Larry Epstein
Names
| first: |
Larry |
| middle: |
G. |
| last: |
Epstein |
Identifer
Contact
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Department of Economics, McGill University, Montreal |
Affiliations
-
McGill University
/ Department of Economics
Research profile
author of:
- How Much Would You Pay to Resolve Long-Run Risk? (RePEc:aea:aecrev:v:104:y:2014:i:9:p:2680-97)
by Larry G. Epstein & Emmanuel Farhi & Tomasz Strzalecki - Sharing Ambiguity (RePEc:aea:aecrev:v:91:y:2001:i:2:p:45-50)
by Larry G. Epstein - A Correspondence Theorem Between Expected Utility and Smooth Utility (RePEc:ags:isfiwp:275398)
by Soo Hong, Chew & Epstein, Larry & Zilcha, Itzhak - Ambiguity and Asset Markets (RePEc:anr:refeco:v:2:y:2010:p:315-346)
by Larry G. Epstein & Martin Schneider - Ambiguous Volatility, Possibility and Utility in Continuous Time (RePEc:arx:papers:1103.1652)
by Larry Epstein & Shaolin Ji - Ambiguous volatility and asset pricing in continuous time (RePEc:arx:papers:1301.4614)
by Larry G. Epstein & Shaolin Ji - Optimal Learning under Robustness and Time-Consistency (RePEc:arx:papers:1708.01890)
by Larry G. Epstein & Shaolin Ji - A Central Limit Theorem, Loss Aversion and Multi-Armed Bandits (RePEc:arx:papers:2106.05472)
by Zengjing Chen & Larry G. Epstein & Guodong Zhang - Approximate optimality and the risk/reward tradeoff in a class of bandit problems (RePEc:arx:papers:2210.08077)
by Zengjing Chen & Larry G. Epstein & Guodong Zhang - Robust confidence regions for incomplete models (RePEc:azt:cemmap:20/15)
by Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo - Robust confidence regions for incomplete models (RePEc:azt:cemmap:65/15)
by Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo - Capital Asset Prices and the Temporal Resolution of Uncertainty (RePEc:bla:jfinan:v:35:y:1980:i:3:p:627-43)
by Epstein, Larry G & Turnbull, Stuart M - Ambiguity, Information Quality, and Asset Pricing (RePEc:bla:jfinan:v:63:y:2008:i:1:p:197-228)
by Larry G. Epstein & Martin Schneider - Non-Bayesian Updating: A Theoretical Framework (RePEc:bos:wpaper:wp2005-025)
by Larry G. Epstein & Jawwad Noor & Alvaro Sandroni - Non-Bayesian Updating: A Theoretical Framework (RePEc:bos:wpaper:wp2005-049)
by Larry G. Epstein & Jawwad Noor & Alvaro Sandroni - Symmetry Of Evidence Without Evidence Of Symmetry (RePEc:bos:wpaper:wp2008-018)
by Larry G. Epstein & Kyoungwon Seo - How Much Would You Pay to Resolve Long-Run Risk? (RePEc:bos:wpaper:wp2013-002)
by Larry G. Epstein & Emmanuel Farhi & Tomasz Strzaleck - Robust Confidence Regions for Incomplete Models (RePEc:bos:wpaper:wp2015-008)
by Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo - Ambiguous Correlation (RePEc:bos:wpaper:wp2017-006)
by Larry G. Epstein & Yoram Halevy - Optimal Learning and Ellsberg’s Urns (RePEc:bos:wpaper:wp2017-010)
by Larry G. Epstein & Shaolin Ji - Non-Bayesian Learning (RePEc:bpj:bejtec:v:10:y:2010:i:1:n:3)
by Epstein Larry G & Noor Jawwad & Sandroni Alvaro - Symmetry or Dynamic Consistency? (RePEc:bpj:bejtec:v:11:y:2011:i:1:n:11)
by Epstein Larry G & Seo Kyoungwon - Subjective Probabilities on Subjectively Unambiguous Events (RePEc:car:carecp:99-18)
by Larry G. Epstein & Jiankang Zhang - Mutual Absolute Continuity of Multiple Priors (RePEc:cca:wpaper:19)
by Larry G. Epstein & Massimo Marinacci - Coarse Contingencies (RePEc:cca:wpaper:4)
by Larry G. Epstein & Massimo Marinacci & Seo Kyoungwon - Ambiguous Volatility and Asset Pricing in Continuous Time (RePEc:cir:cirwor:2012s-29)
by Larry G. Epstein & Shaolin Ji - De Finetti Meets Ellsberg (RePEc:cir:cirwor:2013s-35)
by Larry G. Epstein & Kyoungwon Seo - Increasing Generalized Correlation: A Definition and Some Economic Consequences (RePEc:cje:issued:v:13:y:1980:i:1:p:16-34)
by Larry G. Epstein & Stephen M. Tanny - Some Economic Effects of Immigration: A General Equilibrium Analysis (RePEc:cje:issued:v:7:y:1974:i:2:p:174-90)
by L. Epstein - First order risk aversion and the equity premium puzzle (RePEc:cla:levarc:1400)
by L. Epstein & S. Zin - A Disaggregate Analysis of Consumer Choice under Uncertainty (RePEc:ecm:emetrp:v:43:y:1975:i:5-6:p:877-92)
by Epstein, L - Multivariate Risk Independence and Functional Forms for Preferences and Technologies (RePEc:ecm:emetrp:v:48:y:1980:i:4:p:973-85)
by Epstein, Larry G - Generalized Duality and Integrability (RePEc:ecm:emetrp:v:49:y:1981:i:3:p:655-78)
by Epstein, Larry G - The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing (RePEc:ecm:emetrp:v:51:y:1983:i:3:p:647-74)
by Epstein, Larry G & Denny, Michael G S - Decreasing Risk Aversion and Mean-Variance Analysis (RePEc:ecm:emetrp:v:53:y:1985:i:4:p:945-61)
by Epstein, Larry G - The Global Stability of Efficient Intertemporal Allocations (RePEc:ecm:emetrp:v:55:y:1987:i:2:p:329-55)
by Epstein, Larry G - Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (RePEc:ecm:emetrp:v:57:y:1989:i:4:p:937-69)
by Epstein, Larry G & Zin, Stanley E - Mixture Symmetry and Quadratic Utility (RePEc:ecm:emetrp:v:59:y:1991:i:1:p:139-63)
by Chew, S H & Epstein, Larry G & Segal, U - Stochastic Differential Utility (RePEc:ecm:emetrp:v:60:y:1992:i:2:p:353-94)
by Duffie, Darrell & Epstein, Larry G - Intertemporal Asset Pricing Under Knightian Uncertainty (RePEc:ecm:emetrp:v:62:y:1994:i:2:p:283-322)
by Epstein, Larry G & Wang, Tan - "Beliefs about Beliefs" without Probabilities (RePEc:ecm:emetrp:v:64:y:1996:i:6:p:1343-73)
by Epstein, Larry G & Wang, Tan - Subjective Probabilities on Subjectively Unambiguous Events (RePEc:ecm:emetrp:v:69:y:2001:i:2:p:265-306)
by Epstein, Larry G & Zhang, Jiankang - Ambiguity, Risk, and Asset Returns in Continuous Time (RePEc:ecm:emetrp:v:70:y:2002:i:4:p:1403-1443)
by Zengjing Chen & Larry Epstein - A Paradox for the “Smooth Ambiguity” Model of Preference (RePEc:ecm:emetrp:v:78:y:2010:i:6:p:2085-2099)
by Larry G. Epstein - A two-person dynamic equilibrium under ambiguity (RePEc:eee:dyncon:v:27:y:2003:i:7:p:1253-1288)
by Epstein, Larry G. & Miao, Jianjun - Intertemporal price indices for the firm (RePEc:eee:dyncon:v:6:y:1983:i:1:p:109-126)
by Epstein, Larry G. - On the recoverability of intertemporal preferences (RePEc:eee:ecolet:v:5:y:1980:i:1:p:11-14)
by Epstein, Larry G. - Endogenous capital utilization in a short-run production model : Theory and an empiral application (RePEc:eee:econom:v:12:y:1980:i:2:p:189-207)
by Epstein, L. & Denny, M. - The empirical determination of technology and expectations : A simplified procedure (RePEc:eee:econom:v:27:y:1985:i:2:p:235-258)
by Epstein, Larry G. & Yatchew, Adonis J. - Non-parametric hypothesis testing procedures and applications to demand analysis (RePEc:eee:econom:v:30:y:1985:i:1-2:p:149-169)
by Epstein, Larry G. & Yatchew, Adonis J. - The independence axiom and asset returns (RePEc:eee:empfin:v:8:y:2001:i:5:p:537-572)
by Epstein, Larry G. & Zin, Stanley E. - Subjective states: A more robust model (RePEc:eee:gamebe:v:67:y:2009:i:2:p:408-427)
by Epstein, Larry G. & Seo, Kyoungwon - The Core of Large Differentiable TU Games (RePEc:eee:jetheo:v:100:y:2001:i:2:p:235-273)
by Epstein, Larry G. & Marinacci, Massimo - Recursive multiple-priors (RePEc:eee:jetheo:v:113:y:2003:i:1:p:1-31)
by Epstein, Larry G. & Schneider, Martin - IID: independently and indistinguishably distributed (RePEc:eee:jetheo:v:113:y:2003:i:1:p:32-50)
by Epstein, Larry G. & Schneider, Martin - Mutual absolute continuity of multiple priors (RePEc:eee:jetheo:v:137:y:2007:i:1:p:716-720)
by Epstein, Larry G. & Marinacci, Massimo - Exchangeable capacities, parameters and incomplete theories (RePEc:eee:jetheo:v:157:y:2015:i:c:p:879-917)
by Epstein, Larry G. & Seo, Kyoungwon - The Le Chatelier Principle in optimal control problems (RePEc:eee:jetheo:v:19:y:1978:i:1:p:103-122)
by Epstein, Larry G. - A central limit theorem, loss aversion and multi-armed bandits (RePEc:eee:jetheo:v:209:y:2023:i:c:s0022053123000418)
by Chen, Zengjing & Epstein, Larry G. & Zhang, Guodong - Comparative dynamics in the adjustment-cost model of the firm (RePEc:eee:jetheo:v:27:y:1982:i:1:p:77-100)
by Epstein, Larry G. - Decreasing absolute risk aversion and utility indices derived from cake-eating problems (RePEc:eee:jetheo:v:29:y:1983:i:2:p:245-264)
by Epstein, Larry G. - Stationary cardinal utility and optimal growth under uncertainty (RePEc:eee:jetheo:v:31:y:1983:i:1:p:133-152)
by Epstein, Larry G. - Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism (RePEc:eee:jetheo:v:38:y:1986:i:2:p:280-297)
by Epstein, Larry G. - A simple dynamic general equilibrium model (RePEc:eee:jetheo:v:41:y:1987:i:1:p:68-95)
by Epstein, Larry G. - A correspondence theorem between expected utility and smooth utility (RePEc:eee:jetheo:v:46:y:1988:i:1:p:186-193)
by Chew, Soo Hong & Epstein, Larry G. & Zilcha, Itzhak - A unifying approach to axiomatic non-expected utility theories (RePEc:eee:jetheo:v:49:y:1989:i:2:p:207-240)
by Chew, S. H. & Epstein, L. G. - Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour (RePEc:eee:jetheo:v:50:y:1990:i:1:p:54-81)
by Chew, Soo Hong & Epstein, Larry G. - A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment (RePEc:eee:jetheo:v:59:y:1993:i:1:p:183-188)
by Hong Chew Soo & Epstein Larry G. & Wakker Peter - Dynamically Consistent Beliefs Must Be Bayesian (RePEc:eee:jetheo:v:61:y:1993:i:1:p:1-22)
by Epstein Larry G. & Le Breton Michel - Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes (RePEc:eee:jetheo:v:67:y:1995:i:1:p:40-82)
by Epstein Larry G. & Wang Tan - Preference, Rationalizability and Equilibrium (RePEc:eee:jetheo:v:73:y:1997:i:1:p:1-29)
by Epstein, Larry G. - A Revelation Principle for Competing Mechanisms (RePEc:eee:jetheo:v:88:y:1999:i:1:p:119-160)
by Epstein, Larry G. & Peters, Michael - Are Probabilities Used in Markets ? (RePEc:eee:jetheo:v:91:y:2000:i:1:p:86-90)
by Epstein, Larry G. - Implicitly additive utility and the nature of optimal economic growth (RePEc:eee:mateco:v:15:y:1986:i:2:p:111-128)
by Epstein, Larry G. - Ambiguous volatility, possibility and utility in continuous time (RePEc:eee:mateco:v:50:y:2014:i:c:p:269-282)
by Epstein, Larry G. & Ji, Shaolin - Risk aversion and asset prices (RePEc:eee:moneco:v:22:y:1988:i:2:p:179-192)
by Epstein, Larry G. - 'First-order' risk aversion and the equity premium puzzle (RePEc:eee:moneco:v:26:y:1990:i:3:p:387-407)
by Epstein, Larry G. & Zin, Stanley E. - De Finetti meets Ellsberg (RePEc:eee:reecon:v:68:y:2014:i:1:p:11-26)
by Epstein, Larry G. & Seo, Kyoungwon - A central limit theorem for sets of probability measures (RePEc:eee:spapps:v:152:y:2022:i:c:p:424-451)
by Chen, Zengjing & Epstein, Larry G. - How Much Would You Pay to Resolve Long-Run Risk? (RePEc:hrv:faseco:12967842)
by Epstein, Larry G. & Farhi, Emmanuel & Strzalecki, Tomasz - Decision Making and the Temporal Resolution of Uncertainty (RePEc:ier:iecrev:v:21:y:1980:i:2:p:269-83)
by Epstein, Larry G - The Unimportance of the Intransitivity of Separable Preferences (RePEc:ier:iecrev:v:28:y:1987:i:2:p:315-22)
by Epstein, Larry G - The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty (RePEc:ier:iecrev:v:30:y:1989:i:1:p:103-17)
by Chew, Soo Hong & Epstein, Larry G - Habits and Time Preference (RePEc:ier:iecrev:v:34:y:1993:i:1:p:61-84)
by Shi, Shouyong & Epstein, Larry G - Robust confidence regions for incomplete models (RePEc:ifs:cemmap:20/15)
by Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo - Robust confidence regions for incomplete models (RePEc:ifs:cemmap:65/15)
by Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo - Optimal Learning Under Robustness and Time-Consistency (RePEc:inm:oropre:v:70:y:2022:i:3:p:1317-1329)
by Larry G. Epstein & Shaolin Ji - The Law of Large Numbers and the Attractiveness of Compound Gambles (RePEc:kap:jrisku:v:1:y:1988:i:1:p:125-32)
by Chew, S H & Epstein, Larry G - The Independence Axiom and Asset Returns (RePEc:nbr:nberte:0109)
by Larry G. Epstein & Stanley E. Zin - Ambiguity and Asset Markets (RePEc:nbr:nberwo:16181)
by Larry G. Epstein & Martin Schneider - How Much Would You Pay to Resolve Long-Run Risk? (RePEc:nbr:nberwo:19541)
by Larry G. Epstein & Emmanuel Farhi & Tomasz Strzalecki - A Revealed Preference Analysis of Asset Pricing Under Recursive Utility (RePEc:nbr:nberwo:4524)
by Larry G. Epstein & Angelo Melino - Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty (RePEc:oup:restud:v:45:y:1978:i:2:p:251-261.)
by Larry Epstein - Duality Theory and Functional Forms for Dynamic Factor Demands (RePEc:oup:restud:v:48:y:1981:i:1:p:81-95.)
by Larry G. Epstein - Integrability of Incomplete Systems of Demand Functions (RePEc:oup:restud:v:49:y:1982:i:3:p:411-425.)
by Larry G. Epstein - A Revealed Preference Analysis of Asset Pricing Under Recursive Utility (RePEc:oup:restud:v:62:y:1995:i:4:p:597-618.)
by Larry G. Epstein & Angelo Melino - A Definition of Uncertainty Aversion (RePEc:oup:restud:v:66:y:1999:i:3:p:579-608.)
by Larry G. Epstein - An Axiomatic Model of Non-Bayesian Updating (RePEc:oup:restud:v:73:y:2006:i:2:p:413-436)
by Larry G. Epstein - Learning Under Ambiguity (RePEc:oup:restud:v:74:y:2007:i:4:p:1275-1303)
by Larry G. Epstein & Martin Schneider - Living with Risk (RePEc:oup:restud:v:75:y:2008:i:4:p:1121-1141)
by Larry G. Epstein - Ambiguous Correlation (RePEc:oup:restud:v:86:y:2019:i:2:p:668-693.)
by Larry G Epstein & Yoram Halevy - Ambiguous Volatility and Asset Pricing in Continuous Time (RePEc:oup:rfinst:v:26:y:2013:i:7:p:1740-1786)
by Larry G. Epstein & Shaolin Ji - Asset Pricing with Stochastic Differential Utility (RePEc:oup:rfinst:v:5:y:1992:i:3:p:411-36)
by Duffie, Darrell & Epstein, Larry G - Comment (RePEc:pal:intecp:978-1-349-11029-2_17)
by Larry G. Epstein - Supplementary Appendix for ‘Non-Bayesian Updating: A Theoretical Framework’ (RePEc:pen:papers:08-017)
by Larry G. Epstein & Jawwad Noor & Alvaro Sandroni - Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis (RePEc:qed:wpaper:698)
by Larry G. Epstein & Stanley E. Zin - Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework (RePEc:qed:wpaper:699)
by Larry G. Epstein & Stanley E. Zin - How Much Would You Pay to Resolve Long-Run Risk? (RePEc:qsh:wpaper:106061)
by Larry Epstein & Emmanuel Farhi & Tomasz Stralezcki - How Much Would You Pay To Resolve Long-Run Risk? (RePEc:qsh:wpaper:136671)
by Larry Epstein & Emmanuel Farhi & Tomasz Stralezcki - How Much Would You Pay to Resolve Long-Run Risk? (RePEc:qsh:wpaper:8366)
by Larry Epstein & Emmanuel Farhi & Tomasz Strzalecki - How much would you pay to resolve long-run risk? (RePEc:red:sed014:429)
by Tomasz Strzalecki & Emmanuel Farhi & Larry Epstein - Subjective Probabilities on Subjectivity Unambiguous Event (RePEc:roc:rocher:456)
by Epstein, L.G. & Zhang, J. - Are Probabilities Used in Markets? (RePEc:roc:rocher:464)
by Epstein, L.G. - The Core of Large TU Games (RePEc:roc:rocher:469)
by Larry G. Epstein & Massimo Marinacci - Ambiguity, risk and asset returns in continuous time (RePEc:roc:rocher:474)
by Zengjing Chen & Larry G. Epstein - A Two-Person Dynamic Equilibrium under Ambiguity (RePEc:roc:rocher:478)
by Larry G. Epstein & JianJun Miao - Recursive Multiple-Priors (RePEc:roc:rocher:485)
by Larry G. Epstein & Martin Schneider - IID: Independently and Indistinguishably Distributed (RePEc:roc:rocher:496)
by Larry Epstein & Martin Schneider - Learning Under Ambiguity (RePEc:roc:rocher:497)
by Larry Epstein & Martin Schneider - An Axiomatic Model of Non-Bayesian Updating (RePEc:roc:rocher:498)
by Larry Epstein - Non-Bayesian Updating : A Theoretical Framework (RePEc:roc:rocher:505)
by Larry G. Epstein & Alvaro Sandroni - Ambiguity, Information Quality and Asset Pricing (RePEc:roc:rocher:507)
by Larry Epstein & Martin Schneider - Coarse Contingencies (RePEc:roc:rocher:515)
by Larry Epstein & Massimo Marinacci - Non-Bayesian Updating: a Theoretical Framework (RePEc:roc:rocher:518)
by Larry Epstein & Jawwad Noor & Alvaro Sandroni - Ambiguity, Information Quality and Asset Pricing (RePEc:roc:rocher:519)
by Larry Epstein & Martin Schneider - An Axiomatic Model of Non-Bayesian Updating (RePEc:roc:rocher:521)
by Larry Epstein - Cognitive Dissonance and Choice (RePEc:roc:rocher:525)
by Larry Epstein & Igor Kopylov - Learning Under Ambiguity (RePEc:roc:rocher:527)
by Larry Epstein & Martin Schneider - An axiomatic model of 'cold feet' (RePEc:roc:rocher:533)
by Larry G. Epstein & Igor Kopylov - Living with risk (RePEc:roc:rocher:534)
by Larry G. Epstein - Least convex capacities (RePEc:spr:joecth:v:13:y:1999:i:2:p:263-286)
by Larry G. Epstein & Jiankang Zhang - The Projective Independence Axiom (RePEc:spr:joecth:v:4:y:1994:i:2:p:189-215)
by Chew, Soo Hong & Epstein, Larry G & Segal, Uzi - Coarse contingencies and ambiguity (RePEc:the:publsh:223)
by , G. & , & , - Non-Bayesian updating: A theoretical framework (RePEc:the:publsh:253)
by , G. & , & , - Cold feet (RePEc:the:publsh:317)
by , G. & , - Symmetry of evidence without evidence of symmetry (RePEc:the:publsh:596)
by , G. & , - Uncertainty Aversion (RePEc:tor:tecipa:epstein-97-01)
by Larry Epstein - A Revelation Principle For Competing Mechanisms (RePEc:tor:tecipa:peters-96-02)
by Larry Epstein & Michael Peters - Hard-to-Interpret Signals (RePEc:tor:tecipa:tecipa-634)
by Larry G. Epstein & Yoram Halevy - No Two Experiments are Identical (RePEc:ubc:pmicro:yoram_halevy-2014-9)
by Epstein, Larry G. & Halevy, Yoram - Ambiguous Correlation (RePEc:ubc:pmicro:yoram_halevy-2017-2)
by Epstein, Larry G. & Halevy, Yoram - Quadratic Social Welfare Functions (RePEc:ucp:jpolec:v:100:y:1992:i:4:p:691-712)
by Epstein, Larry G & Segal, Uzi - The Rate of Time Preference and Dynamic Economic Analysis (RePEc:ucp:jpolec:v:91:y:1983:i:4:p:611-35)
by Epstein, Larry G & Hynes, J Allan - Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis (RePEc:ucp:jpolec:v:99:y:1991:i:2:p:263-86)
by Epstein, Larry G & Zin, Stanley E - Robust Confidence Regions for Incomplete Models (RePEc:wly:emetrp:v:84:y:2016:i::p:1799-1838)
by Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo - Substitution, risk aversion and the temporal behavior of consumption and asset returns: A theoretical framework (RePEc:wsi:wschap:9789814417358_0012)
by Larry G. Epstein & Stanley E. Zin