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 0 0 0 276 0 3 8 1,023
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 0 0 2 103 0 1 3 533
A Two-Person Dynamic Equilibrium under Ambiguity 0 0 2 321 0 1 13 1,261
Ambiguity and Asset Markets 0 2 9 181 3 8 28 435
Ambiguity, Information Quality and Asset Pricing 0 2 8 245 0 5 19 637
Ambiguity, Information Quality and Asset Pricing 0 2 11 250 0 4 23 656
Ambiguity, risk and asset returns in continuous time 1 1 29 1,075 3 5 47 2,409
Ambiguous Correlation 0 1 13 51 0 5 29 50
Ambiguous Correlation 0 1 43 43 0 2 10 10
Ambiguous Volatility and Asset Pricing in Continuous Time 0 0 8 95 0 2 12 149
Ambiguous Volatility, Possibility and Utility in Continuous Time 0 0 1 51 0 3 11 173
Ambiguous volatility and asset pricing in continuous time 0 0 3 34 0 1 9 71
An Axiomatic Model of Non-Bayesian Updating 0 0 2 237 0 2 7 658
An Axiomatic Model of Non-Bayesian Updating 0 1 1 100 0 4 11 319
An axiomatic model of 'cold feet' 0 0 0 46 1 3 4 234
Are Probabilities Used in Markets? 0 0 0 150 0 1 3 603
Coarse Contingencies 0 0 0 91 0 1 1 288
Coarse Contingencies 0 0 1 67 0 0 3 202
Cognitive Dissonance and Choice 1 1 3 426 1 3 9 1,363
De Finetti Meets Ellsberg 0 1 1 52 0 1 4 33
First order risk aversion and the equity premium puzzle 0 0 4 70 0 0 18 159
How Much Would You Pay To Resolve Long-Run Risk? 0 0 1 12 1 1 5 49
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 20 3 3 10 53
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 49 3 7 17 120
How Much Would You Pay to Resolve Long-Run Risk? 0 0 1 33 1 2 6 67
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 3 1 4 8 34
How Much Would You Pay to Resolve Long-Run Risk? 1 1 2 33 3 5 7 56
How much would you pay to resolve long-run risk? 0 0 0 0 3 4 24 98
IID: Independently and Indistinguishably Distributed 0 0 0 136 0 1 2 713
Learning Under Ambiguity 0 0 1 348 1 2 10 1,148
Learning Under Ambiguity 0 0 2 164 1 2 7 472
Living with risk 0 0 3 224 1 3 6 673
Mutual Absolute Continuity of Multiple Priors 0 0 0 75 0 0 3 242
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 0 0 0 32 0 0 0 168
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 0 0 0 35 0 0 0 128
No Two Experiments are Identical 0 0 4 107 2 5 15 111
Non-Bayesian Updating: A Theoretical Framework 0 0 2 410 1 3 7 1,572
Non-Bayesian Updating: a Theoretical Framework 0 0 0 106 0 2 3 410
Optimal Learning and Ellsberg's Urns 0 2 45 45 1 3 19 19
Recursive Multiple-Priors 1 2 2 560 3 7 14 1,205
Robust Confidence Regions for Incomplete Models 0 0 2 17 0 2 7 19
Robust confidence regions for incomplete models 0 1 2 26 0 1 6 44
Robust confidence regions for incomplete models 0 0 0 3 0 0 3 22
SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY 0 0 0 14 0 3 3 56
Subjective Probabilities on Subjectively Unambiguous Events 0 0 1 226 0 1 8 818
Subjective Probabilities on Subjectivity Unambiguous Event 0 0 0 0 0 2 2 504
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework 0 0 0 2 1 2 10 470
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis 0 0 0 2 1 1 20 298
Supplementary Appendix for ‘Non-Bayesian Updating: A Theoretical Framework’ 0 0 0 61 0 0 2 128
The Core of Large TU Games 0 0 1 124 0 1 5 1,516
The Independence Axiom and Asset Returns 0 0 0 241 0 0 2 907
UNCERTAINTY AVERSION 0 0 2 411 1 3 8 1,205
Total Working Papers 4 18 212 7,483 36 125 511 24,591


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 1 1 164 0 6 9 455
'First-order' risk aversion and the equity premium puzzle 0 0 6 347 0 3 24 647
A Definition of Uncertainty Aversion 0 1 4 657 2 11 23 1,941
A Disaggregate Analysis of Consumer Choice under Uncertainty 0 0 1 90 0 1 5 360
A Paradox for the “Smooth Ambiguity” Model of Preference 0 0 0 0 0 3 6 74
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 0 0 0 101 0 1 2 360
A Revelation Principle for Competing Mechanisms 0 0 1 113 0 1 7 270
A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment 0 1 2 67 0 1 2 192
A correspondence theorem between expected utility and smooth utility 0 0 0 34 0 0 1 77
A simple dynamic general equilibrium model 0 0 3 299 0 0 6 489
A two-person dynamic equilibrium under ambiguity 0 0 1 148 1 2 7 507
A unifying approach to axiomatic non-expected utility theories 0 0 0 114 0 1 3 205
Aggregating Quasi-Fixed Factors 0 0 0 0 0 0 0 97
Ambiguity and Asset Markets 0 1 5 113 1 7 20 393
Ambiguity, Information Quality, and Asset Pricing 2 6 23 336 9 17 57 829
Ambiguity, Risk, and Asset Returns in Continuous Time 0 1 7 332 0 2 36 913
Ambiguous Volatility and Asset Pricing in Continuous Time 0 2 4 52 0 4 9 167
Ambiguous volatility, possibility and utility in continuous time 0 2 3 12 0 3 6 41
An Axiomatic Model of Non-Bayesian Updating 0 0 1 88 0 3 8 300
Are Probabilities Used in Markets ? 0 0 0 32 0 0 0 103
Asset Pricing with Stochastic Differential Utility 2 4 5 376 4 7 16 847
Capital Asset Prices and the Temporal Resolution of Uncertainty 0 0 0 31 0 0 0 83
Coarse contingencies and ambiguity 0 0 0 38 0 0 1 164
Cold feet 0 0 0 29 0 0 3 217
Comparative dynamics in the adjustment-cost model of the firm 0 0 0 29 0 0 0 66
De Finetti meets Ellsberg 0 0 1 11 1 4 7 37
Decision Making and the Temporal Resolution of Uncertainty 1 1 1 233 2 3 5 626
Decreasing Risk Aversion and Mean-Variance Analysis 0 0 2 216 0 0 3 572
Decreasing absolute risk aversion and utility indices derived from cake-eating problems 0 0 1 32 0 0 2 123
Duality Theory and Functional Forms for Dynamic Factor Demands 0 0 1 98 1 2 8 248
Dynamically Consistent Beliefs Must Be Bayesian 1 5 8 263 1 6 11 488
Endogenous capital utilization in a short-run production model: Theory and an empiral application 0 0 2 79 0 1 6 220
Exchangeable capacities, parameters and incomplete theories 0 0 0 7 0 1 6 41
Generalized Duality and Integrability 0 0 0 41 0 0 0 170
Habits and Time Preference 0 1 2 145 0 3 8 402
How Much Would You Pay to Resolve Long-Run Risk? 3 3 6 68 5 11 23 268
IID: independently and indistinguishably distributed 0 0 3 76 0 0 4 269
Implicitly additive utility and the nature of optimal economic growth 0 0 0 26 0 0 0 48
Increasing Generalized Correlation: A Definition and Some Economic Consequences 0 0 1 81 0 0 3 700
Integrability of Incomplete Systems of Demand Functions 0 0 0 47 1 2 3 139
Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism 0 0 1 32 0 0 2 90
Intertemporal Asset Pricing Under Knightian Uncertainty 1 2 9 661 3 9 36 1,620
Intertemporal price indices for the firm 0 0 0 3 0 0 0 24
Learning Under Ambiguity 1 1 5 162 2 3 11 420
Least convex capacities 0 0 0 80 0 0 1 417
Living with Risk 0 0 3 84 0 3 13 333
Mixture Symmetry and Quadratic Utility 0 0 0 178 2 4 7 954
Multivariate Risk Independence and Functional Forms for Preferences and Technologies 0 0 1 23 0 0 2 127
Mutual absolute continuity of multiple priors 0 0 1 32 0 0 1 95
Non-Bayesian Learning 0 0 3 48 0 4 16 173
Non-Bayesian updating: A theoretical framework 0 0 1 82 0 0 4 251
Non-parametric hypothesis testing procedures and applications to demand analysis 0 1 2 101 0 2 7 420
Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour 0 2 2 109 0 2 4 221
On the recoverability of intertemporal preferences 0 0 0 11 0 0 1 37
Preference, Rationalizability and Equilibrium 0 0 1 71 1 1 4 140
Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty 0 0 0 19 1 3 5 100
Quadratic Social Welfare Functions 0 0 1 169 1 3 6 624
Recursive multiple-priors 0 2 12 335 3 11 37 741
Risk aversion and asset prices 0 0 2 222 0 1 6 325
Robust Confidence Regions for Incomplete Models 0 0 3 4 0 7 17 31
Sharing Ambiguity 0 0 0 139 0 1 4 353
Some Economic Effects of Immigration: A General Equilibrium Analysis 1 2 2 17 1 3 3 1,075
Stationary cardinal utility and optimal growth under uncertainty 1 1 2 292 1 6 10 521
Stochastic Differential Utility 0 3 16 702 1 10 34 1,452
Subjective Probabilities on Subjectively Unambiguous Events 0 0 0 0 0 3 6 625
Subjective states: A more robust model 0 0 0 15 0 0 1 73
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 2 13 48 1,976 7 38 140 4,048
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis 4 11 26 1,214 6 20 58 2,825
Symmetry of evidence without evidence of symmetry 0 0 0 13 0 3 5 79
Symmetry or Dynamic Consistency? 0 2 2 30 1 6 7 85
The Core of Large Differentiable TU Games 1 1 1 17 1 1 2 60
The Global Stability of Efficient Intertemporal Allocations 0 0 0 65 0 0 1 220
The Law of Large Numbers and the Attractiveness of Compound Gambles 0 0 0 0 1 1 2 249
The Le Chatelier Principle in optimal control problems 0 0 1 91 0 0 2 327
The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing 0 1 1 169 0 2 6 614
The Projective Independence Axiom 0 0 0 0 1 1 1 398
The Rate of Time Preference and Dynamic Economic Analysis 0 0 3 244 0 2 7 553
The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty 0 0 0 192 0 1 18 474
The Unimportance of the Intransitivity of Separable Preferences 0 0 0 34 0 0 0 289
The empirical determination of technology and expectations: A simplified procedure 0 0 0 43 0 1 1 113
The independence axiom and asset returns 0 0 0 163 0 0 2 408
Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes 0 1 4 128 1 4 11 235
Total Journal Articles 20 72 248 12,995 62 262 841 36,367


Statistics updated 2018-06-06