Access Statistics for Larry Epstein

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A REVELATION PRINCIPLE FOR COMPETING MECHANISMS 1 3 17 210 2 9 50 771
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 1 3 9 72 4 8 32 405
A Two-Person Dynamic Equilibrium under Ambiguity 4 11 36 247 4 17 75 1,037
Ambiguity, Information Quality and Asset Pricing 1 8 26 147 2 17 75 369
Ambiguity, Information Quality and Asset Pricing 0 5 19 189 1 8 55 467
Ambiguity, risk and asset returns in continuous time 10 23 95 524 20 45 153 1,385
An Axiomatic Model of Non-Bayesian Updating 1 4 10 78 2 15 38 203
An Axiomatic Model of Non-Bayesian Updating 1 2 16 188 1 7 34 504
Are Probabilities Used in Markets? 0 0 6 127 2 3 17 546
Coarse Contingencies 2 3 14 53 4 9 38 145
Coarse Contingencies 0 6 12 73 0 11 30 215
Cognitive Dissonance and Choice 3 17 68 267 9 51 189 708
IID: Independently and Indistinguishably Distributed 1 4 12 98 2 10 36 513
Learning Under Ambiguity 0 5 21 111 2 12 54 264
Learning Under Ambiguity 2 7 30 294 5 25 79 914
Living with risk 5 10 37 106 8 19 95 247
Mutual Absolute Continuity of Multiple Priors 1 3 12 51 5 14 43 154
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 1 1 9 26 2 4 39 136
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 1 2 7 31 2 5 23 88
Non-Bayesian Updating: A Theoretical Framework 3 6 39 329 6 19 147 1,268
Non-Bayesian Updating: a Theoretical Framework 0 3 12 80 5 15 50 300
Recursive Multiple-Priors 2 17 74 420 5 32 132 897
Subjective Probabilities on Subjectively Unambiguous Events 0 3 11 189 3 9 34 660
Subjective Probabilities on Subjectivity Unambiguous Event 0 0 0 0 3 9 15 450
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework 0 0 0 2 7 30 89 177
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis 0 0 0 2 1 6 69 132
Supplementary Appendix for ‘Non-Bayesian Updating: A Theoretical Framework’ 1 4 14 35 1 9 39 51
The Core of Large TU Games 4 5 14 92 38 95 195 853
The Independence Axiom and Asset Returns 1 2 13 195 2 9 44 749
UNCERTAINTY AVERSION 0 3 16 356 2 9 35 1,013
Total Working Papers 46 160 649 4,592 150 531 2,004 15,621

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Beliefs about Beliefs" without Probabilities 0 2 15 89 0 6 35 250
'First-order' risk aversion and the equity premium puzzle 4 6 40 215 9 14 67 335
A Definition of Uncertainty Aversion 5 18 103 379 9 42 227 1,251
A Disaggregate Analysis of Consumer Choice under Uncertainty 0 0 6 50 1 3 24 193
A Revealed Preference Analysis of Asset Pricing under Recursive Utility 0 0 12 61 0 3 26 182
A Revelation Principle for Competing Mechanisms 0 0 7 77 0 2 36 177
A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment 0 1 7 45 0 2 17 113
A correspondence theorem between expected utility and smooth utility 0 3 9 15 0 3 20 32
A simple dynamic general equilibrium model 4 21 79 154 7 36 128 257
A two-person dynamic equilibrium under ambiguity 2 6 14 92 4 11 29 315
A unifying approach to axiomatic non-expected utility theories 2 4 15 39 4 8 27 78
Aggregating Quasi-Fixed Factors 0 0 0 0 1 3 5 61
Ambiguity, Information Quality, and Asset Pricing 1 11 50 60 2 22 112 148
Ambiguity, Risk, and Asset Returns in Continuous Time 2 4 25 134 7 14 57 430
An Axiomatic Model of Non-Bayesian Updating 1 2 16 59 4 8 47 210
Are Probabilities Used in Markets ? 0 0 2 20 0 0 3 73
Asset Pricing with Stochastic Differential Utility 0 11 50 275 3 18 81 641
Capital Asset Prices and the Temporal Resolution of Uncertainty 0 0 4 15 1 2 11 42
Coarse contingencies and ambiguity 1 4 10 18 3 12 37 71
Cold feet 0 0 6 11 4 8 44 112
Comparative dynamics in the adjustment-cost model of the firm 0 1 2 7 0 4 7 20
Decision Making and the Temporal Resolution of Uncertainty 0 5 43 144 3 11 99 439
Decreasing Risk Aversion and Mean-Variance Analysis 2 14 22 139 6 24 46 362
Decreasing absolute risk aversion and utility indices derived from cake-eating problems 0 2 6 15 0 4 19 62
Duality Theory and Functional Forms for Dynamic Factor Demands 0 1 16 66 1 6 39 162
Dynamically Consistent Beliefs Must Be Bayesian 4 20 50 139 7 35 88 229
Endogenous capital utilization in a short-run production model: Theory and an empiral application 1 1 18 40 2 4 42 100
Erratum: Integrability of Incomplete Systems of Demand Functions 0 0 0 0 0 1 1 21
Generalized Duality and Integrability 1 2 5 26 1 3 13 126
Habits and Time Preference 1 3 12 105 2 4 24 277
IID: independently and indistinguishably distributed 1 2 4 30 1 4 9 134
Implicitly additive utility and the nature of optimal economic growth 0 1 4 7 0 3 8 22
Increasing Generalized Correlation: A Definition and Some Economic Consequences 0 0 10 13 1 4 70 549
Integrability of Incomplete Systems of Demand Functions 0 1 6 37 0 2 13 96
Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism 0 0 3 9 2 6 16 36
Intertemporal Asset Pricing Under Knightian Uncertainty 5 21 94 390 11 35 187 1,031
Intertemporal price indices for the firm 0 0 0 0 0 1 3 10
Learning Under Ambiguity 2 3 27 49 7 19 80 138
Living with Risk 5 11 22 22 10 24 57 57
Mixture Symmetry and Quadratic Utility 2 6 19 130 6 13 60 774
Multivariate Risk Independence and Functional Forms for Preferences and Technologies 0 0 1 15 0 1 2 110
Mutual absolute continuity of multiple priors 1 2 4 9 4 5 21 40
Non-Bayesian updating: A theoretical framework 3 6 15 18 7 15 49 55
Non-parametric hypothesis testing procedures and applications to demand analysis 5 7 22 52 17 29 98 300
Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour 0 5 17 39 1 7 26 82
On the recoverability of intertemporal preferences 0 0 2 6 0 1 5 24
Preference, Rationalizability and Equilibrium 1 2 4 42 1 5 9 76
Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty 0 0 4 14 1 2 14 63
Quadratic Social Welfare Functions 2 5 19 124 2 6 44 472
Recursive multiple-priors 4 7 25 124 5 17 48 257
Risk aversion and asset prices 2 6 19 50 2 9 30 83
Sharing Ambiguity 2 4 13 106 3 7 28 256
Some Economic Effects of Immigration: A General Equilibrium Analysis 0 0 5 6 1 1 18 1,046
Stationary cardinal utility and optimal growth under uncertainty 3 14 60 111 3 20 105 223
Stochastic Differential Utility 9 28 95 364 18 49 171 745
Subjective Probabilities on Subjectively Unambiguous Events 0 0 0 0 1 3 15 528
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 15 67 250 1,006 28 96 366 1,934
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis 10 29 126 777 13 50 232 1,834
The Core of Large Differentiable TU Games 0 0 0 9 1 2 3 34
The Global Stability of Efficient Intertemporal Allocations 0 0 7 25 2 4 26 121
The Law of Large Numbers and the Attractiveness of Compound Gambles 0 0 0 0 1 3 15 198
The Le Chatelier Principle in optimal control problems 1 2 7 25 2 9 36 118
The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing 1 4 24 110 4 16 78 443
The Projective Independence Axiom 0 0 0 0 2 5 23 307
The Rate of Time Preference and Dynamic Economic Analysis 2 8 26 156 2 9 36 367
The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty 3 4 22 109 4 6 46 278
The Unimportance of the Intransitivity of Separable Preferences 0 0 1 29 4 4 10 223
The empirical determination of technology and expectations: A simplified procedure 2 2 9 21 3 6 22 48
The independence axiom and asset returns 2 3 14 104 3 6 29 271
Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes 1 4 17 53 2 7 25 93
research articles: Least convex capacities 0 1 2 73 0 1 4 385
Total Journal Articles 115 397 1,643 6,753 256 825 3,548 20,630

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Statistics updated 2009-07-03