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 2 2 15 60
A Correspondence Theorem Between Expected Utility and Smooth Utility 0 0 0 3 0 1 11 24
A REVELATION PRINCIPLE FOR COMPETING MECHANISMS 0 0 0 289 0 1 12 1,105
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 0 0 0 108 1 2 15 574
A Two-Person Dynamic Equilibrium under Ambiguity 0 0 1 327 0 2 20 1,316
Ambiguity and Asset Markets 0 0 3 214 0 1 41 592
Ambiguity, Information Quality and Asset Pricing 0 0 1 253 0 1 15 762
Ambiguity, Information Quality and Asset Pricing 0 0 2 263 1 2 36 802
Ambiguity, risk and asset returns in continuous time 1 1 2 1,134 2 2 26 2,609
Ambiguous Correlation 0 1 1 54 0 3 18 103
Ambiguous Correlation 0 0 1 59 0 1 13 137
Ambiguous Volatility and Asset Pricing in Continuous Time 0 0 0 100 1 1 19 193
Ambiguous Volatility, Possibility and Utility in Continuous Time 0 1 1 55 0 2 12 206
Ambiguous volatility and asset pricing in continuous time 0 0 0 44 0 1 17 115
An Axiomatic Model of Non-Bayesian Updating 0 0 1 106 0 0 8 369
An Axiomatic Model of Non-Bayesian Updating 0 0 0 241 1 1 19 696
An axiomatic model of 'cold feet' 0 0 0 49 0 1 9 273
Approximate optimality and the risk/reward tradeoff in a class of bandit problems 0 0 0 2 1 2 13 21
Are Probabilities Used in Markets? 0 0 0 155 0 0 13 631
Coarse Contingencies 0 0 0 94 0 0 16 335
Coarse Contingencies 0 0 0 71 1 4 22 239
Cognitive Dissonance and Choice 1 1 3 440 3 4 17 1,431
De Finetti Meets Ellsberg 0 0 0 54 0 0 10 52
First order risk aversion and the equity premium puzzle 0 0 1 82 0 2 17 217
Hard-to-Interpret Signals 0 0 2 145 3 4 31 325
How Much Would You Pay To Resolve Long-Run Risk? 0 0 0 17 0 1 19 97
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 51 0 2 12 189
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 21 1 2 13 96
How Much Would You Pay to Resolve Long-Run Risk? 0 0 1 38 0 2 20 128
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 8 0 0 10 97
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 36 0 2 36 224
How much would you pay to resolve long-run risk? 0 0 0 0 0 3 18 181
IID: Independently and Indistinguishably Distributed 0 0 0 141 0 0 14 765
Identifying Heterogeneous Decision Rules From Choices When Menus Are Unobserved 0 0 0 2 0 1 10 26
Learning Under Ambiguity 0 0 0 350 0 3 11 1,242
Learning Under Ambiguity 0 0 0 171 1 3 17 602
Living with risk 0 0 1 226 0 1 6 704
Mutual Absolute Continuity of Multiple Priors 0 0 0 79 0 2 20 301
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 0 0 0 35 1 2 12 154
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 0 0 0 32 2 2 13 202
No Two Experiments are Identical 0 0 0 115 0 0 3 164
Non-Bayesian Updating: A Theoretical Framework 0 0 1 414 0 0 15 1,622
Non-Bayesian Updating: a Theoretical Framework 1 1 1 107 1 1 12 448
Optimal Learning and Ellsberg’s Urns 0 0 0 16 0 0 10 46
Optimal Learning under Robustness and Time-Consistency 0 0 1 66 0 2 12 78
Recursive Multiple-Priors 1 1 1 575 2 5 20 1,288
Robust Confidence Regions for Incomplete Models 0 0 0 20 2 2 16 61
Robust confidence regions for incomplete models 0 0 0 4 0 2 11 71
Robust confidence regions for incomplete models 0 0 0 1 0 0 11 17
Robust confidence regions for incomplete models 0 0 0 0 0 0 12 15
Robust confidence regions for incomplete models 0 0 1 28 0 0 16 86
SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY 0 0 0 14 0 1 11 77
Subjective Probabilities on Subjectively Unambiguous Events 0 0 0 229 0 0 10 864
Subjective Probabilities on Subjectivity Unambiguous Event 0 0 0 0 0 1 11 531
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework 0 0 0 2 4 6 23 590
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis 0 0 0 2 1 1 15 399
Supplementary Appendix for ‘Non-Bayesian Updating: A Theoretical Framework’ 0 0 0 62 0 1 7 149
The Core of Large TU Games 0 0 0 125 1 2 5 1,537
The Independence Axiom and Asset Returns 0 0 0 242 0 0 8 935
UNCERTAINTY AVERSION 0 0 0 417 0 1 14 1,258
Total Working Papers 4 6 26 8,024 32 91 918 28,431

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 0 0 8 497
'First-order' risk aversion and the equity premium puzzle 0 0 0 382 0 1 20 783
A Definition of Uncertainty Aversion 0 0 0 685 0 2 22 2,056
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 2 13 111
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 0 0 0 103 0 0 12 392
A Revelation Principle for Competing Mechanisms 0 0 0 140 0 0 13 376
A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment 0 0 0 71 2 2 6 212
A central limit theorem for sets of probability measures 0 1 1 2 1 3 15 23
A central limit theorem, loss aversion and multi-armed bandits 0 0 1 4 1 1 18 37
A correspondence theorem between expected utility and smooth utility 0 0 0 37 0 0 9 103
A simple dynamic general equilibrium model 0 0 0 309 0 0 12 539
A two-person dynamic equilibrium under ambiguity 0 0 0 183 0 1 22 618
A unifying approach to axiomatic non-expected utility theories 0 0 0 116 1 1 9 234
Ambiguity and Asset Markets 0 0 1 148 1 3 46 573
Ambiguity, Information Quality, and Asset Pricing 0 1 17 431 3 9 84 1,195
Ambiguity, Risk, and Asset Returns in Continuous Time 0 0 0 343 2 2 18 1,054
Ambiguous Correlation 0 0 2 19 1 2 25 130
Ambiguous Volatility and Asset Pricing in Continuous Time 0 0 0 66 0 0 14 249
Ambiguous volatility, possibility and utility in continuous time 0 0 1 21 0 1 16 107
An Axiomatic Model of Non-Bayesian Updating 0 0 0 94 0 1 25 369
Approximate optimality and the risk/reward tradeoff given repeated gambles 0 0 0 1 0 1 18 21
Are Probabilities Used in Markets ? 0 0 0 37 0 0 10 130
Asset Pricing with Stochastic Differential Utility 0 1 1 420 1 2 18 974
Capital Asset Prices and the Temporal Resolution of Uncertainty 1 1 2 36 1 1 14 118
Coarse contingencies and ambiguity 0 0 0 43 0 1 13 197
Cold feet 0 0 1 39 1 1 13 265
Comparative dynamics in the adjustment-cost model of the firm 0 0 0 30 0 1 7 82
De Finetti meets Ellsberg 0 0 1 12 0 1 14 64
Decision Making and the Temporal Resolution of Uncertainty 0 1 3 258 0 1 10 692
Decreasing Risk Aversion and Mean-Variance Analysis 0 0 1 222 0 1 12 613
Decreasing absolute risk aversion and utility indices derived from cake-eating problems 0 1 1 35 0 1 5 143
Duality Theory and Functional Forms for Dynamic Factor Demands 0 0 1 105 0 0 9 274
Dynamically Consistent Beliefs Must Be Bayesian 0 1 1 274 0 1 15 545
Endogenous capital utilization in a short-run production model: Theory and an empiral application 0 0 1 95 0 0 10 280
Exchangeable capacities, parameters and incomplete theories 0 0 0 16 0 0 10 87
Generalized Duality and Integrability 0 0 0 44 0 0 7 188
Habits and Time Preference 0 0 0 155 0 1 11 442
Hard-to-Interpret Signals 0 0 4 10 0 2 25 40
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 88 1 2 17 428
IID: independently and indistinguishably distributed 0 0 0 90 0 1 12 330
Implicitly additive utility and the nature of optimal economic growth 0 0 0 29 0 0 9 76
Increasing Generalized Correlation: A Definition and Some Economic Consequences 0 0 0 90 1 1 9 761
Integrability of Incomplete Systems of Demand Functions 0 0 0 48 0 0 10 167
Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism 0 0 0 33 0 0 15 116
Intertemporal Asset Pricing Under Knightian Uncertainty 0 0 0 747 1 3 21 1,933
Intertemporal price indices for the firm 0 0 0 4 0 0 4 42
Learning Under Ambiguity 0 1 1 177 3 6 23 603
Least convex capacities 0 0 0 80 0 1 12 440
Living with Risk 0 0 0 92 0 2 14 398
Mixture Symmetry and Quadratic Utility 1 1 2 183 1 3 22 1,014
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 0 0 15 131
Non-Bayesian Learning 0 0 2 74 0 3 11 304
Non-Bayesian updating: A theoretical framework 0 0 0 93 0 0 14 309
Non-parametric hypothesis testing procedures and applications to demand analysis 0 0 1 112 0 0 8 465
Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour 0 0 0 122 0 0 6 259
On the recoverability of intertemporal preferences 0 0 0 12 0 0 6 47
Optimal Learning Under Robustness and Time-Consistency 0 0 0 1 0 0 14 20
Preference, Rationalizability and Equilibrium 0 0 0 73 0 1 5 165
Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty 0 0 0 19 0 0 2 116
Quadratic Social Welfare Functions 0 0 1 192 0 3 17 718
Recursive multiple-priors 1 1 3 435 6 9 42 1,044
Risk aversion and asset prices 0 0 1 234 0 0 12 372
Robust Confidence Regions for Incomplete Models 0 0 0 6 1 1 9 92
Sharing Ambiguity 0 0 0 142 0 2 12 388
Some Economic Effects of Immigration: A General Equilibrium Analysis 0 0 0 23 0 0 11 1,104
Stationary cardinal utility and optimal growth under uncertainty 0 0 0 302 1 2 19 583
Stochastic Differential Utility 1 2 5 752 1 4 25 1,614
Subjective Probabilities on Subjectively Unambiguous Events 0 0 0 0 0 0 11 672
Subjective states: A more robust model 0 0 0 22 0 0 14 114
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 0 2 5 2,115 2 11 196 4,830
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis 3 6 19 1,416 7 18 71 3,385
Symmetry of evidence without evidence of symmetry 0 0 0 13 0 1 25 121
Symmetry or Dynamic Consistency? 0 0 0 38 0 0 4 119
The Core of Large Differentiable TU Games 0 0 0 18 0 0 13 92
The Global Stability of Efficient Intertemporal Allocations 0 0 0 70 0 1 9 256
The Law of Large Numbers and the Attractiveness of Compound Gambles 0 0 0 0 0 0 9 282
The Le Chatelier Principle in optimal control problems 0 0 1 101 0 0 10 355
The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing 0 0 0 173 0 0 12 657
The Projective Independence Axiom 0 0 0 0 0 1 10 428
The Rate of Time Preference and Dynamic Economic Analysis 0 0 1 296 1 2 14 692
The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty 0 0 0 203 0 0 8 574
The Unimportance of the Intransitivity of Separable Preferences 0 0 0 34 0 0 5 309
The empirical determination of technology and expectations: A simplified procedure 0 0 0 44 0 1 8 133
The independence axiom and asset returns 0 0 0 167 0 3 19 456
Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes 0 0 3 158 0 0 8 306
Total Journal Articles 7 20 85 14,428 42 128 1,486 43,166
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 0 1 19 127
Total Chapters 0 0 0 23 0 1 23 136

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Statistics updated 2026-10-11