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 7 16 58
A Correspondence Theorem Between Expected Utility and Smooth Utility 0 0 0 3 1 2 10 23
A REVELATION PRINCIPLE FOR COMPETING MECHANISMS 0 0 0 289 0 5 14 1,104
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 0 0 0 108 0 4 13 572
A Two-Person Dynamic Equilibrium under Ambiguity 0 0 1 327 0 4 18 1,314
Ambiguity and Asset Markets 2 2 3 214 5 10 40 589
Ambiguity, Information Quality and Asset Pricing 1 1 2 263 1 5 35 800
Ambiguity, Information Quality and Asset Pricing 0 0 1 253 0 1 14 760
Ambiguity, risk and asset returns in continuous time 0 0 1 1,133 0 8 26 2,607
Ambiguous Correlation 0 0 0 53 1 2 18 100
Ambiguous Correlation 0 0 1 59 1 5 12 136
Ambiguous Volatility and Asset Pricing in Continuous Time 0 0 0 100 0 3 19 192
Ambiguous Volatility, Possibility and Utility in Continuous Time 0 0 0 54 1 6 11 203
Ambiguous volatility and asset pricing in continuous time 0 0 0 44 1 5 17 113
An Axiomatic Model of Non-Bayesian Updating 0 0 0 241 2 7 16 693
An Axiomatic Model of Non-Bayesian Updating 0 0 1 106 0 2 10 369
An axiomatic model of 'cold feet' 0 0 0 49 0 1 10 272
Approximate optimality and the risk/reward tradeoff in a class of bandit problems 0 0 0 2 0 2 12 19
Are Probabilities Used in Markets? 0 0 0 155 1 2 13 631
Coarse Contingencies 0 0 0 94 1 6 14 333
Coarse Contingencies 0 0 0 71 0 4 18 235
Cognitive Dissonance and Choice 0 1 2 439 1 3 15 1,427
De Finetti Meets Ellsberg 0 0 0 54 0 1 9 51
First order risk aversion and the equity premium puzzle 0 0 1 82 0 3 15 214
Hard-to-Interpret Signals 1 1 2 145 4 10 28 321
How Much Would You Pay To Resolve Long-Run Risk? 0 0 0 17 0 2 18 96
How Much Would You Pay to Resolve Long-Run Risk? 0 0 1 38 1 2 20 126
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 36 0 3 35 221
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 21 0 2 12 94
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 8 0 2 10 96
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 51 0 2 9 186
How much would you pay to resolve long-run risk? 0 0 0 0 0 5 17 178
IID: Independently and Indistinguishably Distributed 0 0 0 141 0 1 15 765
Identifying Heterogeneous Decision Rules From Choices When Menus Are Unobserved 0 0 0 2 1 1 11 25
Learning Under Ambiguity 0 0 0 171 0 0 13 598
Learning Under Ambiguity 0 0 0 350 0 2 8 1,239
Living with risk 0 1 1 226 0 1 5 703
Mutual Absolute Continuity of Multiple Priors 0 0 0 79 2 5 19 299
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 0 0 0 32 0 4 11 200
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 0 0 0 35 1 5 10 152
No Two Experiments are Identical 0 0 0 115 0 0 4 164
Non-Bayesian Updating: A Theoretical Framework 0 0 1 414 0 4 17 1,622
Non-Bayesian Updating: a Theoretical Framework 0 0 0 106 0 6 13 447
Optimal Learning and Ellsberg’s Urns 0 0 0 16 0 5 11 46
Optimal Learning under Robustness and Time-Consistency 0 0 1 66 0 1 10 75
Recursive Multiple-Priors 0 0 0 574 0 4 17 1,283
Robust Confidence Regions for Incomplete Models 0 0 0 20 0 6 14 59
Robust confidence regions for incomplete models 0 0 0 0 1 5 12 15
Robust confidence regions for incomplete models 0 0 0 4 0 2 10 68
Robust confidence regions for incomplete models 0 0 0 27 1 6 15 85
Robust confidence regions for incomplete models 0 0 0 1 0 3 12 17
SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY 0 0 0 14 0 2 10 76
Subjective Probabilities on Subjectively Unambiguous Events 0 0 0 229 0 2 10 864
Subjective Probabilities on Subjectivity Unambiguous Event 0 0 0 0 0 2 10 530
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework 0 0 0 2 1 4 16 579
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis 0 0 0 2 0 2 18 398
Supplementary Appendix for ‘Non-Bayesian Updating: A Theoretical Framework’ 0 0 0 62 0 0 6 148
The Core of Large TU Games 0 0 0 125 0 2 5 1,535
The Independence Axiom and Asset Returns 0 0 0 242 1 2 8 935
UNCERTAINTY AVERSION 0 0 0 417 2 5 11 1,255
Total Working Papers 4 6 19 8,017 31 208 865 28,315

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 1 3 8 497
'First-order' risk aversion and the equity premium puzzle 0 0 0 382 1 3 22 780
A Definition of Uncertainty Aversion 0 0 2 685 3 3 23 2,053
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 0 2 12 109
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 0 0 0 103 0 3 15 391
A Revelation Principle for Competing Mechanisms 0 0 0 140 0 4 17 376
A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment 0 0 0 71 0 0 6 210
A central limit theorem for sets of probability measures 0 0 0 1 0 0 13 20
A central limit theorem, loss aversion and multi-armed bandits 0 1 2 4 0 3 23 36
A correspondence theorem between expected utility and smooth utility 0 0 0 37 0 1 11 103
A simple dynamic general equilibrium model 0 0 0 309 0 3 13 539
A two-person dynamic equilibrium under ambiguity 0 0 0 183 0 2 22 617
A unifying approach to axiomatic non-expected utility theories 0 0 0 116 0 3 8 233
Ambiguity and Asset Markets 0 0 1 148 3 17 46 570
Ambiguity, Information Quality, and Asset Pricing 0 1 20 429 5 17 85 1,181
Ambiguity, Risk, and Asset Returns in Continuous Time 0 0 0 343 1 4 18 1,051
Ambiguous Correlation 0 0 2 19 1 6 29 127
Ambiguous Volatility and Asset Pricing in Continuous Time 0 0 0 66 2 6 16 248
Ambiguous volatility, possibility and utility in continuous time 1 1 1 21 1 5 17 106
An Axiomatic Model of Non-Bayesian Updating 0 0 0 94 2 6 27 368
Approximate optimality and the risk/reward tradeoff given repeated gambles 0 0 1 1 0 4 20 20
Are Probabilities Used in Markets ? 0 0 0 37 0 3 12 129
Asset Pricing with Stochastic Differential Utility 0 0 0 419 0 5 18 972
Capital Asset Prices and the Temporal Resolution of Uncertainty 1 1 2 35 2 9 14 117
Coarse contingencies and ambiguity 0 0 0 43 0 3 12 196
Cold feet 0 1 1 39 1 4 11 262
Comparative dynamics in the adjustment-cost model of the firm 0 0 0 30 0 1 7 81
De Finetti meets Ellsberg 0 0 1 12 1 4 13 63
Decision Making and the Temporal Resolution of Uncertainty 0 0 2 257 0 0 12 691
Decreasing Risk Aversion and Mean-Variance Analysis 0 0 1 222 0 1 13 611
Decreasing absolute risk aversion and utility indices derived from cake-eating problems 0 0 0 34 0 0 5 142
Duality Theory and Functional Forms for Dynamic Factor Demands 0 0 1 105 0 4 11 274
Dynamically Consistent Beliefs Must Be Bayesian 0 0 0 273 1 5 15 544
Endogenous capital utilization in a short-run production model: Theory and an empiral application 0 0 1 95 1 4 12 280
Exchangeable capacities, parameters and incomplete theories 0 0 0 16 0 0 11 86
Generalized Duality and Integrability 0 0 0 44 0 2 8 188
Habits and Time Preference 0 0 0 155 0 0 5 435
Hard-to-Interpret Signals 0 1 4 10 1 8 23 37
How Much Would You Pay to Resolve Long-Run Risk? 0 0 1 88 1 2 19 426
IID: independently and indistinguishably distributed 0 0 1 90 1 4 13 329
Implicitly additive utility and the nature of optimal economic growth 0 0 0 29 1 2 10 76
Increasing Generalized Correlation: A Definition and Some Economic Consequences 0 0 0 90 0 1 7 758
Integrability of Incomplete Systems of Demand Functions 0 0 0 48 0 4 13 167
Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism 0 0 0 33 3 5 17 116
Intertemporal Asset Pricing Under Knightian Uncertainty 0 0 2 747 0 8 22 1,930
Intertemporal price indices for the firm 0 0 0 4 0 1 5 42
Learning Under Ambiguity 0 0 0 176 0 3 23 597
Least convex capacities 0 0 0 80 0 1 14 439
Living with Risk 0 0 1 92 0 2 17 395
Mixture Symmetry and Quadratic Utility 0 0 1 182 2 7 20 1,010
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 2 3 18 131
Non-Bayesian Learning 0 1 2 74 1 2 8 300
Non-Bayesian updating: A theoretical framework 0 0 1 93 1 4 16 309
Non-parametric hypothesis testing procedures and applications to demand analysis 0 0 1 112 1 3 10 465
Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour 0 0 0 122 1 2 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 2 4 15 20
Preference, Rationalizability and Equilibrium 0 0 0 73 0 1 4 164
Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty 0 0 0 19 0 0 5 116
Quadratic Social Welfare Functions 0 0 2 192 0 3 17 715
Recursive multiple-priors 0 0 2 434 1 8 35 1,033
Risk aversion and asset prices 0 1 1 234 2 4 12 372
Robust Confidence Regions for Incomplete Models 0 0 0 6 0 2 12 91
Sharing Ambiguity 0 0 0 142 1 3 12 386
Some Economic Effects of Immigration: A General Equilibrium Analysis 0 0 0 23 1 4 11 1,104
Stationary cardinal utility and optimal growth under uncertainty 0 0 0 302 1 3 19 580
Stochastic Differential Utility 0 2 4 750 1 11 23 1,609
Subjective Probabilities on Subjectively Unambiguous Events 0 0 0 0 1 5 12 672
Subjective states: A more robust model 0 0 0 22 1 5 16 114
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 0 1 4 2,113 7 48 187 4,816
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis 0 5 13 1,408 1 25 56 3,360
Symmetry of evidence without evidence of symmetry 0 0 0 13 0 6 25 120
Symmetry or Dynamic Consistency? 0 0 0 38 0 3 5 119
The Core of Large Differentiable TU Games 0 0 0 18 0 3 17 92
The Global Stability of Efficient Intertemporal Allocations 0 0 0 70 1 2 9 255
The Law of Large Numbers and the Attractiveness of Compound Gambles 0 0 0 0 0 3 9 281
The Le Chatelier Principle in optimal control problems 0 0 1 101 0 4 10 355
The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing 0 0 1 173 1 3 14 657
The Projective Independence Axiom 0 0 0 0 1 4 11 427
The Rate of Time Preference and Dynamic Economic Analysis 0 1 2 296 0 2 15 689
The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty 0 0 1 203 1 3 10 574
The Unimportance of the Intransitivity of Separable Preferences 0 0 0 34 0 2 6 309
The empirical determination of technology and expectations: A simplified procedure 0 0 0 44 0 0 7 132
The independence axiom and asset returns 0 0 0 167 0 4 17 453
Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes 1 1 3 158 1 1 9 306
Total Journal Articles 3 18 86 14,405 65 368 1,513 42,993
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 7 20 124
Total Chapters 0 0 0 23 0 7 24 133

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Statistics updated 2026-06-04