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 1 36 0 1 5 42
A Correspondence Theorem Between Expected Utility and Smooth Utility 0 0 0 3 0 0 0 13
A REVELATION PRINCIPLE FOR COMPETING MECHANISMS 0 0 0 289 0 0 1 1,090
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 0 1 1 108 0 1 2 559
A Two-Person Dynamic Equilibrium under Ambiguity 0 0 0 326 0 1 1 1,296
Ambiguity and Asset Markets 0 0 2 211 6 6 21 549
Ambiguity, Information Quality and Asset Pricing 0 0 1 252 0 0 1 746
Ambiguity, Information Quality and Asset Pricing 0 0 0 261 0 1 2 765
Ambiguity, risk and asset returns in continuous time 0 0 3 1,132 1 2 10 2,581
Ambiguous Correlation 0 0 1 53 0 0 3 82
Ambiguous Correlation 0 0 0 58 0 0 2 124
Ambiguous Volatility and Asset Pricing in Continuous Time 0 0 0 100 0 1 4 173
Ambiguous Volatility, Possibility and Utility in Continuous Time 0 0 0 54 0 1 3 192
Ambiguous volatility and asset pricing in continuous time 0 0 1 44 0 1 4 96
An Axiomatic Model of Non-Bayesian Updating 0 0 0 105 0 0 1 359
An Axiomatic Model of Non-Bayesian Updating 0 0 1 241 1 2 5 677
An axiomatic model of 'cold feet' 0 0 0 49 0 1 2 262
Approximate optimality and the risk/reward tradeoff in a class of bandit problems 1 2 2 2 1 2 3 7
Are Probabilities Used in Markets? 0 0 0 155 0 0 0 618
Coarse Contingencies 0 0 1 71 0 0 1 217
Coarse Contingencies 0 0 2 94 0 0 7 319
Cognitive Dissonance and Choice 0 0 1 437 0 1 4 1,412
De Finetti Meets Ellsberg 0 0 0 54 0 1 1 42
First order risk aversion and the equity premium puzzle 0 1 1 81 0 1 1 199
Hard-to-Interpret Signals 1 1 2 143 1 2 9 293
How Much Would You Pay To Resolve Long-Run Risk? 0 1 1 17 0 1 2 78
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 36 0 0 0 186
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 8 0 0 3 86
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 37 0 0 3 106
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 51 1 2 2 177
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 21 1 3 5 82
How much would you pay to resolve long-run risk? 0 0 0 0 0 1 1 161
IID: Independently and Indistinguishably Distributed 0 0 0 141 0 0 2 750
Identifying Heterogeneous Decision Rules From Choices When Menus Are Unobserved 0 0 1 2 1 3 13 14
Learning Under Ambiguity 0 0 0 350 0 0 3 1,231
Learning Under Ambiguity 0 1 1 171 0 1 2 585
Living with risk 0 0 0 225 0 1 1 698
Mutual Absolute Continuity of Multiple Priors 0 0 0 79 0 1 2 280
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 0 0 0 35 0 1 2 142
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 0 0 0 32 1 1 1 189
No Two Experiments are Identical 0 1 3 115 0 1 3 160
Non-Bayesian Updating: A Theoretical Framework 0 0 0 413 0 0 2 1,605
Non-Bayesian Updating: a Theoretical Framework 0 0 0 106 0 0 3 434
Optimal Learning and Ellsberg’s Urns 0 0 1 16 0 0 1 35
Optimal Learning under Robustness and Time-Consistency 0 1 2 65 0 1 2 65
Recursive Multiple-Priors 0 0 0 574 0 0 1 1,266
Robust Confidence Regions for Incomplete Models 0 0 1 20 0 0 2 45
Robust confidence regions for incomplete models 0 0 0 27 0 1 1 70
Robust confidence regions for incomplete models 0 0 1 1 1 2 4 5
Robust confidence regions for incomplete models 0 0 0 4 1 3 6 58
Robust confidence regions for incomplete models 0 0 0 0 0 0 2 3
SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY 0 0 0 14 0 0 0 66
Subjective Probabilities on Subjectively Unambiguous Events 0 0 0 229 0 0 5 854
Subjective Probabilities on Subjectivity Unambiguous Event 0 0 0 0 0 0 2 520
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework 0 0 0 2 0 2 9 563
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis 0 0 0 2 3 3 9 380
Supplementary Appendix for ‘Non-Bayesian Updating: A Theoretical Framework’ 0 0 0 62 0 0 1 142
The Core of Large TU Games 0 0 0 125 0 0 1 1,530
The Independence Axiom and Asset Returns 0 0 0 242 0 1 1 927
UNCERTAINTY AVERSION 0 1 1 417 0 1 3 1,244
Total Working Papers 2 10 32 7,998 19 55 193 27,450

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 1 171 1 2 4 489
'First-order' risk aversion and the equity premium puzzle 0 0 3 382 1 2 11 758
A Definition of Uncertainty Aversion 0 0 3 683 1 2 14 2,030
A Disaggregate Analysis of Consumer Choice under Uncertainty 0 0 0 95 0 0 0 376
A Paradox for the “Smooth Ambiguity” Model of Preference 0 0 0 0 0 0 0 97
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 0 1 1 103 0 1 1 376
A Revelation Principle for Competing Mechanisms 0 1 5 140 0 2 8 359
A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment 0 0 0 71 0 0 0 204
A central limit theorem for sets of probability measures 0 0 0 1 0 1 4 7
A central limit theorem, loss aversion and multi-armed bandits 0 0 0 2 0 0 3 13
A correspondence theorem between expected utility and smooth utility 0 0 0 37 0 0 1 92
A simple dynamic general equilibrium model 0 0 1 309 0 0 3 526
A two-person dynamic equilibrium under ambiguity 0 0 1 183 0 2 5 595
A unifying approach to axiomatic non-expected utility theories 0 0 0 116 0 0 2 225
Ambiguity and Asset Markets 0 0 2 147 1 4 14 524
Ambiguity, Information Quality, and Asset Pricing 2 5 15 409 7 15 48 1,096
Ambiguity, Risk, and Asset Returns in Continuous Time 0 0 0 343 1 1 5 1,033
Ambiguous Correlation 0 3 5 17 0 5 13 98
Ambiguous Volatility and Asset Pricing in Continuous Time 1 1 2 66 1 3 8 232
Ambiguous volatility, possibility and utility in continuous time 0 0 0 20 1 1 4 89
An Axiomatic Model of Non-Bayesian Updating 0 0 0 94 0 2 5 341
Are Probabilities Used in Markets ? 0 0 0 37 0 0 4 117
Asset Pricing with Stochastic Differential Utility 0 0 3 419 1 2 7 954
Capital Asset Prices and the Temporal Resolution of Uncertainty 1 1 1 33 1 1 4 103
Coarse contingencies and ambiguity 0 0 0 43 1 1 3 184
Cold feet 0 0 0 38 0 0 0 251
Comparative dynamics in the adjustment-cost model of the firm 0 0 0 30 0 0 1 74
De Finetti meets Ellsberg 0 0 0 11 0 1 1 50
Decision Making and the Temporal Resolution of Uncertainty 0 2 3 255 0 2 6 679
Decreasing Risk Aversion and Mean-Variance Analysis 0 0 1 221 0 0 3 598
Decreasing absolute risk aversion and utility indices derived from cake-eating problems 0 0 0 34 0 0 1 137
Duality Theory and Functional Forms for Dynamic Factor Demands 0 0 0 104 0 0 0 263
Dynamically Consistent Beliefs Must Be Bayesian 1 1 2 273 1 1 5 529
Endogenous capital utilization in a short-run production model: Theory and an empiral application 0 0 2 94 1 1 8 268
Exchangeable capacities, parameters and incomplete theories 0 0 1 16 1 1 5 75
Generalized Duality and Integrability 0 0 0 44 0 0 0 180
Habits and Time Preference 0 0 1 155 0 0 2 430
Hard-to-Interpret Signals 0 1 5 6 1 4 12 14
How Much Would You Pay to Resolve Long-Run Risk? 0 0 1 87 0 2 7 407
IID: independently and indistinguishably distributed 0 0 0 89 0 1 2 316
Implicitly additive utility and the nature of optimal economic growth 0 0 0 29 0 0 1 66
Increasing Generalized Correlation: A Definition and Some Economic Consequences 0 0 2 90 0 0 3 751
Integrability of Incomplete Systems of Demand Functions 0 0 0 48 1 1 1 154
Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism 0 0 0 33 0 1 2 99
Intertemporal Asset Pricing Under Knightian Uncertainty 0 0 3 745 1 2 18 1,908
Intertemporal price indices for the firm 0 0 0 4 0 0 0 37
Learning Under Ambiguity 0 0 0 176 1 2 5 574
Least convex capacities 0 0 0 80 1 1 1 425
Living with Risk 0 0 1 91 0 2 6 378
Mixture Symmetry and Quadratic Utility 0 0 0 181 0 0 0 990
Multivariate Risk Independence and Functional Forms for Preferences and Technologies 0 0 0 23 0 0 0 141
Mutual absolute continuity of multiple priors 0 0 0 32 0 0 0 113
Non-Bayesian Learning 0 0 0 72 0 3 8 292
Non-Bayesian updating: A theoretical framework 0 0 1 92 0 0 2 293
Non-parametric hypothesis testing procedures and applications to demand analysis 0 1 3 111 0 1 4 455
Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour 0 0 1 122 0 0 3 253
On the recoverability of intertemporal preferences 0 0 0 12 0 0 0 41
Optimal Learning Under Robustness and Time-Consistency 0 1 1 1 0 2 4 5
Preference, Rationalizability and Equilibrium 0 0 0 73 0 0 0 160
Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty 0 0 0 19 0 0 0 111
Quadratic Social Welfare Functions 0 0 0 190 0 0 1 698
Recursive multiple-priors 1 1 4 432 1 2 10 998
Risk aversion and asset prices 0 0 1 233 0 1 3 360
Robust Confidence Regions for Incomplete Models 0 0 0 6 0 1 3 79
Sharing Ambiguity 0 0 0 142 0 0 0 374
Some Economic Effects of Immigration: A General Equilibrium Analysis 0 0 1 23 0 1 3 1,093
Stationary cardinal utility and optimal growth under uncertainty 0 1 1 302 0 2 7 561
Stochastic Differential Utility 0 0 3 746 2 2 10 1,586
Subjective Probabilities on Subjectively Unambiguous Events 0 0 0 0 1 1 2 660
Subjective states: A more robust model 0 0 0 22 0 0 3 98
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 0 1 4 2,109 1 4 31 4,629
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis 1 2 24 1,395 1 8 55 3,304
Symmetry of evidence without evidence of symmetry 0 0 0 13 0 0 0 95
Symmetry or Dynamic Consistency? 0 0 0 38 0 0 1 114
The Core of Large Differentiable TU Games 0 0 0 18 0 0 0 75
The Global Stability of Efficient Intertemporal Allocations 0 0 1 70 0 0 2 246
The Law of Large Numbers and the Attractiveness of Compound Gambles 0 0 0 0 0 0 3 272
The Le Chatelier Principle in optimal control problems 0 0 0 100 0 0 0 345
The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing 0 0 0 172 0 0 0 643
The Projective Independence Axiom 0 0 0 0 0 1 2 416
The Rate of Time Preference and Dynamic Economic Analysis 0 1 3 294 1 2 9 674
The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty 0 0 0 202 0 0 0 564
The Unimportance of the Intransitivity of Separable Preferences 0 0 0 34 0 0 1 303
The empirical determination of technology and expectations: A simplified procedure 0 0 0 44 0 0 0 125
The independence axiom and asset returns 0 0 0 167 0 1 1 436
Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes 0 0 0 155 0 0 2 297
Total Journal Articles 7 25 113 14,319 32 101 431 41,480
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 0 5
Substitution, risk aversion and the temporal behavior of consumption and asset returns: A theoretical framework 0 0 0 23 3 8 16 104
Total Chapters 0 0 0 23 3 8 16 109

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Statistics updated 2025-06-06