Access Statistics for Larry Epstein

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Correspondence Theorem Between Expected Utility and Smooth Utility 0 0 0 1 0 0 5 8
A REVELATION PRINCIPLE FOR COMPETING MECHANISMS 1 2 3 281 3 7 23 1,049
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 0 0 0 104 1 2 6 545
A Two-Person Dynamic Equilibrium under Ambiguity 0 0 1 325 1 2 10 1,284
Ambiguity and Asset Markets 1 1 12 202 6 7 34 490
Ambiguity, Information Quality and Asset Pricing 0 0 2 249 4 6 19 670
Ambiguity, Information Quality and Asset Pricing 0 0 1 254 5 8 28 696
Ambiguity, risk and asset returns in continuous time 0 2 15 1,114 0 6 30 2,487
Ambiguous Correlation 0 0 0 56 2 5 18 95
Ambiguous Correlation 1 1 2 48 1 4 21 46
Ambiguous Volatility and Asset Pricing in Continuous Time 1 1 2 98 1 2 9 161
Ambiguous Volatility, Possibility and Utility in Continuous Time 0 0 0 51 2 2 7 183
Ambiguous volatility and asset pricing in continuous time 0 0 2 36 0 0 5 79
An Axiomatic Model of Non-Bayesian Updating 0 0 3 105 1 3 15 349
An Axiomatic Model of Non-Bayesian Updating 0 1 1 238 0 2 5 666
An axiomatic model of 'cold feet' 0 0 0 46 0 2 5 241
Are Probabilities Used in Markets? 0 1 1 151 1 3 5 609
Coarse Contingencies 0 1 2 69 0 1 4 211
Coarse Contingencies 0 0 1 92 1 3 10 302
Cognitive Dissonance and Choice 1 1 3 430 1 4 13 1,387
De Finetti Meets Ellsberg 0 0 0 52 1 1 4 37
First order risk aversion and the equity premium puzzle 0 0 2 75 2 6 20 187
Hard-to-Interpret Signals 1 4 31 84 3 13 80 120
How Much Would You Pay To Resolve Long-Run Risk? 0 1 2 16 0 3 11 67
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 20 0 2 8 69
How Much Would You Pay to Resolve Long-Run Risk? 0 0 2 35 0 1 12 81
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 34 0 1 8 82
How Much Would You Pay to Resolve Long-Run Risk? 0 0 1 50 0 1 18 156
How Much Would You Pay to Resolve Long-Run Risk? 0 0 2 6 1 7 19 58
How much would you pay to resolve long-run risk? 0 0 0 0 0 3 16 133
IID: Independently and Indistinguishably Distributed 0 0 2 140 1 2 13 734
Learning Under Ambiguity 0 0 0 349 5 10 22 1,181
Learning Under Ambiguity 0 0 2 166 4 6 20 501
Living with risk 0 0 0 224 0 1 5 682
Mutual Absolute Continuity of Multiple Priors 0 0 2 77 3 5 21 267
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 0 0 0 35 1 1 3 134
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 0 0 0 32 1 2 8 180
No Two Experiments are Identical 0 0 1 109 0 0 13 141
Non-Bayesian Updating: A Theoretical Framework 0 1 1 411 2 6 10 1,594
Non-Bayesian Updating: a Theoretical Framework 0 0 0 106 2 3 4 422
Optimal Learning and Ellsberg’s Urns 1 1 2 14 1 4 12 20
Optimal Learning under Robustness and Time-Consistency 0 1 3 54 3 4 17 47
Recursive Multiple-Priors 0 0 5 570 1 3 17 1,240
Robust Confidence Regions for Incomplete Models 0 0 0 18 3 4 9 36
Robust confidence regions for incomplete models 0 0 0 4 3 5 11 45
Robust confidence regions for incomplete models 0 0 1 27 3 4 12 61
SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY 0 0 0 14 1 1 3 62
Subjective Probabilities on Subjectively Unambiguous Events 0 0 0 227 1 2 8 838
Subjective Probabilities on Subjectivity Unambiguous Event 0 0 0 0 1 2 5 512
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework 0 0 0 2 5 6 18 505
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis 0 0 0 2 4 6 22 329
Supplementary Appendix for ‘Non-Bayesian Updating: A Theoretical Framework’ 0 0 0 61 0 1 3 134
The Core of Large TU Games 0 0 1 125 0 2 6 1,527
The Independence Axiom and Asset Returns 0 0 1 242 0 0 8 917
UNCERTAINTY AVERSION 0 0 2 413 3 5 12 1,218
Total Working Papers 7 19 114 7,744 85 192 750 25,875

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 0 167 0 0 3 467
'First-order' risk aversion and the equity premium puzzle 0 0 2 354 2 8 24 686
A Definition of Uncertainty Aversion 2 2 6 673 3 4 18 1,985
A Disaggregate Analysis of Consumer Choice under Uncertainty 0 0 0 90 1 1 4 365
A Paradox for the “Smooth Ambiguity” Model of Preference 0 0 0 0 1 2 12 88
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 0 0 0 101 0 1 8 369
A Revelation Principle for Competing Mechanisms 0 0 3 123 3 6 19 302
A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment 0 0 1 68 1 1 2 197
A correspondence theorem between expected utility and smooth utility 0 0 0 34 0 0 4 81
A simple dynamic general equilibrium model 1 1 2 301 1 1 9 502
A two-person dynamic equilibrium under ambiguity 3 5 10 162 4 10 27 545
A unifying approach to axiomatic non-expected utility theories 0 0 0 114 0 1 5 213
Ambiguity and Asset Markets 0 0 7 125 0 3 21 436
Ambiguity, Information Quality, and Asset Pricing 1 6 17 369 4 15 50 938
Ambiguity, Risk, and Asset Returns in Continuous Time 0 0 2 343 1 4 21 965
Ambiguous Correlation 0 0 0 0 4 10 28 28
Ambiguous Volatility and Asset Pricing in Continuous Time 0 0 1 54 2 3 13 186
Ambiguous volatility, possibility and utility in continuous time 0 0 2 17 0 1 7 54
An Axiomatic Model of Non-Bayesian Updating 0 1 1 91 1 2 6 317
Are Probabilities Used in Markets ? 0 1 1 33 0 1 2 105
Asset Pricing with Stochastic Differential Utility 0 2 5 383 0 4 19 876
Capital Asset Prices and the Temporal Resolution of Uncertainty 0 0 0 31 0 0 3 86
Coarse contingencies and ambiguity 0 2 2 41 1 3 3 168
Cold feet 0 0 4 34 0 1 9 228
Comparative dynamics in the adjustment-cost model of the firm 0 0 0 29 0 1 3 70
De Finetti meets Ellsberg 0 0 0 11 0 0 7 46
Decision Making and the Temporal Resolution of Uncertainty 0 1 5 245 1 2 10 649
Decreasing Risk Aversion and Mean-Variance Analysis 0 0 0 216 0 0 5 580
Decreasing absolute risk aversion and utility indices derived from cake-eating problems 0 1 1 33 0 3 6 130
Duality Theory and Functional Forms for Dynamic Factor Demands 0 0 1 100 0 0 3 254
Dynamically Consistent Beliefs Must Be Bayesian 0 0 2 265 0 0 8 500
Endogenous capital utilization in a short-run production model: Theory and an empiral application 0 0 4 86 0 1 9 243
Exchangeable capacities, parameters and incomplete theories 0 0 0 7 0 1 5 49
Generalized Duality and Integrability 0 0 0 43 1 1 3 177
Habits and Time Preference 0 0 2 148 0 1 3 410
How Much Would You Pay to Resolve Long-Run Risk? 0 0 4 74 0 4 32 337
IID: independently and indistinguishably distributed 0 0 0 77 0 3 11 288
Implicitly additive utility and the nature of optimal economic growth 0 0 1 27 0 0 4 53
Increasing Generalized Correlation: A Definition and Some Economic Consequences 0 0 1 83 1 1 11 727
Integrability of Incomplete Systems of Demand Functions 0 0 0 48 0 1 4 147
Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism 0 0 0 32 0 0 1 93
Intertemporal Asset Pricing Under Knightian Uncertainty 0 4 27 707 6 14 68 1,738
Intertemporal price indices for the firm 0 0 0 4 1 1 7 35
Learning Under Ambiguity 0 1 3 168 5 9 29 469
Least convex capacities 0 0 0 80 0 0 1 422
Living with Risk 0 0 0 84 1 1 3 345
Mixture Symmetry and Quadratic Utility 1 1 1 179 2 3 6 965
Multivariate Risk Independence and Functional Forms for Preferences and Technologies 0 0 0 23 1 1 6 136
Mutual absolute continuity of multiple priors 0 0 0 32 2 2 10 109
Non-Bayesian Learning 0 1 4 56 4 7 41 239
Non-Bayesian updating: A theoretical framework 0 1 1 83 1 2 9 270
Non-parametric hypothesis testing procedures and applications to demand analysis 0 0 1 104 0 2 8 437
Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour 0 0 1 113 0 0 5 233
On the recoverability of intertemporal preferences 0 0 0 11 1 1 3 40
Preference, Rationalizability and Equilibrium 0 0 0 71 0 0 3 147
Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty 0 0 0 19 0 0 5 105
Quadratic Social Welfare Functions 1 1 5 177 2 2 17 650
Recursive multiple-priors 1 3 26 387 5 11 63 866
Risk aversion and asset prices 0 0 0 224 0 3 6 340
Robust Confidence Regions for Incomplete Models 0 0 0 4 2 3 13 58
Sharing Ambiguity 0 0 0 140 0 1 5 363
Some Economic Effects of Immigration: A General Equilibrium Analysis 0 0 1 18 0 0 3 1,079
Stationary cardinal utility and optimal growth under uncertainty 0 0 2 294 0 0 5 532
Stochastic Differential Utility 0 0 5 714 0 4 23 1,497
Subjective Probabilities on Subjectively Unambiguous Events 0 0 0 0 1 3 10 639
Subjective states: A more robust model 0 0 0 16 0 0 1 80
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 6 10 28 2,042 15 35 129 4,313
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis 2 3 35 1,262 4 18 104 2,986
Symmetry of evidence without evidence of symmetry 0 0 0 13 2 2 7 88
Symmetry or Dynamic Consistency? 0 1 2 33 2 6 11 101
The Core of Large Differentiable TU Games 0 0 0 17 1 2 6 71
The Global Stability of Efficient Intertemporal Allocations 0 0 0 66 0 0 2 226
The Law of Large Numbers and the Attractiveness of Compound Gambles 0 0 0 0 0 0 6 258
The Le Chatelier Principle in optimal control problems 0 0 0 94 0 0 1 332
The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing 0 0 0 170 0 0 8 625
The Projective Independence Axiom 0 0 0 0 0 2 3 403
The Rate of Time Preference and Dynamic Economic Analysis 0 1 9 268 3 7 27 602
The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty 0 0 4 199 0 0 24 538
The Unimportance of the Intransitivity of Separable Preferences 0 0 0 34 0 0 2 298
The empirical determination of technology and expectations: A simplified procedure 0 0 0 43 1 1 4 119
The independence axiom and asset returns 0 0 0 165 1 1 6 417
Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes 0 1 6 141 1 3 14 265
Total Journal Articles 18 50 248 13,487 96 248 1,146 38,376

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Statistics updated 2020-09-04