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 7 7 16 58
A Correspondence Theorem Between Expected Utility and Smooth Utility 0 0 0 3 1 2 9 22
A REVELATION PRINCIPLE FOR COMPETING MECHANISMS 0 0 0 289 5 5 14 1,104
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 0 0 0 108 3 5 13 572
A Two-Person Dynamic Equilibrium under Ambiguity 0 0 1 327 2 5 18 1,314
Ambiguity and Asset Markets 0 0 1 212 2 12 41 584
Ambiguity, Information Quality and Asset Pricing 0 0 1 262 1 10 34 799
Ambiguity, Information Quality and Asset Pricing 0 1 1 253 0 3 14 760
Ambiguity, risk and asset returns in continuous time 0 0 1 1,133 4 10 27 2,607
Ambiguous Correlation 0 0 0 53 1 4 17 99
Ambiguous Correlation 0 0 1 59 2 5 11 135
Ambiguous Volatility and Asset Pricing in Continuous Time 0 0 0 100 2 4 19 192
Ambiguous Volatility, Possibility and Utility in Continuous Time 0 0 0 54 5 5 10 202
Ambiguous volatility and asset pricing in continuous time 0 0 0 44 1 4 16 112
An Axiomatic Model of Non-Bayesian Updating 0 1 1 106 2 3 10 369
An Axiomatic Model of Non-Bayesian Updating 0 0 0 241 4 5 15 691
An axiomatic model of 'cold feet' 0 0 0 49 1 2 10 272
Approximate optimality and the risk/reward tradeoff in a class of bandit problems 0 0 1 2 2 3 13 19
Are Probabilities Used in Markets? 0 0 0 155 1 5 12 630
Coarse Contingencies 0 0 0 71 4 8 18 235
Coarse Contingencies 0 0 0 94 4 6 13 332
Cognitive Dissonance and Choice 0 1 2 439 0 5 14 1,426
De Finetti Meets Ellsberg 0 0 0 54 0 2 9 51
First order risk aversion and the equity premium puzzle 0 1 1 82 3 7 15 214
Hard-to-Interpret Signals 0 1 2 144 4 12 25 317
How Much Would You Pay To Resolve Long-Run Risk? 0 0 0 17 2 5 18 96
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 36 3 10 35 221
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 8 2 2 10 96
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 51 1 5 10 186
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 21 2 2 13 94
How Much Would You Pay to Resolve Long-Run Risk? 0 0 1 38 1 3 19 125
How much would you pay to resolve long-run risk? 0 0 0 0 2 6 17 178
IID: Independently and Indistinguishably Distributed 0 0 0 141 1 7 15 765
Identifying Heterogeneous Decision Rules From Choices When Menus Are Unobserved 0 0 0 2 0 0 11 24
Learning Under Ambiguity 0 0 0 350 2 3 8 1,239
Learning Under Ambiguity 0 0 0 171 0 1 13 598
Living with risk 0 1 1 226 0 1 5 703
Mutual Absolute Continuity of Multiple Priors 0 0 0 79 1 5 17 297
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 0 0 0 35 2 7 9 151
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 0 0 0 32 2 5 12 200
No Two Experiments are Identical 0 0 0 115 0 0 4 164
Non-Bayesian Updating: A Theoretical Framework 0 1 1 414 4 7 17 1,622
Non-Bayesian Updating: a Theoretical Framework 0 0 0 106 4 8 13 447
Optimal Learning and Ellsberg’s Urns 0 0 0 16 4 5 11 46
Optimal Learning under Robustness and Time-Consistency 0 0 1 66 0 1 10 75
Recursive Multiple-Priors 0 0 0 574 3 5 17 1,283
Robust Confidence Regions for Incomplete Models 0 0 0 20 6 7 14 59
Robust confidence regions for incomplete models 0 0 0 1 3 3 13 17
Robust confidence regions for incomplete models 0 0 0 27 5 7 14 84
Robust confidence regions for incomplete models 0 0 0 0 3 5 11 14
Robust confidence regions for incomplete models 0 0 0 4 2 2 11 68
SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY 0 0 0 14 1 3 10 76
Subjective Probabilities on Subjectively Unambiguous Events 0 0 0 229 2 3 10 864
Subjective Probabilities on Subjectivity Unambiguous Event 0 0 0 0 2 4 10 530
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework 0 0 0 2 1 5 15 578
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis 0 0 0 2 1 4 21 398
Supplementary Appendix for ‘Non-Bayesian Updating: A Theoretical Framework’ 0 0 0 62 0 4 6 148
The Core of Large TU Games 0 0 0 125 2 2 5 1,535
The Independence Axiom and Asset Returns 0 0 0 242 1 3 7 934
UNCERTAINTY AVERSION 0 0 0 417 2 6 9 1,253
Total Working Papers 0 7 17 8,013 128 285 853 28,284

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 0 171 1 3 8 496
'First-order' risk aversion and the equity premium puzzle 0 0 0 382 2 5 22 779
A Definition of Uncertainty Aversion 0 0 2 685 0 3 21 2,050
A Disaggregate Analysis of Consumer Choice under Uncertainty 0 0 0 95 0 0 11 387
A Paradox for the “Smooth Ambiguity” Model of Preference 0 0 0 0 1 5 12 109
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 0 0 0 103 1 4 15 391
A Revelation Principle for Competing Mechanisms 0 0 0 140 2 7 17 376
A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment 0 0 0 71 0 1 6 210
A central limit theorem for sets of probability measures 0 0 0 1 0 3 13 20
A central limit theorem, loss aversion and multi-armed bandits 1 1 2 4 3 4 23 36
A correspondence theorem between expected utility and smooth utility 0 0 0 37 1 1 11 103
A simple dynamic general equilibrium model 0 0 0 309 1 4 13 539
A two-person dynamic equilibrium under ambiguity 0 0 0 183 2 6 22 617
A unifying approach to axiomatic non-expected utility theories 0 0 0 116 2 3 8 233
Ambiguity and Asset Markets 0 0 1 148 3 23 44 567
Ambiguity, Information Quality, and Asset Pricing 0 4 22 429 5 26 87 1,176
Ambiguity, Risk, and Asset Returns in Continuous Time 0 0 0 343 2 8 18 1,050
Ambiguous Correlation 0 1 2 19 0 8 28 126
Ambiguous Volatility and Asset Pricing in Continuous Time 0 0 1 66 1 6 15 246
Ambiguous volatility, possibility and utility in continuous time 0 0 0 20 2 6 17 105
An Axiomatic Model of Non-Bayesian Updating 0 0 0 94 2 11 25 366
Approximate optimality and the risk/reward tradeoff given repeated gambles 0 0 1 1 2 4 20 20
Are Probabilities Used in Markets ? 0 0 0 37 2 5 12 129
Asset Pricing with Stochastic Differential Utility 0 0 0 419 4 5 19 972
Capital Asset Prices and the Temporal Resolution of Uncertainty 0 0 2 34 5 8 13 115
Coarse contingencies and ambiguity 0 0 0 43 3 3 13 196
Cold feet 0 1 1 39 2 3 10 261
Comparative dynamics in the adjustment-cost model of the firm 0 0 0 30 1 1 7 81
De Finetti meets Ellsberg 0 0 1 12 2 5 12 62
Decision Making and the Temporal Resolution of Uncertainty 0 0 2 257 0 3 12 691
Decreasing Risk Aversion and Mean-Variance Analysis 0 0 1 222 0 2 13 611
Decreasing absolute risk aversion and utility indices derived from cake-eating problems 0 0 0 34 0 1 5 142
Duality Theory and Functional Forms for Dynamic Factor Demands 0 0 1 105 4 4 11 274
Dynamically Consistent Beliefs Must Be Bayesian 0 0 1 273 4 4 15 543
Endogenous capital utilization in a short-run production model: Theory and an empiral application 0 1 1 95 3 6 12 279
Exchangeable capacities, parameters and incomplete theories 0 0 0 16 0 0 12 86
Generalized Duality and Integrability 0 0 0 44 2 2 8 188
Habits and Time Preference 0 0 0 155 0 0 5 435
Hard-to-Interpret Signals 0 2 4 10 5 8 23 36
How Much Would You Pay to Resolve Long-Run Risk? 0 0 1 88 1 3 18 425
IID: independently and indistinguishably distributed 0 0 1 90 2 3 12 328
Implicitly additive utility and the nature of optimal economic growth 0 0 0 29 0 3 9 75
Increasing Generalized Correlation: A Definition and Some Economic Consequences 0 0 0 90 1 2 7 758
Integrability of Incomplete Systems of Demand Functions 0 0 0 48 3 4 14 167
Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism 0 0 0 33 2 3 14 113
Intertemporal Asset Pricing Under Knightian Uncertainty 0 0 2 747 6 11 23 1,930
Intertemporal price indices for the firm 0 0 0 4 1 1 5 42
Learning Under Ambiguity 0 0 0 176 2 4 24 597
Least convex capacities 0 0 0 80 1 3 15 439
Living with Risk 0 0 1 92 0 6 17 395
Mixture Symmetry and Quadratic Utility 0 0 1 182 1 7 18 1,008
Multivariate Risk Independence and Functional Forms for Preferences and Technologies 0 0 0 23 0 0 5 146
Mutual absolute continuity of multiple priors 0 0 0 32 1 2 16 129
Non-Bayesian Learning 0 1 2 74 0 2 7 299
Non-Bayesian updating: A theoretical framework 0 0 1 93 2 6 15 308
Non-parametric hypothesis testing procedures and applications to demand analysis 0 0 1 112 2 3 9 464
Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour 0 0 0 122 1 3 5 258
On the recoverability of intertemporal preferences 0 0 0 12 0 2 6 47
Optimal Learning Under Robustness and Time-Consistency 0 0 0 1 2 6 13 18
Preference, Rationalizability and Equilibrium 0 0 0 73 1 1 4 164
Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty 0 0 0 19 0 0 5 116
Quadratic Social Welfare Functions 0 1 2 192 2 5 17 715
Recursive multiple-priors 0 0 3 434 2 14 35 1,032
Risk aversion and asset prices 0 1 1 234 0 3 10 370
Robust Confidence Regions for Incomplete Models 0 0 0 6 2 5 12 91
Sharing Ambiguity 0 0 0 142 2 5 11 385
Some Economic Effects of Immigration: A General Equilibrium Analysis 0 0 0 23 3 4 10 1,103
Stationary cardinal utility and optimal growth under uncertainty 0 0 0 302 2 3 18 579
Stochastic Differential Utility 0 2 4 750 5 11 24 1,608
Subjective Probabilities on Subjectively Unambiguous Events 0 0 0 0 4 5 12 671
Subjective states: A more robust model 0 0 0 22 3 5 15 113
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 0 1 4 2,113 14 89 181 4,809
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis 2 6 14 1,408 18 30 56 3,359
Symmetry of evidence without evidence of symmetry 0 0 0 13 3 14 25 120
Symmetry or Dynamic Consistency? 0 0 0 38 2 3 5 119
The Core of Large Differentiable TU Games 0 0 0 18 0 4 17 92
The Global Stability of Efficient Intertemporal Allocations 0 0 0 70 1 2 8 254
The Law of Large Numbers and the Attractiveness of Compound Gambles 0 0 0 0 2 3 9 281
The Le Chatelier Principle in optimal control problems 0 0 1 101 3 6 10 355
The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing 0 0 1 173 1 5 13 656
The Projective Independence Axiom 0 0 0 0 2 4 10 426
The Rate of Time Preference and Dynamic Economic Analysis 0 1 2 296 1 4 16 689
The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty 0 0 1 203 2 3 9 573
The Unimportance of the Intransitivity of Separable Preferences 0 0 0 34 2 3 6 309
The empirical determination of technology and expectations: A simplified procedure 0 0 0 44 0 1 7 132
The independence axiom and asset returns 0 0 0 167 4 4 17 453
Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes 0 1 2 157 0 4 8 305
Total Journal Articles 3 24 90 14,402 179 515 1,480 42,928
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 0 4 9
Substitution, risk aversion and the temporal behavior of consumption and asset returns: A theoretical framework 0 0 0 23 6 9 23 124
Total Chapters 0 0 0 23 6 9 27 133

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 2026-05-06