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 10 51
A Correspondence Theorem Between Expected Utility and Smooth Utility 0 0 0 3 4 6 7 20
A REVELATION PRINCIPLE FOR COMPETING MECHANISMS 0 0 0 289 5 6 9 1,099
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 0 0 1 108 4 8 10 567
A Two-Person Dynamic Equilibrium under Ambiguity 1 1 1 327 6 13 14 1,309
Ambiguity and Asset Markets 0 0 1 212 9 20 33 572
Ambiguity, Information Quality and Asset Pricing 0 1 1 262 10 19 25 789
Ambiguity, Information Quality and Asset Pricing 0 0 0 252 5 9 11 757
Ambiguity, risk and asset returns in continuous time 1 1 1 1,133 7 13 20 2,597
Ambiguous Correlation 0 0 0 53 6 9 13 95
Ambiguous Correlation 0 0 1 59 4 5 6 130
Ambiguous Volatility and Asset Pricing in Continuous Time 0 0 0 100 4 12 16 188
Ambiguous Volatility, Possibility and Utility in Continuous Time 0 0 0 54 2 3 6 197
Ambiguous volatility and asset pricing in continuous time 0 0 0 44 3 9 13 108
An Axiomatic Model of Non-Bayesian Updating 0 0 0 105 1 4 7 366
An Axiomatic Model of Non-Bayesian Updating 0 0 1 241 7 9 12 686
An axiomatic model of 'cold feet' 0 0 0 49 5 6 9 270
Approximate optimality and the risk/reward tradeoff in a class of bandit problems 0 0 2 2 3 7 11 16
Are Probabilities Used in Markets? 0 0 0 155 5 7 7 625
Coarse Contingencies 0 0 0 71 5 8 10 227
Coarse Contingencies 0 0 0 94 4 5 7 326
Cognitive Dissonance and Choice 0 1 1 438 5 7 10 1,421
De Finetti Meets Ellsberg 0 0 0 54 3 7 8 49
First order risk aversion and the equity premium puzzle 0 0 1 81 4 7 9 207
Hard-to-Interpret Signals 0 0 1 143 4 9 15 305
How Much Would You Pay To Resolve Long-Run Risk? 0 0 1 17 4 12 14 91
How Much Would You Pay to Resolve Long-Run Risk? 0 0 1 38 4 10 17 122
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 8 2 5 8 94
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 36 11 21 25 211
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 21 6 9 14 92
How Much Would You Pay to Resolve Long-Run Risk? 0 0 0 51 1 4 6 181
How much would you pay to resolve long-run risk? 0 0 0 0 2 8 12 172
IID: Independently and Indistinguishably Distributed 0 0 0 141 3 7 10 758
Identifying Heterogeneous Decision Rules From Choices When Menus Are Unobserved 0 0 0 2 5 8 13 24
Learning Under Ambiguity 0 0 0 350 2 4 7 1,236
Learning Under Ambiguity 0 0 1 171 5 11 14 597
Living with risk 0 0 0 225 3 4 5 702
Mutual Absolute Continuity of Multiple Priors 0 0 0 79 7 10 13 292
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 0 0 0 35 0 1 3 144
NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK 0 0 0 32 2 4 7 195
No Two Experiments are Identical 0 0 1 115 2 3 5 164
Non-Bayesian Updating: A Theoretical Framework 0 0 0 413 3 7 10 1,615
Non-Bayesian Updating: a Theoretical Framework 0 0 0 106 2 2 5 439
Optimal Learning and Ellsberg’s Urns 0 0 0 16 3 5 6 41
Optimal Learning under Robustness and Time-Consistency 1 1 2 66 4 7 10 74
Recursive Multiple-Priors 0 0 0 574 9 10 12 1,278
Robust Confidence Regions for Incomplete Models 0 0 0 20 2 7 7 52
Robust confidence regions for incomplete models 0 0 0 1 4 7 11 14
Robust confidence regions for incomplete models 0 0 0 0 4 6 7 9
Robust confidence regions for incomplete models 0 0 0 4 1 4 12 66
Robust confidence regions for incomplete models 0 0 0 27 5 7 8 77
SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY 0 0 0 14 3 5 7 73
Subjective Probabilities on Subjectively Unambiguous Events 0 0 0 229 4 7 8 861
Subjective Probabilities on Subjectivity Unambiguous Event 0 0 0 0 2 6 8 526
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework 0 0 0 2 2 5 15 573
Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis 0 0 0 2 6 8 17 394
Supplementary Appendix for ‘Non-Bayesian Updating: A Theoretical Framework’ 0 0 0 62 1 2 2 144
The Core of Large TU Games 0 0 0 125 0 1 3 1,533
The Independence Axiom and Asset Returns 0 0 0 242 2 4 5 931
UNCERTAINTY AVERSION 0 0 1 417 1 3 5 1,247
Total Working Papers 3 5 19 8,006 234 436 629 27,999

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 3 4 7 493
'First-order' risk aversion and the equity premium puzzle 0 0 0 382 0 10 20 774
A Definition of Uncertainty Aversion 0 0 2 685 7 12 21 2,047
A Disaggregate Analysis of Consumer Choice under Uncertainty 0 0 0 95 6 9 11 387
A Paradox for the “Smooth Ambiguity” Model of Preference 0 0 0 0 4 5 7 104
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility 0 0 1 103 6 6 12 387
A Revelation Principle for Competing Mechanisms 0 0 2 140 4 6 13 369
A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment 0 0 0 71 2 3 5 209
A central limit theorem for sets of probability measures 0 0 0 1 2 7 11 17
A central limit theorem, loss aversion and multi-armed bandits 0 0 1 3 6 11 19 32
A correspondence theorem between expected utility and smooth utility 0 0 0 37 4 6 10 102
A simple dynamic general equilibrium model 0 0 0 309 2 8 9 535
A two-person dynamic equilibrium under ambiguity 0 0 0 183 4 12 18 611
A unifying approach to axiomatic non-expected utility theories 0 0 0 116 3 5 6 230
Ambiguity and Asset Markets 0 0 1 148 8 13 27 544
Ambiguity, Information Quality, and Asset Pricing 3 9 23 425 15 33 74 1,150
Ambiguity, Risk, and Asset Returns in Continuous Time 0 0 0 343 4 6 11 1,042
Ambiguous Correlation 0 0 5 18 5 12 26 118
Ambiguous Volatility and Asset Pricing in Continuous Time 0 0 1 66 2 4 11 240
Ambiguous volatility, possibility and utility in continuous time 0 0 0 20 6 8 12 99
An Axiomatic Model of Non-Bayesian Updating 0 0 0 94 10 11 16 355
Approximate optimality and the risk/reward tradeoff given repeated gambles 0 0 1 1 4 12 16 16
Are Probabilities Used in Markets ? 0 0 0 37 3 4 7 124
Asset Pricing with Stochastic Differential Utility 0 0 0 419 4 7 15 967
Capital Asset Prices and the Temporal Resolution of Uncertainty 0 0 2 34 2 2 6 107
Coarse contingencies and ambiguity 0 0 0 43 8 9 11 193
Cold feet 0 0 0 38 5 6 7 258
Comparative dynamics in the adjustment-cost model of the firm 0 0 0 30 4 5 6 80
De Finetti meets Ellsberg 0 1 1 12 5 7 8 57
Decision Making and the Temporal Resolution of Uncertainty 0 2 4 257 2 5 11 688
Decreasing Risk Aversion and Mean-Variance Analysis 0 1 1 222 3 6 11 609
Decreasing absolute risk aversion and utility indices derived from cake-eating problems 0 0 0 34 2 2 5 141
Duality Theory and Functional Forms for Dynamic Factor Demands 1 1 1 105 3 4 7 270
Dynamically Consistent Beliefs Must Be Bayesian 0 0 2 273 5 9 12 539
Endogenous capital utilization in a short-run production model: Theory and an empiral application 0 0 0 94 3 3 6 273
Exchangeable capacities, parameters and incomplete theories 0 0 0 16 4 7 12 86
Generalized Duality and Integrability 0 0 0 44 4 5 6 186
Habits and Time Preference 0 0 0 155 3 3 5 435
Hard-to-Interpret Signals 1 2 3 8 6 13 18 28
How Much Would You Pay to Resolve Long-Run Risk? 0 0 1 88 4 10 17 422
IID: independently and indistinguishably distributed 0 0 1 90 6 7 10 325
Implicitly additive utility and the nature of optimal economic growth 0 0 0 29 4 5 7 72
Increasing Generalized Correlation: A Definition and Some Economic Consequences 0 0 0 90 2 4 5 756
Integrability of Incomplete Systems of Demand Functions 0 0 0 48 2 4 10 163
Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism 0 0 0 33 6 8 13 110
Intertemporal Asset Pricing Under Knightian Uncertainty 0 0 2 747 3 7 13 1,919
Intertemporal price indices for the firm 0 0 0 4 2 3 4 41
Learning Under Ambiguity 0 0 0 176 12 13 21 593
Least convex capacities 0 0 0 80 4 8 12 436
Living with Risk 0 0 1 92 4 5 14 389
Mixture Symmetry and Quadratic Utility 0 1 1 182 7 9 11 1,001
Multivariate Risk Independence and Functional Forms for Preferences and Technologies 0 0 0 23 3 5 5 146
Mutual absolute continuity of multiple priors 0 0 0 32 4 10 14 127
Non-Bayesian Learning 0 0 1 73 2 3 8 297
Non-Bayesian updating: A theoretical framework 0 0 1 93 5 6 9 302
Non-parametric hypothesis testing procedures and applications to demand analysis 1 1 2 112 4 4 7 461
Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour 0 0 0 122 0 1 2 255
On the recoverability of intertemporal preferences 0 0 0 12 4 4 4 45
Optimal Learning Under Robustness and Time-Consistency 0 0 1 1 3 5 9 12
Preference, Rationalizability and Equilibrium 0 0 0 73 2 2 3 163
Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty 0 0 0 19 1 2 5 116
Quadratic Social Welfare Functions 0 0 1 191 5 9 13 710
Recursive multiple-priors 1 2 3 434 6 13 22 1,018
Risk aversion and asset prices 0 0 0 233 4 7 8 367
Robust Confidence Regions for Incomplete Models 0 0 0 6 0 2 8 86
Sharing Ambiguity 0 0 0 142 3 4 6 380
Some Economic Effects of Immigration: A General Equilibrium Analysis 0 0 0 23 3 6 8 1,099
Stationary cardinal utility and optimal growth under uncertainty 0 0 1 302 8 11 17 576
Stochastic Differential Utility 1 1 2 748 5 7 14 1,597
Subjective Probabilities on Subjectively Unambiguous Events 0 0 0 0 2 5 7 666
Subjective states: A more robust model 0 0 0 22 7 7 10 108
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 0 2 4 2,112 64 78 99 4,720
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis 1 3 12 1,402 7 11 38 3,329
Symmetry of evidence without evidence of symmetry 0 0 0 13 9 9 11 106
Symmetry or Dynamic Consistency? 0 0 0 38 0 1 2 116
The Core of Large Differentiable TU Games 0 0 0 18 5 8 13 88
The Global Stability of Efficient Intertemporal Allocations 0 0 0 70 2 4 6 252
The Law of Large Numbers and the Attractiveness of Compound Gambles 0 0 0 0 2 5 6 278
The Le Chatelier Principle in optimal control problems 0 0 1 101 1 2 4 349
The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing 0 0 1 173 1 5 8 651
The Projective Independence Axiom 0 0 0 0 3 3 8 422
The Rate of Time Preference and Dynamic Economic Analysis 0 0 2 295 3 5 13 685
The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty 0 0 1 203 4 4 6 570
The Unimportance of the Intransitivity of Separable Preferences 0 0 0 34 1 2 4 306
The empirical determination of technology and expectations: A simplified procedure 0 0 0 44 2 6 6 131
The independence axiom and asset returns 0 0 0 167 7 11 14 449
Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes 0 1 1 156 1 3 5 301
Total Journal Articles 9 27 92 14,378 412 653 1,074 42,413
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 4 4 4 9
Substitution, risk aversion and the temporal behavior of consumption and asset returns: A theoretical framework 0 0 0 23 1 4 20 115
Total Chapters 0 0 0 23 5 8 24 124

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Statistics updated 2026-02-12