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 2 10 51
A Correspondence Theorem Between Expected Utility and Smooth Utility 0 0 0 3 0 5 8 21
A REVELATION PRINCIPLE FOR COMPETING MECHANISMS 0 0 0 289 0 5 9 1,099
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 0 0 0 108 1 6 10 569
A Two-Person Dynamic Equilibrium under Ambiguity 0 1 1 327 2 9 16 1,312
Ambiguity and Asset Markets 0 0 1 212 3 19 39 582
Ambiguity, Information Quality and Asset Pricing 0 0 1 262 3 19 33 798
Ambiguity, Information Quality and Asset Pricing 0 1 1 253 1 8 14 760
Ambiguity, risk and asset returns in continuous time 0 1 1 1,133 4 13 24 2,603
Ambiguous Correlation 0 0 0 53 0 9 16 98
Ambiguous Correlation 0 0 1 59 2 7 9 133
Ambiguous Volatility and Asset Pricing in Continuous Time 0 0 0 100 1 6 17 190
Ambiguous Volatility, Possibility and Utility in Continuous Time 0 0 0 54 0 2 5 197
Ambiguous volatility and asset pricing in continuous time 0 0 0 44 3 6 15 111
An Axiomatic Model of Non-Bayesian Updating 0 1 1 106 0 2 8 367
An Axiomatic Model of Non-Bayesian Updating 0 0 0 241 1 8 11 687
An axiomatic model of 'cold feet' 0 0 0 49 0 6 10 271
Approximate optimality and the risk/reward tradeoff in a class of bandit problems 0 0 2 2 0 4 12 17
Are Probabilities Used in Markets? 0 0 0 155 0 9 11 629
Coarse Contingencies 0 0 0 71 0 9 14 231
Coarse Contingencies 0 0 0 94 1 6 9 328
Cognitive Dissonance and Choice 1 1 2 439 2 10 14 1,426
De Finetti Meets Ellsberg 0 0 0 54 1 5 10 51
First order risk aversion and the equity premium puzzle 0 1 2 82 0 8 13 211
Hard-to-Interpret Signals 0 1 2 144 2 12 21 313
How Much Would You Pay To Resolve Long-Run Risk? 0 0 0 17 0 7 16 94
How Much Would You Pay to Resolve Long-Run Risk? 0 0 1 38 0 6 18 124
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 21 0 6 11 92
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 36 0 18 32 218
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 8 0 2 8 94
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 51 1 5 9 185
How much would you pay to resolve long-run risk? 0 0 0 0 3 6 15 176
IID: Independently and Indistinguishably Distributed 0 0 0 141 0 9 14 764
Identifying Heterogeneous Decision Rules From Choices When Menus Are Unobserved 0 0 0 2 0 5 13 24
Learning Under Ambiguity 0 0 1 171 0 6 14 598
Learning Under Ambiguity 0 0 0 350 0 3 6 1,237
Living with risk 1 1 1 226 1 4 5 703
Mutual Absolute Continuity of Multiple Priors 0 0 0 79 2 11 16 296
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 0 0 0 35 2 5 7 149
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 0 0 0 32 2 5 10 198
No Two Experiments are Identical 0 0 0 115 0 2 4 164
Non-Bayesian Updating: A Theoretical Framework 0 1 1 414 0 6 13 1,618
Non-Bayesian Updating: a Theoretical Framework 0 0 0 106 2 6 9 443
Optimal Learning and Ellsberg’s Urns 0 0 0 16 1 4 7 42
Optimal Learning under Robustness and Time-Consistency 0 1 2 66 1 5 11 75
Recursive Multiple-Priors 0 0 0 574 1 11 14 1,280
Robust Confidence Regions for Incomplete Models 0 0 0 20 0 3 8 53
Robust confidence regions for incomplete models 0 0 0 27 0 7 9 79
Robust confidence regions for incomplete models 0 0 0 4 0 1 9 66
Robust confidence regions for incomplete models 0 0 0 0 1 6 8 11
Robust confidence regions for incomplete models 0 0 0 1 0 4 10 14
SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY 0 0 0 14 1 5 9 75
Subjective Probabilities on Subjectively Unambiguous Events 0 0 0 229 0 5 8 862
Subjective Probabilities on Subjectivity Unambiguous Event 0 0 0 0 0 4 8 528
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework 0 0 0 2 2 6 15 577
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis 0 0 0 2 1 9 20 397
Supplementary Appendix for ‘Non-Bayesian Updating: A Theoretical Framework’ 0 0 0 62 0 5 6 148
The Core of Large TU Games 0 0 0 125 0 0 3 1,533
The Independence Axiom and Asset Returns 0 0 0 242 0 4 6 933
UNCERTAINTY AVERSION 0 0 0 417 1 5 7 1,251
Total Working Papers 2 10 21 8,013 49 391 736 28,156

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 1 171 1 5 8 495
'First-order' risk aversion and the equity premium puzzle 0 0 0 382 0 3 20 777
A Definition of Uncertainty Aversion 0 0 2 685 0 10 22 2,050
A Disaggregate Analysis of Consumer Choice under Uncertainty 0 0 0 95 0 6 11 387
A Paradox for the “Smooth Ambiguity” Model of Preference 0 0 0 0 1 8 11 108
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 0 0 0 103 2 9 14 390
A Revelation Principle for Competing Mechanisms 0 0 1 140 2 9 17 374
A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment 0 0 0 71 0 3 6 210
A central limit theorem for sets of probability measures 0 0 0 1 0 5 13 20
A central limit theorem, loss aversion and multi-armed bandits 0 0 1 3 0 7 20 33
A correspondence theorem between expected utility and smooth utility 0 0 0 37 0 4 10 102
A simple dynamic general equilibrium model 0 0 0 309 2 5 12 538
A two-person dynamic equilibrium under ambiguity 0 0 0 183 0 8 21 615
A unifying approach to axiomatic non-expected utility theories 0 0 0 116 1 4 6 231
Ambiguity and Asset Markets 0 0 1 148 11 28 44 564
Ambiguity, Information Quality, and Asset Pricing 1 7 24 429 7 36 86 1,171
Ambiguity, Risk, and Asset Returns in Continuous Time 0 0 0 343 1 10 16 1,048
Ambiguous Correlation 0 1 5 19 5 13 33 126
Ambiguous Volatility and Asset Pricing in Continuous Time 0 0 1 66 3 7 15 245
Ambiguous volatility, possibility and utility in continuous time 0 0 0 20 2 10 15 103
An Axiomatic Model of Non-Bayesian Updating 0 0 0 94 2 19 24 364
Approximate optimality and the risk/reward tradeoff given repeated gambles 0 0 1 1 2 6 18 18
Are Probabilities Used in Markets ? 0 0 0 37 1 6 10 127
Asset Pricing with Stochastic Differential Utility 0 0 0 419 1 5 16 968
Capital Asset Prices and the Temporal Resolution of Uncertainty 0 0 2 34 2 5 8 110
Coarse contingencies and ambiguity 0 0 0 43 0 8 10 193
Cold feet 1 1 1 39 1 6 8 259
Comparative dynamics in the adjustment-cost model of the firm 0 0 0 30 0 4 6 80
De Finetti meets Ellsberg 0 0 1 12 1 8 10 60
Decision Making and the Temporal Resolution of Uncertainty 0 0 3 257 0 5 13 691
Decreasing Risk Aversion and Mean-Variance Analysis 0 0 1 222 1 5 13 611
Decreasing absolute risk aversion and utility indices derived from cake-eating problems 0 0 0 34 0 3 5 142
Duality Theory and Functional Forms for Dynamic Factor Demands 0 1 1 105 0 3 7 270
Dynamically Consistent Beliefs Must Be Bayesian 0 0 1 273 0 5 11 539
Endogenous capital utilization in a short-run production model: Theory and an empiral application 0 1 1 95 0 6 9 276
Exchangeable capacities, parameters and incomplete theories 0 0 0 16 0 4 12 86
Generalized Duality and Integrability 0 0 0 44 0 4 6 186
Habits and Time Preference 0 0 0 155 0 3 5 435
Hard-to-Interpret Signals 1 3 4 10 2 9 18 31
How Much Would You Pay to Resolve Long-Run Risk? 0 0 1 88 0 6 17 424
IID: independently and indistinguishably distributed 0 0 1 90 1 7 11 326
Implicitly additive utility and the nature of optimal economic growth 0 0 0 29 1 7 9 75
Increasing Generalized Correlation: A Definition and Some Economic Consequences 0 0 0 90 0 3 6 757
Integrability of Incomplete Systems of Demand Functions 0 0 0 48 1 3 11 164
Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism 0 0 0 33 0 7 13 111
Intertemporal Asset Pricing Under Knightian Uncertainty 0 0 2 747 2 8 18 1,924
Intertemporal price indices for the firm 0 0 0 4 0 2 4 41
Learning Under Ambiguity 0 0 0 176 1 14 23 595
Least convex capacities 0 0 0 80 0 6 14 438
Living with Risk 0 0 1 92 2 10 18 395
Mixture Symmetry and Quadratic Utility 0 0 1 182 4 13 17 1,007
Multivariate Risk Independence and Functional Forms for Preferences and Technologies 0 0 0 23 0 3 5 146
Mutual absolute continuity of multiple priors 0 0 0 32 0 5 15 128
Non-Bayesian Learning 1 1 2 74 1 4 8 299
Non-Bayesian updating: A theoretical framework 0 0 1 93 1 9 13 306
Non-parametric hypothesis testing procedures and applications to demand analysis 0 1 1 112 0 5 7 462
Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour 0 0 0 122 0 2 4 257
On the recoverability of intertemporal preferences 0 0 0 12 0 6 6 47
Optimal Learning Under Robustness and Time-Consistency 0 0 1 1 0 7 12 16
Preference, Rationalizability and Equilibrium 0 0 0 73 0 2 3 163
Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty 0 0 0 19 0 1 5 116
Quadratic Social Welfare Functions 0 1 2 192 1 8 15 713
Recursive multiple-priors 0 1 3 434 5 18 34 1,030
Risk aversion and asset prices 1 1 1 234 2 7 10 370
Robust Confidence Regions for Incomplete Models 0 0 0 6 0 3 10 89
Sharing Ambiguity 0 0 0 142 0 6 9 383
Some Economic Effects of Immigration: A General Equilibrium Analysis 0 0 0 23 0 4 7 1,100
Stationary cardinal utility and optimal growth under uncertainty 0 0 0 302 0 9 16 577
Stochastic Differential Utility 2 3 4 750 5 11 19 1,603
Subjective Probabilities on Subjectively Unambiguous Events 0 0 0 0 0 3 8 667
Subjective states: A more robust model 0 0 0 22 1 9 12 110
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 1 1 5 2,113 27 139 169 4,795
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis 3 5 13 1,406 6 19 42 3,341
Symmetry of evidence without evidence of symmetry 0 0 0 13 3 20 22 117
Symmetry or Dynamic Consistency? 0 0 0 38 1 1 3 117
The Core of Large Differentiable TU Games 0 0 0 18 3 9 17 92
The Global Stability of Efficient Intertemporal Allocations 0 0 0 70 0 3 7 253
The Law of Large Numbers and the Attractiveness of Compound Gambles 0 0 0 0 1 3 7 279
The Le Chatelier Principle in optimal control problems 0 0 1 101 1 4 7 352
The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing 0 0 1 173 1 5 12 655
The Projective Independence Axiom 0 0 0 0 1 5 8 424
The Rate of Time Preference and Dynamic Economic Analysis 1 1 3 296 1 6 16 688
The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty 0 0 1 203 0 5 7 571
The Unimportance of the Intransitivity of Separable Preferences 0 0 0 34 0 2 4 307
The empirical determination of technology and expectations: A simplified procedure 0 0 0 44 0 3 7 132
The independence axiom and asset returns 0 0 0 167 0 7 13 449
Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes 0 1 2 157 0 5 8 305
Total Journal Articles 12 30 99 14,399 124 748 1,337 42,749
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 4 4 9
Substitution, risk aversion and the temporal behavior of consumption and asset returns: A theoretical framework 0 0 0 23 1 4 19 118
Total Chapters 0 0 0 23 1 8 23 127

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Statistics updated 2026-04-09