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 0 16 58
A Correspondence Theorem Between Expected Utility and Smooth Utility 0 0 0 3 0 1 10 23
A REVELATION PRINCIPLE FOR COMPETING MECHANISMS 0 0 0 289 0 0 13 1,104
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 0 0 0 108 1 1 14 573
A Two-Person Dynamic Equilibrium under Ambiguity 0 0 1 327 1 1 19 1,315
Ambiguity and Asset Markets 0 2 3 214 0 7 40 591
Ambiguity, Information Quality and Asset Pricing 0 1 2 263 0 1 35 800
Ambiguity, Information Quality and Asset Pricing 0 0 1 253 1 2 16 762
Ambiguity, risk and asset returns in continuous time 0 0 1 1,133 0 0 26 2,607
Ambiguous Correlation 0 0 0 53 1 2 19 101
Ambiguous Correlation 0 0 1 59 0 1 12 136
Ambiguous Volatility and Asset Pricing in Continuous Time 0 0 0 100 0 0 19 192
Ambiguous Volatility, Possibility and Utility in Continuous Time 1 1 1 55 1 3 13 205
Ambiguous volatility and asset pricing in continuous time 0 0 0 44 0 2 18 114
An Axiomatic Model of Non-Bayesian Updating 0 0 0 241 0 4 18 695
An Axiomatic Model of Non-Bayesian Updating 0 0 1 106 0 0 10 369
An axiomatic model of 'cold feet' 0 0 0 49 0 0 9 272
Approximate optimality and the risk/reward tradeoff in a class of bandit problems 0 0 0 2 1 1 13 20
Are Probabilities Used in Markets? 0 0 0 155 0 1 13 631
Coarse Contingencies 0 0 0 94 0 3 16 335
Coarse Contingencies 0 0 0 71 0 0 18 235
Cognitive Dissonance and Choice 0 0 2 439 1 2 16 1,428
De Finetti Meets Ellsberg 0 0 0 54 0 1 10 52
First order risk aversion and the equity premium puzzle 0 0 1 82 0 1 15 215
Hard-to-Interpret Signals 0 1 2 145 0 4 27 321
How Much Would You Pay To Resolve Long-Run Risk? 0 0 0 17 0 0 18 96
How Much Would You Pay to Resolve Long-Run Risk? 0 0 1 38 0 1 20 126
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 21 0 0 12 94
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 8 0 1 11 97
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 51 2 3 12 189
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 36 0 1 36 222
How much would you pay to resolve long-run risk? 0 0 0 0 1 1 17 179
IID: Independently and Indistinguishably Distributed 0 0 0 141 0 0 14 765
Identifying Heterogeneous Decision Rules From Choices When Menus Are Unobserved 0 0 0 2 1 2 12 26
Learning Under Ambiguity 0 0 0 350 1 1 9 1,240
Learning Under Ambiguity 0 0 0 171 1 2 15 600
Living with risk 0 0 1 226 0 0 5 703
Mutual Absolute Continuity of Multiple Priors 0 0 0 79 1 3 20 300
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 0 0 0 32 0 0 11 200
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 0 0 0 35 1 2 11 153
No Two Experiments are Identical 0 0 0 115 0 0 4 164
Non-Bayesian Updating: A Theoretical Framework 0 0 1 414 0 0 16 1,622
Non-Bayesian Updating: a Theoretical Framework 0 0 0 106 0 0 12 447
Optimal Learning and Ellsberg’s Urns 0 0 0 16 0 0 11 46
Optimal Learning under Robustness and Time-Consistency 0 0 1 66 0 1 11 76
Recursive Multiple-Priors 0 0 0 574 1 1 17 1,284
Robust Confidence Regions for Incomplete Models 0 0 0 20 0 0 14 59
Robust confidence regions for incomplete models 0 0 0 4 0 1 11 69
Robust confidence regions for incomplete models 0 0 0 1 0 0 12 17
Robust confidence regions for incomplete models 0 0 0 0 0 1 12 15
Robust confidence regions for incomplete models 0 1 1 28 0 2 16 86
SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY 0 0 0 14 0 0 10 76
Subjective Probabilities on Subjectively Unambiguous Events 0 0 0 229 0 0 10 864
Subjective Probabilities on Subjectivity Unambiguous Event 0 0 0 0 0 0 10 530
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework 0 0 0 2 0 6 19 584
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis 0 0 0 2 0 0 16 398
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 0 5 1,535
The Independence Axiom and Asset Returns 0 0 0 242 0 1 8 935
UNCERTAINTY AVERSION 0 0 0 417 0 4 13 1,257
Total Working Papers 1 6 21 8,019 16 72 891 28,356

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 0 1 8 497
'First-order' risk aversion and the equity premium puzzle 0 0 0 382 0 3 19 782
A Definition of Uncertainty Aversion 0 0 1 685 2 6 23 2,056
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 0 11 109
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 0 0 0 103 0 1 12 392
A Revelation Principle for Competing Mechanisms 0 0 0 140 0 0 14 376
A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment 0 0 0 71 0 0 5 210
A central limit theorem for sets of probability measures 1 1 1 2 2 2 14 22
A central limit theorem, loss aversion and multi-armed bandits 0 0 1 4 0 0 20 36
A correspondence theorem between expected utility and smooth utility 0 0 0 37 0 0 9 103
A simple dynamic general equilibrium model 0 0 0 309 0 0 12 539
A two-person dynamic equilibrium under ambiguity 0 0 0 183 1 1 23 618
A unifying approach to axiomatic non-expected utility theories 0 0 0 116 0 0 8 233
Ambiguity and Asset Markets 0 0 1 148 0 3 43 570
Ambiguity, Information Quality, and Asset Pricing 0 1 16 430 4 14 84 1,190
Ambiguity, Risk, and Asset Returns in Continuous Time 0 0 0 343 0 2 18 1,052
Ambiguous Correlation 0 0 2 19 0 2 26 128
Ambiguous Volatility and Asset Pricing in Continuous Time 0 0 0 66 0 3 17 249
Ambiguous volatility, possibility and utility in continuous time 0 1 1 21 1 2 16 107
An Axiomatic Model of Non-Bayesian Updating 0 0 0 94 0 2 25 368
Approximate optimality and the risk/reward tradeoff given repeated gambles 0 0 0 1 1 1 19 21
Are Probabilities Used in Markets ? 0 0 0 37 0 1 12 130
Asset Pricing with Stochastic Differential Utility 1 1 1 420 1 1 18 973
Capital Asset Prices and the Temporal Resolution of Uncertainty 0 1 1 35 0 2 13 117
Coarse contingencies and ambiguity 0 0 0 43 1 1 13 197
Cold feet 0 0 1 39 0 3 13 264
Comparative dynamics in the adjustment-cost model of the firm 0 0 0 30 0 0 7 81
De Finetti meets Ellsberg 0 0 1 12 0 1 13 63
Decision Making and the Temporal Resolution of Uncertainty 0 0 2 257 0 0 10 691
Decreasing Risk Aversion and Mean-Variance Analysis 0 0 1 222 0 1 12 612
Decreasing absolute risk aversion and utility indices derived from cake-eating problems 1 1 1 35 1 1 5 143
Duality Theory and Functional Forms for Dynamic Factor Demands 0 0 1 105 0 0 9 274
Dynamically Consistent Beliefs Must Be Bayesian 0 0 0 273 0 1 15 544
Endogenous capital utilization in a short-run production model: Theory and an empiral application 0 0 1 95 0 1 12 280
Exchangeable capacities, parameters and incomplete theories 0 0 0 16 0 1 11 87
Generalized Duality and Integrability 0 0 0 44 0 0 7 188
Habits and Time Preference 0 0 0 155 1 7 11 442
Hard-to-Interpret Signals 0 0 4 10 1 3 25 39
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 88 0 1 17 426
IID: independently and indistinguishably distributed 0 0 0 90 1 2 12 330
Implicitly additive utility and the nature of optimal economic growth 0 0 0 29 0 1 9 76
Increasing Generalized Correlation: A Definition and Some Economic Consequences 0 0 0 90 0 2 8 760
Integrability of Incomplete Systems of Demand Functions 0 0 0 48 0 0 10 167
Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism 0 0 0 33 0 3 15 116
Intertemporal Asset Pricing Under Knightian Uncertainty 0 0 1 747 1 1 21 1,931
Intertemporal price indices for the firm 0 0 0 4 0 0 4 42
Learning Under Ambiguity 0 0 0 176 0 0 20 597
Least convex capacities 0 0 0 80 1 1 14 440
Living with Risk 0 0 1 92 0 1 13 396
Mixture Symmetry and Quadratic Utility 0 0 1 182 2 5 22 1,013
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 0 2 18 131
Non-Bayesian Learning 0 0 2 74 2 4 11 303
Non-Bayesian updating: A theoretical framework 0 0 0 93 0 1 14 309
Non-parametric hypothesis testing procedures and applications to demand analysis 0 0 1 112 0 1 8 465
Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour 0 0 0 122 0 1 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 0 2 15 20
Preference, Rationalizability and Equilibrium 0 0 0 73 1 1 5 165
Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty 0 0 0 19 0 0 3 116
Quadratic Social Welfare Functions 0 0 2 192 2 2 17 717
Recursive multiple-priors 0 0 2 434 3 6 38 1,038
Risk aversion and asset prices 0 0 1 234 0 2 12 372
Robust Confidence Regions for Incomplete Models 0 0 0 6 0 0 10 91
Sharing Ambiguity 0 0 0 142 1 2 13 387
Some Economic Effects of Immigration: A General Equilibrium Analysis 0 0 0 23 0 1 11 1,104
Stationary cardinal utility and optimal growth under uncertainty 0 0 0 302 1 3 20 582
Stochastic Differential Utility 0 0 3 750 1 3 24 1,611
Subjective Probabilities on Subjectively Unambiguous Events 0 0 0 0 0 1 12 672
Subjective states: A more robust model 0 0 0 22 0 1 14 114
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 1 1 5 2,114 3 13 190 4,822
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis 1 3 16 1,411 5 13 65 3,372
Symmetry of evidence without evidence of symmetry 0 0 0 13 0 0 25 120
Symmetry or Dynamic Consistency? 0 0 0 38 0 0 5 119
The Core of Large Differentiable TU Games 0 0 0 18 0 0 16 92
The Global Stability of Efficient Intertemporal Allocations 0 0 0 70 1 2 10 256
The Law of Large Numbers and the Attractiveness of Compound Gambles 0 0 0 0 0 1 9 282
The Le Chatelier Principle in optimal control problems 0 0 1 101 0 0 10 355
The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing 0 0 1 173 0 1 13 657
The Projective Independence Axiom 0 0 0 0 1 2 12 428
The Rate of Time Preference and Dynamic Economic Analysis 0 0 1 296 0 1 13 690
The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty 0 0 0 203 0 1 8 574
The Unimportance of the Intransitivity of Separable Preferences 0 0 0 34 0 0 5 309
The empirical determination of technology and expectations: A simplified procedure 0 0 0 44 1 1 8 133
The independence axiom and asset returns 0 0 0 167 1 1 17 454
Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes 0 1 3 158 0 1 8 306
Total Journal Articles 5 11 78 14,413 44 154 1,484 43,082
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 1 3 22 127
Total Chapters 0 0 0 23 1 3 26 136

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Statistics updated 2026-08-07