:2112.09170.

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2025Sequentially Optimal Pricing under Informational Robustness. (2024). Libgober, Jonathan ; Mu, Xiaosheng. In: Papers. RePEc:arx:papers:2202.04616.

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

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2024Finite Tests from Functional Characterizations. (2024). Malhotra, Raghav. In: Papers. RePEc:arx:papers:2208.03737.

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

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

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2024Blackwell-Monotone Updating Rules. (2024). Whitmeyer, Mark. In: Papers. RePEc:arx:papers:2302.13956.

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

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

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

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

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

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2025Singular Control in a Cash Management Model with Ambiguity. (2023). Hellmann, Tobias ; Ferrari, Giorgio ; Archankul, Arnon. In: Papers. RePEc:arx:papers:2309.12014.

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

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

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

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

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2025Learning Mertons Strategies in an Incomplete Market: Recursive Entropy Regularization and Biased Gaussian Exploration. (2023). Dong, Yuchao ; Jia, Yanwei ; Yu, Xun ; Dai, Min. In: Papers. RePEc:arx:papers:2312.11797.

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2024Multi-dimensional fractional Brownian motion in the G-setting. (2024). Oberpriller, Katharina ; Biagini, Francesca ; Mazzon, Andrea. In: Papers. RePEc:arx:papers:2312.12139.

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2024Dynamic Programming: Finite States. (2024). Sargent, Thomas ; Stachurski, John. In: Papers. RePEc:arx:papers:2401.10473.

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2024Reference-dependent asset pricing with a stochastic consumption-dividend ratio. (2024). Yang, Yuting ; He, Xuedong ; Strub, Moris Simon ; de Gennaro, Luca. In: Papers. RePEc:arx:papers:2401.12856.

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2024The WTP-WTA Gap for Public Goods: New Insights from Compensating and Equivalent Variation Closed-Form Solutions. (2024). Malik, Khyati ; Karney, Daniel H. In: Papers. RePEc:arx:papers:2401.15493.

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2024Portfolio Optimization under Transaction Costs with Recursive Preferences. (2024). Herdegen, Martin ; Hobson, David. In: Papers. RePEc:arx:papers:2402.08387.

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2025Predicting the Unpredictable under Subjective Expected Utility. (2025). 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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2024Disappointment concordance and duet expectiles. (2024). Mao, Tiantian ; Wang, Ruodu ; Wu, Qinyu ; 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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2025Wealth inequality and utility: Effect evaluation of redistribution and consumption morals using the macro-econophysical coupled approach. (2025). Kato, Takeshi ; Hoque, Mohammad Rezoanul. In: Papers. RePEc:arx:papers:2405.13341.

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2024Did Harold Zuercher Have Time-Separable Preferences?. (2024). Lu, Jay ; Xin, YI ; Luo, Yao ; Saito, Kota. In: Papers. RePEc:arx:papers:2406.07809.

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2025Robust dividend policy: Equivalence of Epstein-Zin and Maenhout preferences. (2024). Park, Kyunghyun ; Chen, Kexin ; Wong, Hoi Ying. In: Papers. RePEc:arx:papers:2406.12305.

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2024Complexity Aversion. (2024). gu, yuan ; Chan, Chao Hung. In: Papers. RePEc:arx:papers:2406.18463.

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2024Robust optimal investment and consumption strategies with portfolio constraints and stochastic environment. (2024). Shen, Yang ; Dominic, Len Patrick. In: Papers. RePEc:arx:papers:2407.02831.

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2024Equilibrium control theory for Kihlstrom-Mirman preferences in continuous time. (2024). Havrylenko, Yevhen ; Desmettre, Sascha ; Steffensen, Mogens ; de Gennaro, Luca. In: Papers. RePEc:arx:papers:2407.16525.

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2025Consumption-investment optimization with Epstein-Zin utility in unbounded non-Markovian markets. (2024). Feng, Zixin ; Zheng, Harry ; Tian, Dejian. In: Papers. RePEc:arx:papers:2407.19995.

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2025Optimal stopping and divestment timing under scenario ambiguity and learning. (2024). Tankov, Peter ; Mazzon, Andrea. In: Papers. RePEc:arx:papers:2408.09349.

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2024Asset pricing under model uncertainty with finite time and states. (2024). Zhang, Wenqing ; Yang, Shuzhen. In: Papers. RePEc:arx:papers:2408.13048.

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2024A Machine Learning Algorithm for Finite-Horizon Stochastic Control Problems in Economics. (2024). Kou, Steven ; Peng, Xianhua ; Zhang, Lekang. In: Papers. RePEc:arx:papers:2411.08668.

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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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2025Collective Defined Contribution Schemes Without Intergenerational Cross-Subsidies. (2025). Hobbs, Rohan ; Dalby, James ; Armstrong, John. In: Papers. RePEc:arx:papers:2504.16892.

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2025Robust Maximum Likelihood Updating. (2025). Suleymanov, Elchin. In: Papers. RePEc:arx:papers:2504.17151.

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2025A Nonparametric Test of Slutsky Symmetry. (2025). Sithole, Lonjezo ; Gunsilius, Florian. In: Papers. RePEc:arx:papers:2505.05603.

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2025Mean Field Portfolio Games with Epstein-Zin Preferences. (2025). Fu, Guanxing ; Horst, Ulrich. In: Papers. RePEc:arx:papers:2505.07231.

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2025Singular Control in Inventory Management with Smooth Ambiguity. (2025). , Jacco ; Archankul, Arnon. In: Papers. RePEc:arx:papers:2505.07761.

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2025An Attentional Model of Time Discounting. (2025). Wang, Zijian Zark. In: Papers. RePEc:arx:papers:2505.13016.

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2025From Axioms to Algorithms: Mechanized Proofs of the vNM Utility Theorem. (2025). Li, Jingyuan. In: Papers. RePEc:arx:papers:2506.07066.

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2025Dynamic Asset Pricing with {\alpha}-MEU Model. (2025). He, Xuedong ; Fan, Jiacheng ; Wu, Ruocheng. In: Papers. RePEc:arx:papers:2507.04093.

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2025Navigating the Lobbying Landscape: Insights from Opinion Dynamics Models. (2025). Giachini, Daniele ; Sirbu, Alina ; Popoyan, Lilit ; Pansanella, Valentina ; Fornari, Fabrizio ; del Rosso, Verdiana ; Ciambezi, Leonardo. In: Papers. RePEc:arx:papers:2507.13767.

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2025Sequential Non-Bayesian Persuasion. (2025). Azrieli, Yaron ; Das, Rachana. In: Papers. RePEc:arx:papers:2508.09464.

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2025Maximum principle for robust utility optimization via Tsallis relative entropy. (2025). Tian, Dejian ; Huang, Xueying ; Luo, Peng. In: Papers. RePEc:arx:papers:2509.20888.

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2025Overidentification testing with weak instruments and heteroskedasticity. (2025). Windmeijer, Frank ; Lane, Stuart. In: Papers. RePEc:arx:papers:2509.21096.

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2025Optimal Consumption-Investment with Epstein-Zin Utility under Leverage Constraint. (2025). Tian, Dejian ; Zhou, Jianjun ; Zhu, Zimu. In: Papers. RePEc:arx:papers:2509.21929.

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2025Robust Exploratory Stopping under Ambiguity in Reinforcement Learning. (2025). Park, Kyunghyun ; Wong, Hoi Ying ; Ye, Junyan. In: Papers. RePEc:arx:papers:2510.10260.

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2024Updating Under Imprecise Information. (2024). Lin, Yi-Hsuan ; Chew, Fernando Payro. In: Working Papers. RePEc:bge:wpaper:1424.

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

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2024Optimal Consumption for Recursive Preferences with Local Substitution under Risk. (2024). Riedel, Frank ; Li, Hanwu. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:693.

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2025Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Volatility Uncertainty. (2025). Riedel, Frank ; Beissner, Patrick. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:707.

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2025All wealth in assets is optimal under interest rate uncertainty. (2025). Riedel, Frank ; Lin, Qian. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:711.

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2025Convex monotone semigroups on lattices of continuous functions. (2025). Denk, Robert ; Kupper, Michael ; Nendel, Max. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:716.

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2025Singular Control in a Cash Management Model with Ambiguity. (2025). Ferrari, Giorgio ; Hellmann, Tobias ; Archankul, Arnon. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:731.

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2024Covered interest parity: a forecasting approach to estimate the neutral band. (2024). Hernandez, Juan. In: BIS Working Papers. RePEc:bis:biswps:1206.

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2025International risk sharing and wealth allocation with higher order cumulants. (2025). Corsetti, Giancarlo ; Lombardo, Giovanni ; Lipinska, Anna. In: BIS Working Papers. RePEc:bis:biswps:1293.

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2024Does Firm‐level Political Uncertainty Affect the Mispricing of Earnings? A Natural Experiment through Government‐to‐business Revolving Door. (2024). Zhu, Zhenmei ; Huang, Haijie ; Lee, Edward ; Lyu, Changjiang. In: Abacus. RePEc:bla:abacus:v:60:y:2024:i:3:p:446-491.

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

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2024Hyperbolic discounting and state‐dependent commitment. (2024). OHNO, Hiroaki ; Ogawa, Takayuki. In: Economica. RePEc:bla:econom:v:91:y:2024:i:362:p:414-445.

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2024The sensitivity of risk premiums to the elasticity of intertemporal substitution. (2024). Wu, Zhiting. In: Financial Management. RePEc:bla:finmgt:v:53:y:2024:i:2:p:353-390.

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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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2024Time‐Consistent Individuals, Time‐Inconsistent Households. (2024). Hertzberg, Andrew. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3821-3857.

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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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2024Time‐inconsistent contract theory. (2024). Possama, Dylan ; Hernndez, Camilo. In: Mathematical Finance. RePEc:bla:mathfi:v:34:y:2024:i:3:p:1022-1085.

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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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2025Optimal Consumption and Portfolio Choices with Housing Dynamics. (2025). Banggang, WU ; Qianmin, Sun ; Xixian, Liu ; Xiaoyu, Deng. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:19:y:2025:i:1:p:17:n:1001.

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2024A gradient method for high-dimensional BSDEs. (2024). Pelsser, Antoon ; Gnameho, Kossi ; Mitja, Stadje. In: Monte Carlo Methods and Applications. RePEc:bpj:mcmeap:v:30:y:2024:i:2:p:183-203:n:1005.

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2025Recursive Preferences, Correlation Aversion, and the Temporal Resolution of Uncertainty. (2025). Stanca, Lorenzo. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:693.

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2024Dynamic Equity Slope. (2024). Colonnello, Stefano ; Marfe, Roberto ; Breugem, Matthijs ; Zucchi, Francesca. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:713.

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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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2024Non-linear Dynamics of Oil Supply News Shocks. (2024). Theodoridis, Konstantinos ; mumtaz, haroon ; Miescu, Mirela. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/18.

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2024On the Psychological Foundations of Ambiguity and Compound Risk Aversion. (2024). Fehr, Ernst ; Hofland, Sean ; Schonger, Martin ; Wu, Keyu. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11150.

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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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2025Green Intermediary Asset Pricing. (2025). Sauzet, Maxime. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11944.

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2025Rethinking the Stock Market Participation Puzzle: A Qualitative Approach. (2025). Siegel, Stephan ; Duraj, Kamila ; Grunow, Daniela ; Laudenbach, Christine ; Haliassos, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11980.

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2025Keeping the Agents in the Dark: Competing Mechanisms, Private Disclosures, and the Revelation Principle. (2025). Pavan, Alessandro ; Mariotti, Thomas ; Campioni, Eloisa ; Attar, Andrea. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11991.

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2025The Folk Theorem with Endogenous Discounting and Unobserved Mixtures. (2025). Song, Yangwei ; Kochov, Asen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12066.

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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]		article125
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: 125		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: 125		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: 125		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: 125		paper
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