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 2 4 8 49
A Correspondence Theorem Between Expected Utility and Smooth Utility 0 0 0 3 2 3 3 16
A REVELATION PRINCIPLE FOR COMPETING MECHANISMS 0 0 0 289 1 1 4 1,094
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 0 0 1 108 2 4 6 563
A Two-Person Dynamic Equilibrium under Ambiguity 0 0 0 326 4 7 8 1,303
Ambiguity and Asset Markets 0 1 1 212 3 12 25 563
Ambiguity, Information Quality and Asset Pricing 0 1 1 262 5 13 15 779
Ambiguity, Information Quality and Asset Pricing 0 0 0 252 3 5 6 752
Ambiguity, risk and asset returns in continuous time 0 0 0 1,132 3 7 15 2,590
Ambiguous Correlation 0 1 1 59 1 2 2 126
Ambiguous Correlation 0 0 1 53 2 4 9 89
Ambiguous Volatility and Asset Pricing in Continuous Time 0 0 0 100 0 10 12 184
Ambiguous Volatility, Possibility and Utility in Continuous Time 0 0 0 54 1 1 4 195
Ambiguous volatility and asset pricing in continuous time 0 0 0 44 4 7 11 105
An Axiomatic Model of Non-Bayesian Updating 0 0 0 105 1 4 6 365
An Axiomatic Model of Non-Bayesian Updating 0 0 1 241 0 2 5 679
An axiomatic model of 'cold feet' 0 0 0 49 1 1 4 265
Approximate optimality and the risk/reward tradeoff in a class of bandit problems 0 0 2 2 3 5 8 13
Are Probabilities Used in Markets? 0 0 0 155 2 2 2 620
Coarse Contingencies 0 0 1 94 1 3 4 322
Coarse Contingencies 0 0 0 71 1 5 5 222
Cognitive Dissonance and Choice 0 1 1 438 0 2 6 1,416
De Finetti Meets Ellsberg 0 0 0 54 4 4 5 46
First order risk aversion and the equity premium puzzle 0 0 1 81 3 3 5 203
Hard-to-Interpret Signals 0 0 1 143 1 7 11 301
How Much Would You Pay To Resolve Long-Run Risk? 0 0 1 17 3 9 10 87
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 8 0 5 7 92
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 21 1 3 8 86
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 36 5 12 14 200
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 51 1 3 5 180
How Much Would You Pay to Resolve Long-Run Risk? 0 1 1 38 2 10 13 118
How much would you pay to resolve long-run risk? 0 0 0 0 2 7 10 170
IID: Independently and Indistinguishably Distributed 0 0 0 141 2 4 7 755
Identifying Heterogeneous Decision Rules From Choices When Menus Are Unobserved 0 0 0 2 2 3 9 19
Learning Under Ambiguity 0 0 0 350 2 3 5 1,234
Learning Under Ambiguity 0 0 1 171 1 7 9 592
Living with risk 0 0 0 225 1 1 2 699
Mutual Absolute Continuity of Multiple Priors 0 0 0 79 2 4 6 285
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 0 0 0 35 1 2 3 144
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 0 0 0 32 1 4 5 193
No Two Experiments are Identical 0 0 1 115 1 1 3 162
Non-Bayesian Updating: A Theoretical Framework 0 0 0 413 3 5 7 1,612
Non-Bayesian Updating: a Theoretical Framework 0 0 0 106 0 1 3 437
Optimal Learning and Ellsberg’s Urns 0 0 1 16 2 2 4 38
Optimal Learning under Robustness and Time-Consistency 0 0 1 65 1 4 6 70
Recursive Multiple-Priors 0 0 0 574 1 1 3 1,269
Robust Confidence Regions for Incomplete Models 0 0 0 20 2 5 5 50
Robust confidence regions for incomplete models 0 0 0 0 0 2 3 5
Robust confidence regions for incomplete models 0 0 0 27 1 2 3 72
Robust confidence regions for incomplete models 0 0 0 4 3 5 11 65
Robust confidence regions for incomplete models 0 0 0 1 2 4 8 10
SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY 0 0 0 14 1 4 4 70
Subjective Probabilities on Subjectively Unambiguous Events 0 0 0 229 2 3 7 857
Subjective Probabilities on Subjectivity Unambiguous Event 0 0 0 0 1 4 6 524
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework 0 0 0 2 2 4 14 571
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis 0 0 0 2 1 4 12 388
Supplementary Appendix for ‘Non-Bayesian Updating: A Theoretical Framework’ 0 0 0 62 1 1 1 143
The Core of Large TU Games 0 0 0 125 1 1 4 1,533
The Independence Axiom and Asset Returns 0 0 0 242 1 2 3 929
UNCERTAINTY AVERSION 0 0 1 417 2 2 4 1,246
Total Working Papers 0 5 19 8,003 104 252 413 27,765

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 1 4 490
'First-order' risk aversion and the equity premium puzzle 0 0 1 382 6 11 23 774
A Definition of Uncertainty Aversion 0 0 3 685 2 6 17 2,040
A Disaggregate Analysis of Consumer Choice under Uncertainty 0 0 0 95 3 5 5 381
A Paradox for the “Smooth Ambiguity” Model of Preference 0 0 0 0 0 2 3 100
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 0 0 1 103 0 1 6 381
A Revelation Principle for Competing Mechanisms 0 0 2 140 1 2 9 365
A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment 0 0 0 71 0 1 3 207
A central limit theorem for sets of probability measures 0 0 0 1 2 7 9 15
A central limit theorem, loss aversion and multi-armed bandits 0 0 1 3 3 7 14 26
A correspondence theorem between expected utility and smooth utility 0 0 0 37 0 4 6 98
A simple dynamic general equilibrium model 0 0 0 309 2 6 7 533
A two-person dynamic equilibrium under ambiguity 0 0 0 183 2 11 14 607
A unifying approach to axiomatic non-expected utility theories 0 0 0 116 2 2 3 227
Ambiguity and Asset Markets 0 1 1 148 3 9 21 536
Ambiguity, Information Quality, and Asset Pricing 2 8 21 422 11 24 63 1,135
Ambiguity, Risk, and Asset Returns in Continuous Time 0 0 0 343 0 2 8 1,038
Ambiguous Correlation 0 1 5 18 6 8 23 113
Ambiguous Volatility and Asset Pricing in Continuous Time 0 0 1 66 0 3 10 238
Ambiguous volatility, possibility and utility in continuous time 0 0 0 20 0 2 6 93
An Axiomatic Model of Non-Bayesian Updating 0 0 0 94 1 1 6 345
Approximate optimality and the risk/reward tradeoff given repeated gambles 0 0 1 1 7 9 12 12
Are Probabilities Used in Markets ? 0 0 0 37 1 1 4 121
Asset Pricing with Stochastic Differential Utility 0 0 0 419 2 7 11 963
Capital Asset Prices and the Temporal Resolution of Uncertainty 0 0 2 34 0 1 4 105
Coarse contingencies and ambiguity 0 0 0 43 1 1 3 185
Cold feet 0 0 0 38 1 1 2 253
Comparative dynamics in the adjustment-cost model of the firm 0 0 0 30 1 1 2 76
De Finetti meets Ellsberg 1 1 1 12 1 2 3 52
Decision Making and the Temporal Resolution of Uncertainty 2 2 4 257 3 4 10 686
Decreasing Risk Aversion and Mean-Variance Analysis 1 1 1 222 3 5 8 606
Decreasing absolute risk aversion and utility indices derived from cake-eating problems 0 0 0 34 0 1 3 139
Duality Theory and Functional Forms for Dynamic Factor Demands 0 0 0 104 0 2 4 267
Dynamically Consistent Beliefs Must Be Bayesian 0 0 2 273 3 4 7 534
Endogenous capital utilization in a short-run production model: Theory and an empiral application 0 0 1 94 0 0 5 270
Exchangeable capacities, parameters and incomplete theories 0 0 0 16 3 5 8 82
Generalized Duality and Integrability 0 0 0 44 1 1 2 182
Habits and Time Preference 0 0 1 155 0 1 3 432
Hard-to-Interpret Signals 0 1 2 7 2 7 13 22
How Much Would You Pay to Resolve Long-Run Risk? 0 0 2 88 3 7 15 418
IID: independently and indistinguishably distributed 0 0 1 90 1 1 4 319
Implicitly additive utility and the nature of optimal economic growth 0 0 0 29 1 1 3 68
Increasing Generalized Correlation: A Definition and Some Economic Consequences 0 0 0 90 2 2 3 754
Integrability of Incomplete Systems of Demand Functions 0 0 0 48 1 4 8 161
Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism 0 0 0 33 2 3 7 104
Intertemporal Asset Pricing Under Knightian Uncertainty 0 0 4 747 4 4 13 1,916
Intertemporal price indices for the firm 0 0 0 4 1 1 2 39
Learning Under Ambiguity 0 0 0 176 1 1 9 581
Least convex capacities 0 0 0 80 2 4 8 432
Living with Risk 0 0 1 92 0 1 11 385
Mixture Symmetry and Quadratic Utility 0 1 1 182 1 2 4 994
Multivariate Risk Independence and Functional Forms for Preferences and Technologies 0 0 0 23 2 2 2 143
Mutual absolute continuity of multiple priors 0 0 0 32 6 7 10 123
Non-Bayesian Learning 0 1 1 73 0 2 6 295
Non-Bayesian updating: A theoretical framework 0 0 1 93 0 2 4 297
Non-parametric hypothesis testing procedures and applications to demand analysis 0 0 1 111 0 0 3 457
Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour 0 0 0 122 0 2 2 255
On the recoverability of intertemporal preferences 0 0 0 12 0 0 0 41
Optimal Learning Under Robustness and Time-Consistency 0 0 1 1 1 3 6 9
Preference, Rationalizability and Equilibrium 0 0 0 73 0 1 1 161
Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty 0 0 0 19 1 1 4 115
Quadratic Social Welfare Functions 0 0 1 191 1 4 8 705
Recursive multiple-priors 1 1 2 433 6 10 16 1,012
Risk aversion and asset prices 0 0 0 233 3 3 5 363
Robust Confidence Regions for Incomplete Models 0 0 0 6 2 3 8 86
Sharing Ambiguity 0 0 0 142 0 1 3 377
Some Economic Effects of Immigration: A General Equilibrium Analysis 0 0 0 23 3 3 5 1,096
Stationary cardinal utility and optimal growth under uncertainty 0 0 1 302 1 4 10 568
Stochastic Differential Utility 0 0 1 747 1 3 9 1,592
Subjective Probabilities on Subjectively Unambiguous Events 0 0 0 0 2 3 5 664
Subjective states: A more robust model 0 0 0 22 0 1 4 101
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 1 2 4 2,112 7 22 37 4,656
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis 1 4 13 1,401 2 8 38 3,322
Symmetry of evidence without evidence of symmetry 0 0 0 13 0 1 2 97
Symmetry or Dynamic Consistency? 0 0 0 38 1 1 2 116
The Core of Large Differentiable TU Games 0 0 0 18 3 4 8 83
The Global Stability of Efficient Intertemporal Allocations 0 0 0 70 1 3 4 250
The Law of Large Numbers and the Attractiveness of Compound Gambles 0 0 0 0 3 3 4 276
The Le Chatelier Principle in optimal control problems 0 1 1 101 1 3 3 348
The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing 0 0 1 173 0 5 7 650
The Projective Independence Axiom 0 0 0 0 0 1 5 419
The Rate of Time Preference and Dynamic Economic Analysis 0 0 2 295 0 4 10 682
The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty 0 0 1 203 0 0 2 566
The Unimportance of the Intransitivity of Separable Preferences 0 0 0 34 1 1 3 305
The empirical determination of technology and expectations: A simplified procedure 0 0 0 44 2 4 4 129
The independence axiom and asset returns 0 0 0 167 2 5 7 442
Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes 1 1 1 156 2 2 4 300
Total Journal Articles 10 26 93 14,369 147 321 702 42,001
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 1 6 20 114
Total Chapters 0 0 0 23 1 6 20 119

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Statistics updated 2026-01-09