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 Central Limit Theorem, Loss Aversion and Multi-Armed Bandits 0 0 0 36 0 4 10 51
A Correspondence Theorem Between Expected Utility and Smooth Utility 0 0 0 3 1 7 8 21
A REVELATION PRINCIPLE FOR COMPETING MECHANISMS 0 0 0 289 0 6 9 1,099
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 0 0 1 108 1 7 10 568
A Two-Person Dynamic Equilibrium under Ambiguity 0 1 1 327 1 11 15 1,310
Ambiguity and Asset Markets 0 0 1 212 7 19 36 579
Ambiguity, Information Quality and Asset Pricing 1 1 1 253 2 10 13 759
Ambiguity, Information Quality and Asset Pricing 0 0 1 262 6 21 31 795
Ambiguity, risk and asset returns in continuous time 0 1 1 1,133 2 12 20 2,599
Ambiguous Correlation 0 0 0 53 3 11 16 98
Ambiguous Correlation 0 0 1 59 1 6 7 131
Ambiguous Volatility and Asset Pricing in Continuous Time 0 0 0 100 1 5 17 189
Ambiguous Volatility, Possibility and Utility in Continuous Time 0 0 0 54 0 3 6 197
Ambiguous volatility and asset pricing in continuous time 0 0 0 44 0 7 13 108
An Axiomatic Model of Non-Bayesian Updating 0 0 0 241 0 7 11 686
An Axiomatic Model of Non-Bayesian Updating 1 1 1 106 1 3 8 367
An axiomatic model of 'cold feet' 0 0 0 49 1 7 10 271
Approximate optimality and the risk/reward tradeoff in a class of bandit problems 0 0 2 2 1 7 12 17
Are Probabilities Used in Markets? 0 0 0 155 4 11 11 629
Coarse Contingencies 0 0 0 94 1 6 8 327
Coarse Contingencies 0 0 0 71 4 10 14 231
Cognitive Dissonance and Choice 0 0 1 438 3 8 13 1,424
De Finetti Meets Ellsberg 0 0 0 54 1 8 9 50
First order risk aversion and the equity premium puzzle 1 1 2 82 4 11 13 211
Hard-to-Interpret Signals 1 1 2 144 6 11 20 311
How Much Would You Pay To Resolve Long-Run Risk? 0 0 1 17 3 10 17 94
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 21 0 7 13 92
How Much Would You Pay to Resolve Long-Run Risk? 0 0 1 38 2 8 18 124
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 51 3 5 9 184
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 8 0 2 8 94
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 36 7 23 32 218
How much would you pay to resolve long-run risk? 0 0 0 0 1 5 13 173
IID: Independently and Indistinguishably Distributed 0 0 0 141 6 11 14 764
Identifying Heterogeneous Decision Rules From Choices When Menus Are Unobserved 0 0 0 2 0 7 13 24
Learning Under Ambiguity 0 0 1 171 1 7 14 598
Learning Under Ambiguity 0 0 0 350 1 5 6 1,237
Living with risk 0 0 0 225 0 4 5 702
Mutual Absolute Continuity of Multiple Priors 0 0 0 79 2 11 15 294
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 0 0 0 35 3 4 6 147
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 0 0 0 32 1 4 8 196
No Two Experiments are Identical 0 0 1 115 0 3 5 164
Non-Bayesian Updating: A Theoretical Framework 1 1 1 414 3 9 13 1,618
Non-Bayesian Updating: a Theoretical Framework 0 0 0 106 2 4 7 441
Optimal Learning and Ellsberg’s Urns 0 0 0 16 0 5 6 41
Optimal Learning under Robustness and Time-Consistency 0 1 2 66 0 5 10 74
Recursive Multiple-Priors 0 0 0 574 1 11 13 1,279
Robust Confidence Regions for Incomplete Models 0 0 0 20 1 5 8 53
Robust confidence regions for incomplete models 0 0 0 4 0 4 11 66
Robust confidence regions for incomplete models 0 0 0 27 2 8 10 79
Robust confidence regions for incomplete models 0 0 0 1 0 6 11 14
Robust confidence regions for incomplete models 0 0 0 0 1 5 7 10
SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY 0 0 0 14 1 5 8 74
Subjective Probabilities on Subjectively Unambiguous Events 0 0 0 229 1 7 8 862
Subjective Probabilities on Subjectivity Unambiguous Event 0 0 0 0 2 5 8 528
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework 0 0 0 2 2 6 14 575
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis 0 0 0 2 2 9 19 396
Supplementary Appendix for ‘Non-Bayesian Updating: A Theoretical Framework’ 0 0 0 62 4 6 6 148
The Core of Large TU Games 0 0 0 125 0 1 3 1,533
The Independence Axiom and Asset Returns 0 0 0 242 2 5 7 933
UNCERTAINTY AVERSION 0 0 1 417 3 6 7 1,250
Total Working Papers 5 8 23 8,011 108 446 712 28,107

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 0 1 171 1 5 7 494
'First-order' risk aversion and the equity premium puzzle 0 0 0 382 3 9 21 777
A Definition of Uncertainty Aversion 0 0 2 685 3 12 22 2,050
A Disaggregate Analysis of Consumer Choice under Uncertainty 0 0 0 95 0 9 11 387
A Paradox for the “Smooth Ambiguity” Model of Preference 0 0 0 0 3 7 10 107
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 0 0 1 103 1 7 13 388
A Revelation Principle for Competing Mechanisms 0 0 1 140 3 8 15 372
A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment 0 0 0 71 1 3 6 210
A central limit theorem for sets of probability measures 0 0 0 1 3 7 14 20
A central limit theorem, loss aversion and multi-armed bandits 0 0 1 3 1 10 20 33
A correspondence theorem between expected utility and smooth utility 0 0 0 37 0 4 10 102
A simple dynamic general equilibrium model 0 0 0 309 1 5 10 536
A two-person dynamic equilibrium under ambiguity 0 0 0 183 4 10 22 615
A unifying approach to axiomatic non-expected utility theories 0 0 0 116 0 5 5 230
Ambiguity and Asset Markets 0 0 1 148 9 20 33 553
Ambiguity, Information Quality, and Asset Pricing 3 8 24 428 14 40 83 1,164
Ambiguity, Risk, and Asset Returns in Continuous Time 0 0 0 343 5 9 15 1,047
Ambiguous Correlation 1 1 5 19 3 14 28 121
Ambiguous Volatility and Asset Pricing in Continuous Time 0 0 1 66 2 4 13 242
Ambiguous volatility, possibility and utility in continuous time 0 0 0 20 2 8 13 101
An Axiomatic Model of Non-Bayesian Updating 0 0 0 94 7 18 23 362
Approximate optimality and the risk/reward tradeoff given repeated gambles 0 0 1 1 0 11 16 16
Are Probabilities Used in Markets ? 0 0 0 37 2 6 9 126
Asset Pricing with Stochastic Differential Utility 0 0 0 419 0 6 15 967
Capital Asset Prices and the Temporal Resolution of Uncertainty 0 0 2 34 1 3 6 108
Coarse contingencies and ambiguity 0 0 0 43 0 9 10 193
Cold feet 0 0 0 38 0 6 7 258
Comparative dynamics in the adjustment-cost model of the firm 0 0 0 30 0 5 6 80
De Finetti meets Ellsberg 0 1 1 12 2 8 10 59
Decision Making and the Temporal Resolution of Uncertainty 0 2 4 257 3 8 14 691
Decreasing Risk Aversion and Mean-Variance Analysis 0 1 1 222 1 7 12 610
Decreasing absolute risk aversion and utility indices derived from cake-eating problems 0 0 0 34 1 3 5 142
Duality Theory and Functional Forms for Dynamic Factor Demands 0 1 1 105 0 3 7 270
Dynamically Consistent Beliefs Must Be Bayesian 0 0 1 273 0 8 11 539
Endogenous capital utilization in a short-run production model: Theory and an empiral application 1 1 1 95 3 6 9 276
Exchangeable capacities, parameters and incomplete theories 0 0 0 16 0 7 12 86
Generalized Duality and Integrability 0 0 0 44 0 5 6 186
Habits and Time Preference 0 0 0 155 0 3 5 435
Hard-to-Interpret Signals 1 2 4 9 1 9 19 29
How Much Would You Pay to Resolve Long-Run Risk? 0 0 1 88 2 9 19 424
IID: independently and indistinguishably distributed 0 0 1 90 0 7 10 325
Implicitly additive utility and the nature of optimal economic growth 0 0 0 29 2 7 8 74
Increasing Generalized Correlation: A Definition and Some Economic Consequences 0 0 0 90 1 5 6 757
Integrability of Incomplete Systems of Demand Functions 0 0 0 48 0 3 10 163
Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism 0 0 0 33 1 9 13 111
Intertemporal Asset Pricing Under Knightian Uncertainty 0 0 2 747 3 10 16 1,922
Intertemporal price indices for the firm 0 0 0 4 0 3 4 41
Learning Under Ambiguity 0 0 0 176 1 14 22 594
Least convex capacities 0 0 0 80 2 8 14 438
Living with Risk 0 0 1 92 4 8 17 393
Mixture Symmetry and Quadratic Utility 0 0 1 182 2 10 13 1,003
Multivariate Risk Independence and Functional Forms for Preferences and Technologies 0 0 0 23 0 5 5 146
Mutual absolute continuity of multiple priors 0 0 0 32 1 11 15 128
Non-Bayesian Learning 0 0 1 73 1 3 9 298
Non-Bayesian updating: A theoretical framework 0 0 1 93 3 8 12 305
Non-parametric hypothesis testing procedures and applications to demand analysis 0 1 2 112 1 5 8 462
Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour 0 0 0 122 2 2 4 257
On the recoverability of intertemporal preferences 0 0 0 12 2 6 6 47
Optimal Learning Under Robustness and Time-Consistency 0 0 1 1 4 8 13 16
Preference, Rationalizability and Equilibrium 0 0 0 73 0 2 3 163
Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty 0 0 0 19 0 2 5 116
Quadratic Social Welfare Functions 1 1 2 192 2 8 14 712
Recursive multiple-priors 0 2 3 434 7 19 29 1,025
Risk aversion and asset prices 0 0 0 233 1 8 9 368
Robust Confidence Regions for Incomplete Models 0 0 0 6 3 5 11 89
Sharing Ambiguity 0 0 0 142 3 6 9 383
Some Economic Effects of Immigration: A General Equilibrium Analysis 0 0 0 23 1 7 8 1,100
Stationary cardinal utility and optimal growth under uncertainty 0 0 1 302 1 10 18 577
Stochastic Differential Utility 0 1 2 748 1 7 14 1,598
Subjective Probabilities on Subjectively Unambiguous Events 0 0 0 0 1 5 8 667
Subjective states: A more robust model 0 0 0 22 1 8 11 109
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 0 1 4 2,112 48 119 143 4,768
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis 1 3 10 1,403 6 15 39 3,335
Symmetry of evidence without evidence of symmetry 0 0 0 13 8 17 19 114
Symmetry or Dynamic Consistency? 0 0 0 38 0 1 2 116
The Core of Large Differentiable TU Games 0 0 0 18 1 9 14 89
The Global Stability of Efficient Intertemporal Allocations 0 0 0 70 1 4 7 253
The Law of Large Numbers and the Attractiveness of Compound Gambles 0 0 0 0 0 5 6 278
The Le Chatelier Principle in optimal control problems 0 0 1 101 2 4 6 351
The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing 0 0 1 173 3 4 11 654
The Projective Independence Axiom 0 0 0 0 1 4 8 423
The Rate of Time Preference and Dynamic Economic Analysis 0 0 2 295 2 5 15 687
The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty 0 0 1 203 1 5 7 571
The Unimportance of the Intransitivity of Separable Preferences 0 0 0 34 1 3 4 307
The empirical determination of technology and expectations: A simplified procedure 0 0 0 44 1 5 7 132
The independence axiom and asset returns 0 0 0 167 0 9 14 449
Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes 1 2 2 157 4 7 8 305
Total Journal Articles 9 28 93 14,387 212 771 1,246 42,625
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comment 0 0 0 0 0 4 4 9
Substitution, risk aversion and the temporal behavior of consumption and asset returns: A theoretical framework 0 0 0 23 2 4 21 117
Total Chapters 0 0 0 23 2 8 25 126

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04