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 1 36 0 0 4 42
A Correspondence Theorem Between Expected Utility and Smooth Utility 0 0 0 3 0 0 0 13
A REVELATION PRINCIPLE FOR COMPETING MECHANISMS 0 0 0 289 1 1 2 1,091
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 0 0 1 108 0 0 2 559
A Two-Person Dynamic Equilibrium under Ambiguity 0 0 0 326 0 0 1 1,296
Ambiguity and Asset Markets 0 0 1 211 1 8 20 551
Ambiguity, Information Quality and Asset Pricing 0 0 1 252 0 0 1 746
Ambiguity, Information Quality and Asset Pricing 0 0 0 261 0 0 2 765
Ambiguity, risk and asset returns in continuous time 0 0 2 1,132 0 1 9 2,581
Ambiguous Correlation 0 0 1 53 0 0 3 82
Ambiguous Correlation 0 0 0 58 0 0 2 124
Ambiguous Volatility and Asset Pricing in Continuous Time 0 0 0 100 0 0 1 173
Ambiguous Volatility, Possibility and Utility in Continuous Time 0 0 0 54 0 0 3 192
Ambiguous volatility and asset pricing in continuous time 0 0 1 44 0 0 4 96
An Axiomatic Model of Non-Bayesian Updating 0 0 0 105 0 0 1 359
An Axiomatic Model of Non-Bayesian Updating 0 0 1 241 0 1 5 677
An axiomatic model of 'cold feet' 0 0 0 49 0 1 3 263
Approximate optimality and the risk/reward tradeoff in a class of bandit problems 0 1 2 2 0 1 3 7
Are Probabilities Used in Markets? 0 0 0 155 0 0 0 618
Coarse Contingencies 0 0 2 94 0 0 5 319
Coarse Contingencies 0 0 1 71 0 0 1 217
Cognitive Dissonance and Choice 0 0 0 437 0 0 2 1,412
De Finetti Meets Ellsberg 0 0 0 54 0 0 1 42
First order risk aversion and the equity premium puzzle 0 0 1 81 1 1 2 200
Hard-to-Interpret Signals 0 1 2 143 0 2 5 294
How Much Would You Pay To Resolve Long-Run Risk? 0 0 1 17 0 0 2 78
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 37 0 0 3 106
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 21 0 1 5 82
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 36 0 0 0 186
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 8 0 0 3 86
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 51 0 1 2 177
How much would you pay to resolve long-run risk? 0 0 0 0 1 1 2 162
IID: Independently and Indistinguishably Distributed 0 0 0 141 0 1 3 751
Identifying Heterogeneous Decision Rules From Choices When Menus Are Unobserved 0 0 1 2 0 1 8 14
Learning Under Ambiguity 0 0 1 171 0 0 2 585
Learning Under Ambiguity 0 0 0 350 0 0 3 1,231
Living with risk 0 0 0 225 0 0 1 698
Mutual Absolute Continuity of Multiple Priors 0 0 0 79 0 0 1 280
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 0 0 0 32 0 1 1 189
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 0 0 0 35 0 0 2 142
No Two Experiments are Identical 0 0 3 115 0 0 3 160
Non-Bayesian Updating: A Theoretical Framework 0 0 0 413 1 1 3 1,606
Non-Bayesian Updating: a Theoretical Framework 0 0 0 106 0 1 4 435
Optimal Learning and Ellsberg’s Urns 0 0 1 16 0 0 1 35
Optimal Learning under Robustness and Time-Consistency 0 0 1 65 0 0 1 65
Recursive Multiple-Priors 0 0 0 574 0 1 1 1,267
Robust Confidence Regions for Incomplete Models 0 0 1 20 0 0 2 45
Robust confidence regions for incomplete models 0 0 0 0 0 0 2 3
Robust confidence regions for incomplete models 0 0 0 4 0 1 6 58
Robust confidence regions for incomplete models 0 0 1 1 0 1 4 5
Robust confidence regions for incomplete models 0 0 0 27 0 0 1 70
SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY 0 0 0 14 0 0 0 66
Subjective Probabilities on Subjectively Unambiguous Events 0 0 0 229 0 0 4 854
Subjective Probabilities on Subjectivity Unambiguous Event 0 0 0 0 0 0 2 520
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework 0 0 0 2 1 2 9 565
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis 0 0 0 2 2 5 9 382
Supplementary Appendix for ‘Non-Bayesian Updating: A Theoretical Framework’ 0 0 0 62 0 0 1 142
The Core of Large TU Games 0 0 0 125 0 0 1 1,530
The Independence Axiom and Asset Returns 0 0 0 242 0 0 1 927
UNCERTAINTY AVERSION 0 0 1 417 0 0 3 1,244
Total Working Papers 0 2 28 7,998 8 34 178 27,465


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 0 1 4 489
'First-order' risk aversion and the equity premium puzzle 0 0 2 382 3 6 15 763
A Definition of Uncertainty Aversion 0 1 3 684 2 4 15 2,033
A Disaggregate Analysis of Consumer Choice under Uncertainty 0 0 0 95 0 0 0 376
A Paradox for the “Smooth Ambiguity” Model of Preference 0 0 0 0 1 1 1 98
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 0 0 1 103 4 4 5 380
A Revelation Principle for Competing Mechanisms 0 0 4 140 2 3 9 362
A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment 0 0 0 71 1 1 1 205
A central limit theorem for sets of probability measures 0 0 0 1 0 1 4 8
A central limit theorem, loss aversion and multi-armed bandits 0 1 1 3 1 3 6 16
A correspondence theorem between expected utility and smooth utility 0 0 0 37 2 2 3 94
A simple dynamic general equilibrium model 0 0 1 309 1 1 3 527
A two-person dynamic equilibrium under ambiguity 0 0 0 183 0 0 4 595
A unifying approach to axiomatic non-expected utility theories 0 0 0 116 0 0 2 225
Ambiguity and Asset Markets 0 0 2 147 2 4 17 527
Ambiguity, Information Quality, and Asset Pricing 1 7 18 414 3 17 55 1,106
Ambiguity, Risk, and Asset Returns in Continuous Time 0 0 0 343 0 2 5 1,034
Ambiguous Correlation 0 0 4 17 3 4 14 102
Ambiguous Volatility and Asset Pricing in Continuous Time 0 1 2 66 0 1 7 232
Ambiguous volatility, possibility and utility in continuous time 0 0 0 20 2 3 5 91
An Axiomatic Model of Non-Bayesian Updating 0 0 0 94 2 2 7 343
Approximate optimality and the risk/reward tradeoff given repeated gambles 0 1 1 1 0 2 2 2
Are Probabilities Used in Markets ? 0 0 0 37 1 1 5 118
Asset Pricing with Stochastic Differential Utility 0 0 3 419 0 2 7 955
Capital Asset Prices and the Temporal Resolution of Uncertainty 1 2 2 34 1 2 4 104
Coarse contingencies and ambiguity 0 0 0 43 0 1 3 184
Cold feet 0 0 0 38 0 0 0 251
Comparative dynamics in the adjustment-cost model of the firm 0 0 0 30 0 0 1 74
De Finetti meets Ellsberg 0 0 0 11 0 0 1 50
Decision Making and the Temporal Resolution of Uncertainty 0 0 2 255 0 2 6 681
Decreasing Risk Aversion and Mean-Variance Analysis 0 0 1 221 2 2 5 600
Decreasing absolute risk aversion and utility indices derived from cake-eating problems 0 0 0 34 0 1 2 138
Duality Theory and Functional Forms for Dynamic Factor Demands 0 0 0 104 2 2 2 265
Dynamically Consistent Beliefs Must Be Bayesian 0 1 2 273 0 1 4 529
Endogenous capital utilization in a short-run production model: Theory and an empiral application 0 0 2 94 0 1 8 268
Exchangeable capacities, parameters and incomplete theories 0 0 1 16 1 2 4 76
Generalized Duality and Integrability 0 0 0 44 1 1 1 181
Habits and Time Preference 0 0 1 155 0 1 3 431
Hard-to-Interpret Signals 0 0 2 6 0 1 8 14
How Much Would You Pay to Resolve Long-Run Risk? 1 1 2 88 1 2 7 409
IID: independently and indistinguishably distributed 1 1 1 90 1 2 4 318
Implicitly additive utility and the nature of optimal economic growth 0 0 0 29 1 1 2 67
Increasing Generalized Correlation: A Definition and Some Economic Consequences 0 0 1 90 1 1 3 752
Integrability of Incomplete Systems of Demand Functions 0 0 0 48 3 4 4 157
Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism 0 0 0 33 2 2 4 101
Intertemporal Asset Pricing Under Knightian Uncertainty 0 1 3 746 1 3 15 1,910
Intertemporal price indices for the firm 0 0 0 4 1 1 1 38
Learning Under Ambiguity 0 0 0 176 2 4 8 577
Least convex capacities 0 0 0 80 1 2 2 426
Living with Risk 0 0 1 91 5 5 11 383
Mixture Symmetry and Quadratic Utility 0 0 0 181 0 1 1 991
Multivariate Risk Independence and Functional Forms for Preferences and Technologies 0 0 0 23 0 0 0 141
Mutual absolute continuity of multiple priors 0 0 0 32 0 0 0 113
Non-Bayesian Learning 0 0 0 72 0 0 8 292
Non-Bayesian updating: A theoretical framework 1 1 2 93 1 2 4 295
Non-parametric hypothesis testing procedures and applications to demand analysis 0 0 3 111 2 2 6 457
Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour 0 0 1 122 0 0 3 253
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 0 0 3 5
Preference, Rationalizability and Equilibrium 0 0 0 73 0 0 0 160
Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty 0 0 0 19 2 2 2 113
Quadratic Social Welfare Functions 0 0 0 190 1 2 3 700
Recursive multiple-priors 0 1 2 432 1 3 9 1,000
Risk aversion and asset prices 0 0 0 233 0 0 2 360
Robust Confidence Regions for Incomplete Models 0 0 0 6 2 2 5 81
Sharing Ambiguity 0 0 0 142 0 0 0 374
Some Economic Effects of Immigration: A General Equilibrium Analysis 0 0 1 23 0 0 3 1,093
Stationary cardinal utility and optimal growth under uncertainty 0 0 1 302 0 1 8 562
Stochastic Differential Utility 0 1 3 747 0 3 8 1,587
Subjective Probabilities on Subjectively Unambiguous Events 0 0 0 0 0 1 2 660
Subjective states: A more robust model 0 0 0 22 2 2 4 100
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 0 0 3 2,109 1 4 24 4,632
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis 0 1 20 1,395 2 4 47 3,307
Symmetry of evidence without evidence of symmetry 0 0 0 13 0 0 0 95
Symmetry or Dynamic Consistency? 0 0 0 38 0 0 1 114
The Core of Large Differentiable TU Games 0 0 0 18 1 1 1 76
The Global Stability of Efficient Intertemporal Allocations 0 0 0 70 0 0 1 246
The Law of Large Numbers and the Attractiveness of Compound Gambles 0 0 0 0 1 1 3 273
The Le Chatelier Principle in optimal control problems 0 0 0 100 0 0 0 345
The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing 0 0 0 172 1 1 1 644
The Projective Independence Axiom 0 0 0 0 0 0 2 416
The Rate of Time Preference and Dynamic Economic Analysis 1 1 4 295 3 4 9 677
The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty 1 1 1 203 1 2 2 566
The Unimportance of the Intransitivity of Separable Preferences 0 0 0 34 1 1 2 304
The empirical determination of technology and expectations: A simplified procedure 0 0 0 44 0 0 0 125
The independence axiom and asset returns 0 0 0 167 1 1 2 437
Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes 0 0 0 155 1 1 3 298
Total Journal Articles 7 23 106 14,335 80 150 478 41,598
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 0 4 16 105
Total Chapters 0 0 0 23 0 4 16 110


Statistics updated 2025-08-05