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 REVELATION PRINCIPLE FOR COMPETING MECHANISMS 0 0 0 276 0 0 6 1,023
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 0 1 2 104 0 2 4 535
A Two-Person Dynamic Equilibrium under Ambiguity 1 1 3 322 1 3 9 1,265
Ambiguity and Asset Markets 0 1 6 183 0 1 21 438
Ambiguity, Information Quality and Asset Pricing 1 1 5 246 2 3 16 642
Ambiguity, Information Quality and Asset Pricing 0 0 9 252 1 2 16 661
Ambiguity, risk and asset returns in continuous time 2 4 17 1,080 3 12 39 2,424
Ambiguous Correlation 0 0 5 51 3 5 22 56
Ambiguous Correlation 0 0 4 44 0 1 8 13
Ambiguous Volatility and Asset Pricing in Continuous Time 0 0 5 96 0 0 8 150
Ambiguous Volatility, Possibility and Utility in Continuous Time 0 0 0 51 0 0 8 175
Ambiguous volatility and asset pricing in continuous time 0 0 0 34 0 0 4 72
An Axiomatic Model of Non-Bayesian Updating 0 0 0 237 0 0 3 658
An Axiomatic Model of Non-Bayesian Updating 0 0 2 101 1 2 13 326
An axiomatic model of 'cold feet' 0 0 0 46 1 1 4 235
Are Probabilities Used in Markets? 0 0 0 150 0 0 1 603
Coarse Contingencies 0 0 1 67 0 0 2 203
Coarse Contingencies 0 0 0 91 0 0 2 289
Cognitive Dissonance and Choice 0 0 2 426 0 1 9 1,366
De Finetti Meets Ellsberg 0 0 1 52 0 0 3 33
First order risk aversion and the equity premium puzzle 0 0 2 70 0 0 10 160
How Much Would You Pay To Resolve Long-Run Risk? 0 0 1 12 0 1 4 50
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 49 0 5 18 127
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 3 0 1 8 35
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 20 0 1 8 54
How Much Would You Pay to Resolve Long-Run Risk? 0 0 2 33 0 2 11 60
How Much Would You Pay to Resolve Long-Run Risk? 0 0 1 34 1 2 7 70
How much would you pay to resolve long-run risk? 0 0 0 0 2 4 20 102
IID: Independently and Indistinguishably Distributed 0 0 0 136 0 0 1 713
Learning Under Ambiguity 0 0 1 348 1 3 10 1,151
Learning Under Ambiguity 0 0 1 164 0 1 6 473
Living with risk 0 0 1 224 0 0 4 673
Mutual Absolute Continuity of Multiple Priors 0 0 0 75 0 0 0 242
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 0 0 0 32 0 0 1 169
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 0 0 0 35 0 0 0 128
No Two Experiments are Identical 0 0 1 107 0 1 10 113
Non-Bayesian Updating: A Theoretical Framework 0 0 1 410 3 6 11 1,578
Non-Bayesian Updating: a Theoretical Framework 0 0 0 106 1 3 6 413
Optimal Learning and Ellsberg's Urns 0 1 5 47 0 1 10 21
Recursive Multiple-Priors 1 1 4 562 2 3 15 1,210
Robust Confidence Regions for Incomplete Models 0 0 0 17 0 1 5 20
Robust confidence regions for incomplete models 0 0 0 3 1 2 3 25
Robust confidence regions for incomplete models 0 0 1 26 0 0 3 44
SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY 0 0 0 14 0 0 3 56
Subjective Probabilities on Subjectively Unambiguous Events 0 0 2 227 1 2 7 821
Subjective Probabilities on Subjectivity Unambiguous Event 0 0 0 0 0 0 2 504
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework 0 0 0 2 0 2 11 474
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis 0 0 0 2 0 2 9 300
Supplementary Appendix for ‘Non-Bayesian Updating: A Theoretical Framework’ 0 0 0 61 0 1 1 129
The Core of Large TU Games 0 0 0 124 0 0 6 1,518
The Independence Axiom and Asset Returns 0 0 0 241 0 0 1 907
UNCERTAINTY AVERSION 0 0 1 411 0 0 6 1,205
Total Working Papers 5 10 86 7,504 24 77 415 24,712

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 2 165 0 0 9 456
'First-order' risk aversion and the equity premium puzzle 0 0 6 348 0 1 19 651
A Definition of Uncertainty Aversion 2 3 6 660 3 7 30 1,953
A Disaggregate Analysis of Consumer Choice under Uncertainty 0 0 0 90 0 0 2 361
A Paradox for the “Smooth Ambiguity” Model of Preference 0 0 0 0 0 0 4 74
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 0 0 0 101 0 1 3 361
A Revelation Principle for Competing Mechanisms 0 1 2 115 0 2 10 275
A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment 0 0 1 67 0 1 2 193
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 2 299 1 1 6 490
A two-person dynamic equilibrium under ambiguity 0 0 2 149 2 3 9 511
A unifying approach to axiomatic non-expected utility theories 0 0 0 114 0 0 2 205
Aggregating Quasi-Fixed Factors 0 0 0 0 0 1 1 98
Ambiguity and Asset Markets 0 1 5 114 2 5 18 400
Ambiguity, Information Quality, and Asset Pricing 2 4 19 342 5 10 55 848
Ambiguity, Risk, and Asset Returns in Continuous Time 0 1 5 334 2 7 20 922
Ambiguous Volatility and Asset Pricing in Continuous Time 0 0 4 53 0 2 10 171
Ambiguous volatility, possibility and utility in continuous time 0 0 3 12 0 0 5 41
An Axiomatic Model of Non-Bayesian Updating 1 1 2 89 1 3 10 305
Are Probabilities Used in Markets ? 0 0 0 32 0 0 0 103
Asset Pricing with Stochastic Differential Utility 0 0 4 376 0 1 13 849
Capital Asset Prices and the Temporal Resolution of Uncertainty 0 0 0 31 0 0 0 83
Coarse contingencies and ambiguity 0 0 1 39 0 0 1 165
Cold feet 0 0 0 29 0 0 2 217
Comparative dynamics in the adjustment-cost model of the firm 0 0 0 29 0 0 1 67
De Finetti meets Ellsberg 0 0 1 11 0 0 5 37
Decision Making and the Temporal Resolution of Uncertainty 1 5 6 238 1 6 14 635
Decreasing Risk Aversion and Mean-Variance Analysis 0 0 1 216 1 1 2 573
Decreasing absolute risk aversion and utility indices derived from cake-eating problems 0 0 0 32 0 0 0 123
Duality Theory and Functional Forms for Dynamic Factor Demands 0 1 2 99 1 3 11 251
Dynamically Consistent Beliefs Must Be Bayesian 0 0 7 263 2 2 10 490
Endogenous capital utilization in a short-run production model: Theory and an empiral application 0 0 1 79 0 1 4 222
Exchangeable capacities, parameters and incomplete theories 0 0 0 7 1 1 5 42
Generalized Duality and Integrability 0 1 1 42 0 2 3 173
Habits and Time Preference 0 0 2 146 0 0 5 403
How Much Would You Pay to Resolve Long-Run Risk? 0 0 5 68 2 7 26 277
IID: independently and indistinguishably distributed 0 0 3 77 0 0 4 271
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 1 1 1 82 2 3 4 703
Integrability of Incomplete Systems of Demand Functions 0 0 0 47 0 0 2 139
Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism 0 0 1 32 1 1 4 92
Intertemporal Asset Pricing Under Knightian Uncertainty 0 3 10 665 0 8 38 1,637
Intertemporal price indices for the firm 0 1 1 4 0 1 2 26
Learning Under Ambiguity 0 0 4 163 2 8 17 429
Least convex capacities 0 0 0 80 0 2 2 419
Living with Risk 0 0 1 84 2 4 11 338
Mixture Symmetry and Quadratic Utility 0 0 0 178 1 1 9 957
Multivariate Risk Independence and Functional Forms for Preferences and Technologies 0 0 0 23 0 0 2 128
Mutual absolute continuity of multiple priors 0 0 1 32 0 0 1 95
Non-Bayesian Learning 1 1 1 49 3 5 14 179
Non-Bayesian updating: A theoretical framework 0 0 1 82 1 4 7 255
Non-parametric hypothesis testing procedures and applications to demand analysis 0 0 1 101 1 2 7 422
Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour 2 2 4 111 2 3 7 225
On the recoverability of intertemporal preferences 0 0 0 11 0 0 1 37
Preference, Rationalizability and Equilibrium 0 0 0 71 0 0 3 140
Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty 0 0 0 19 0 0 4 100
Quadratic Social Welfare Functions 0 0 1 169 1 2 8 626
Recursive multiple-priors 1 3 10 340 4 9 37 758
Risk aversion and asset prices 1 1 3 223 1 3 8 328
Robust Confidence Regions for Incomplete Models 0 0 1 4 2 4 14 36
Sharing Ambiguity 0 0 0 139 0 0 2 353
Some Economic Effects of Immigration: A General Equilibrium Analysis 0 0 2 17 0 0 4 1,076
Stationary cardinal utility and optimal growth under uncertainty 0 0 2 292 0 1 10 522
Stochastic Differential Utility 0 2 12 704 0 5 29 1,457
Subjective Probabilities on Subjectively Unambiguous Events 0 0 0 0 0 1 7 628
Subjective states: A more robust model 1 1 1 16 1 4 4 77
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 3 10 47 1,994 9 25 135 4,095
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis 1 3 24 1,218 5 13 60 2,844
Symmetry of evidence without evidence of symmetry 0 0 0 13 0 0 4 79
Symmetry or Dynamic Consistency? 0 0 2 30 0 1 8 87
The Core of Large Differentiable TU Games 0 0 1 17 0 0 1 60
The Global Stability of Efficient Intertemporal Allocations 0 1 1 66 0 1 1 221
The Law of Large Numbers and the Attractiveness of Compound Gambles 0 0 0 0 0 0 2 250
The Le Chatelier Principle in optimal control problems 1 1 2 92 1 1 3 328
The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing 0 0 2 170 1 1 7 616
The Projective Independence Axiom 0 0 0 0 0 1 2 399
The Rate of Time Preference and Dynamic Economic Analysis 1 3 4 247 1 3 8 558
The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty 0 1 1 193 4 8 15 483
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 1 1 2 114
The independence axiom and asset returns 1 1 1 164 1 1 1 409
Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes 1 2 8 132 1 4 17 242
Total Journal Articles 21 55 244 13,077 72 199 846 36,677

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Statistics updated 2018-11-07