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 0 14 58
A Correspondence Theorem Between Expected Utility and Smooth Utility 0 0 0 3 1 1 11 24
A REVELATION PRINCIPLE FOR COMPETING MECHANISMS 0 0 0 289 1 1 13 1,105
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 0 0 0 108 0 1 14 573
A Two-Person Dynamic Equilibrium under Ambiguity 0 0 1 327 1 2 20 1,316
Ambiguity and Asset Markets 0 0 3 214 1 3 41 592
Ambiguity, Information Quality and Asset Pricing 0 0 1 253 0 2 15 762
Ambiguity, Information Quality and Asset Pricing 0 0 2 263 1 1 35 801
Ambiguity, risk and asset returns in continuous time 0 0 1 1,133 0 0 24 2,607
Ambiguous Correlation 1 1 1 54 2 3 18 103
Ambiguous Correlation 0 0 1 59 1 1 13 137
Ambiguous Volatility and Asset Pricing in Continuous Time 0 0 0 100 0 0 18 192
Ambiguous Volatility, Possibility and Utility in Continuous Time 0 1 1 55 1 3 13 206
Ambiguous volatility and asset pricing in continuous time 0 0 0 44 1 2 18 115
An Axiomatic Model of Non-Bayesian Updating 0 0 0 241 0 2 18 695
An Axiomatic Model of Non-Bayesian Updating 0 0 1 106 0 0 8 369
An axiomatic model of 'cold feet' 0 0 0 49 1 1 9 273
Approximate optimality and the risk/reward tradeoff in a class of bandit problems 0 0 0 2 0 1 12 20
Are Probabilities Used in Markets? 0 0 0 155 0 0 13 631
Coarse Contingencies 0 0 0 71 3 3 21 238
Coarse Contingencies 0 0 0 94 0 2 16 335
Cognitive Dissonance and Choice 0 0 2 439 0 1 14 1,428
De Finetti Meets Ellsberg 0 0 0 54 0 1 10 52
First order risk aversion and the equity premium puzzle 0 0 1 82 2 3 17 217
Hard-to-Interpret Signals 0 0 2 145 1 1 28 322
How Much Would You Pay To Resolve Long-Run Risk? 0 0 0 17 1 1 19 97
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 51 0 3 12 189
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 8 0 1 10 97
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 36 2 3 37 224
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 21 1 1 12 95
How Much Would You Pay to Resolve Long-Run Risk? 0 0 1 38 2 2 20 128
How much would you pay to resolve long-run risk? 0 0 0 0 2 3 19 181
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 0 171 1 3 16 601
Learning Under Ambiguity 0 0 0 350 2 3 11 1,242
Living with risk 0 0 1 226 1 1 6 704
Mutual Absolute Continuity of Multiple Priors 0 0 0 79 1 2 21 301
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 0 0 0 35 0 1 11 153
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 0 0 0 32 0 0 11 200
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 0 0 0 106 0 0 11 447
Optimal Learning and Ellsberg’s Urns 0 0 0 16 0 0 11 46
Optimal Learning under Robustness and Time-Consistency 0 0 1 66 2 3 12 78
Recursive Multiple-Priors 0 0 0 574 2 3 19 1,286
Robust Confidence Regions for Incomplete Models 0 0 0 20 0 0 14 59
Robust confidence regions for incomplete models 0 0 0 0 0 0 12 15
Robust confidence regions for incomplete models 0 0 0 1 0 0 12 17
Robust confidence regions for incomplete models 0 0 0 4 2 3 12 71
Robust confidence regions for incomplete models 0 1 1 28 0 1 16 86
SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY 0 0 0 14 1 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 1 1 11 531
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework 0 0 0 2 2 7 20 586
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis 0 0 0 2 0 0 15 398
Supplementary Appendix for ‘Non-Bayesian Updating: A Theoretical Framework’ 0 0 0 62 1 1 7 149
The Core of Large TU Games 0 0 0 125 1 1 5 1,536
The Independence Axiom and Asset Returns 0 0 0 242 0 0 8 935
UNCERTAINTY AVERSION 0 0 0 417 1 3 14 1,258
Total Working Papers 1 3 22 8,020 43 84 900 28,399

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 1 3 20 783
A Definition of Uncertainty Aversion 0 0 1 685 0 3 23 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 1 12 110
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 0 0 0 103 0 1 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 0 0 5 210
A central limit theorem for sets of probability measures 0 1 1 2 0 2 14 22
A central limit theorem, loss aversion and multi-armed bandits 0 0 1 4 0 0 20 36
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 0 0 8 233
Ambiguity and Asset Markets 0 0 1 148 2 2 45 572
Ambiguity, Information Quality, and Asset Pricing 1 2 17 431 2 11 84 1,192
Ambiguity, Risk, and Asset Returns in Continuous Time 0 0 0 343 0 1 16 1,052
Ambiguous Correlation 0 0 2 19 1 2 24 129
Ambiguous Volatility and Asset Pricing in Continuous Time 0 0 0 66 0 1 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 1 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 1 12 130
Asset Pricing with Stochastic Differential Utility 0 1 1 420 0 1 17 973
Capital Asset Prices and the Temporal Resolution of Uncertainty 0 0 1 35 0 0 13 117
Coarse contingencies and ambiguity 0 0 0 43 0 1 13 197
Cold feet 0 0 1 39 0 2 13 264
Comparative dynamics in the adjustment-cost model of the firm 0 0 0 30 1 1 7 82
De Finetti meets Ellsberg 0 0 1 12 1 1 14 64
Decision Making and the Temporal Resolution of Uncertainty 1 1 3 258 1 1 10 692
Decreasing Risk Aversion and Mean-Variance Analysis 0 0 1 222 1 2 13 613
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 1 1 1 274 1 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 1 11 87
Generalized Duality and Integrability 0 0 0 44 0 0 7 188
Habits and Time Preference 0 0 0 155 0 7 11 442
Hard-to-Interpret Signals 0 0 4 10 1 3 25 40
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 88 1 1 16 427
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 0 2 8 760
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 1 747 1 2 21 1,932
Intertemporal price indices for the firm 0 0 0 4 0 0 4 42
Learning Under Ambiguity 1 1 1 177 3 3 23 600
Least convex capacities 0 0 0 80 0 1 13 440
Living with Risk 0 0 0 92 2 3 14 398
Mixture Symmetry and Quadratic Utility 0 0 1 182 0 3 21 1,013
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 18 131
Non-Bayesian Learning 0 0 2 74 1 4 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 2 192 1 3 18 718
Recursive multiple-priors 0 0 2 434 0 5 37 1,038
Risk aversion and asset prices 0 0 1 234 0 0 12 372
Robust Confidence Regions for Incomplete Models 0 0 0 6 0 0 8 91
Sharing Ambiguity 0 0 0 142 1 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 0 2 19 582
Stochastic Differential Utility 1 1 4 751 2 4 25 1,613
Subjective Probabilities on Subjectively Unambiguous Events 0 0 0 0 0 0 12 672
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 1 2 6 2,115 6 12 196 4,828
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis 2 5 17 1,413 6 18 69 3,378
Symmetry of evidence without evidence of symmetry 0 0 0 13 1 1 25 121
Symmetry or Dynamic Consistency? 0 0 0 38 0 0 5 119
The Core of Large Differentiable TU Games 0 0 0 18 0 0 14 92
The Global Stability of Efficient Intertemporal Allocations 0 0 0 70 0 1 10 256
The Law of Large Numbers and the Attractiveness of Compound Gambles 0 0 0 0 0 1 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 1 173 0 0 13 657
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 13 691
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 2 3 19 456
Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes 0 0 3 158 0 0 8 306
Total Journal Articles 8 16 84 14,421 42 131 1,481 43,124
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 3 20 127
Total Chapters 0 0 0 23 0 3 24 136

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Statistics updated 2026-09-10