Larry Epstein
Names
first: 
Larry 
middle: 
G. 
last: 
Epstein 
Contact
email: 

homepage: 
http://people.bu.edu/lepstein/index.html 
phone: 
(617) 3534142 
postal address: 
Department of Economics Boston University, 270 Bay State Road, Boston, MA 02215 
Affiliations

Boston University
→ Department of Economics
 website
 location: Boston, Massachusetts (United States)
Research profile
author of:

Learning Under Ambiguity
by Larry Epstein & Martin Schneider

An Axiomatic Model of NonBayesian Updating
by Larry Epstein

Sharing Ambiguity
by Larry G. Epstein

Increasing Generalized Correlation: A Definition and Some Economic Consequences.
by Larry G. Epstein & Stephen M. Tanny

Some Economic Effects of Immigration: A General Equilibrium Analysis.
by L. Epstein

A Disaggregate Analysis of Consumer Choice under Uncertainty.
by Epstein, L.

Multivariate Risk Independence and Functional Forms for Preferences and Technologies.
by Epstein, Larry G.

Generalized Duality and Integrability.
by Epstein, Larry G.

The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing.
by Epstein, Larry G. & Denny, Michael G. S.

Decreasing Risk Aversion and MeanVariance Analysis.
by Epstein, Larry G.

The Global Stability of Efficient Intertemporal Allocations.
by Epstein, Larry G.

Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework.
by Epstein, Larry G. & Zin, Stanley E.

Mixture Symmetry and Quadratic Utility.
by Chew, S. H. & Epstein, Larry G. & Segal, U.

Stochastic Differential Utility.
by Duffie, Darrell & Epstein, Larry G.

Intertemporal Asset Pricing Under Knightian Uncertainty.
by Epstein, Larry G. & Wang, Tan

"Beliefs about Beliefs" without Probabilities.
by Epstein, Larry G. & Wang, Tan

Subjective Probabilities on Subjectively Unambiguous Events.
by Epstein, Larry G. & Zhang, Jiankang

Ambiguity, Risk, and Asset Returns in Continuous Time
by Zengjing Chen & Larry Epstein

Decision Making and the Temporal Resolution of Uncertainty.
by Epstein, Larry G.

The Unimportance of the Intransitivity of Separable Preferences.
by Epstein, Larry G.

The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty.
by Chew, Soo Hong & Epstein, Larry G.

Habits and Time Preference.
by Shi, Shouyong & Epstein, Larry G.

Asset Pricing with Stochastic Differential Utility.
by Duffie, Darrell & Epstein, Larry G.

Least convex capacities
by Larry G. Epstein & Jiankang Zhang

The Projective Independence Axiom.
by Chew, Soo Hong & Epstein, Larry G. & Segal, Uzi

Quadratic Social Welfare Functions.
by Epstein, Larry G. & Segal, Uzi

The Rate of Time Preference and Dynamic Economic Analysis.
by Epstein, Larry G. & Hynes, J. Allan

Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis.
by Epstein, Larry G. & Zin, Stanley E.

'Firstorder' risk aversion and the equity premium puzzle
by Epstein, Larry G. & Zin, Stanley E.

A twoperson dynamic equilibrium under ambiguity
by Epstein, Larry G. & Miao, Jianjun

Aggregating QuasiFixed Factors.
by Epstein, Larry G.

The independence axiom and asset returns
by Epstein, Larry G. & Zin, Stanley E.

The Law of Large Numbers and the Attractiveness of Compound Gambles.
by Chew, S. H. & Epstein, Larry G.

Preference, Rationalizability and Equilibrium
by Epstein, Larry G.

A Revelation Principle for Competing Mechanisms
by Epstein, Larry G. & Peters, Michael

Are Probabilities Used in Markets ?
by Epstein, Larry G.

A Unifying Approach to Axiomatic Nonexpected Utility Theories: Correction and Comment
by Hong Chew Soo & Epstein Larry G. & Wakker Peter

Dynamically Consistent Beliefs Must Be Bayesian
by Epstein Larry G. & Le Breton Michel

Uncertainty, RiskNeutral Measures and Security Price Booms and Crashes
by Epstein Larry G. & Wang Tan

Coarse Contingencies
by Larry Epstein & Massimo Marinacci

Nonexpected utility preferences in a temporal framework with an application to consumptionsavings behaviour
by Chew, Soo Hong & Epstein, Larry G.

IID: independently and indistinguishably distributed
by Epstein, Larry G. & Schneider, Martin

Recursive multiplepriors
by Epstein, Larry G. & Schneider, Martin

NonBayesian Updating: a Theoretical Framework
by Larry Epstein & Jawwad Noor & Alvaro Sandroni

Ambiguity, Information Quality and Asset Pricing
by Larry Epstein & Martin Schneider

The Core of Large Differentiable TU Games
by Epstein, Larry G. & Marinacci, Massimo

A TwoPerson Dynamic Equilibrium under Ambiguity
by Larry G. Epstein & JianJun Miao

Capital Asset Prices and the Temporal Resolution of Uncertainty.
by Epstein, Larry G. & Turnbull, Stuart M.

Ambiguity, risk and asset returns in continuous time
by Zengjing Chen & Larry G. Epstein

The Core of Large TU Games
by Larry G. Epstein & Massimo Marinacci

Subjective Probabilities on Subjectively Unambiguous Events
by Larry G. Epstein & Jiankang Zhang

UNCERTAINTY AVERSION
by Larry Epstein

A Revealed Preference Analysis of Asset Pricing Under Recursive Utility
by Larry G. Epstein & Angelo Melino

The Independence Axiom and Asset Returns
by Larry G. Epstein & Stanley E. Zin

NonBayesian Updating : A Theoretical Framework
by Larry G. Epstein & Alvaro Sandroni

Recursive MultiplePriors
by Larry G. Epstein & Martin Schneider

Are Probabilities Used in Markets?
by Epstein, L. G.

A REVELATION PRINCIPLE FOR COMPETING MECHANISMS
by Larry Epstein & Michael Peters

Cognitive Dissonance and Choice
by Larry Epstein & Igor Kopylov

NONBAYESIAN UPDATING: A THEORETICAL FRAMEWORK
by Larry G. Epstein & Jawwad Noor & Alvaro Sandroni

Ambiguity, Information Quality and Asset Pricing
by Larry Epstein & Martin Schneider

IID: Independently and Indistinguishably Distributed
by Larry Epstein & Martin Schneider

An Axiomatic Model of NonBayesian Updating
by Larry Epstein

Learning Under Ambiguity
by Larry Epstein & Martin Schneider

Subjective Probabilities on Subjectivity Unambiguous Event.
by Epstein, L. G. & Zhang, J.

Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework
by Larry G. Epstein & Stanley E. Zin

Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis
by Larry G. Epstein & Stanley E. Zin

Intertemporal price indices for the firm
by Epstein, Larry G.

Endogenous capital utilization in a shortrun production model : Theory and an empiral application
by Epstein, L. & Denny, M.

The empirical determination of technology and expectations : A simplified procedure
by Epstein, Larry G. & Yatchew, Adonis J.

Nonparametric hypothesis testing procedures and applications to demand analysis
by Epstein, Larry G. & Yatchew, Adonis J.

On the recoverability of intertemporal preferences
by Epstein, Larry G.

Comparative dynamics in the adjustmentcost model of the firm
by Epstein, Larry G.

The Le Chatelier Principle in optimal control problems
by Epstein, Larry G.

Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism
by Epstein, Larry G.

A simple dynamic general equilibrium model
by Epstein, Larry G.

A unifying approach to axiomatic nonexpected utility theories
by Chew, S. H. & Epstein, L. G.

Implicitly additive utility and the nature of optimal economic growth
by Epstein, Larry G.

Decreasing absolute risk aversion and utility indices derived from cakeeating problems
by Epstein, Larry G.

Mutual Absolute Continuity of Multiple Priors
by Larry G. Epstein & Massimo Marinacci

Stationary cardinal utility and optimal growth under uncertainty
by Epstein, Larry G.

Risk aversion and asset prices
by Epstein, Larry G.

A correspondence theorem between expected utility and smooth utility
by Chew, Soo Hong & Epstein, Larry G. & Zilcha, Itzhak

NONBAYESIAN UPDATING: A THEORETICAL FRAMEWORK
by Larry G. Epstein & Jawwad Noor & Alvaro Sandroni

Living with risk
by Larry G. Epstein

Cold feet
by Epstein, Larry G. & Kopylov, Igor

Coarse contingencies and ambiguity
by Epstein, Larry G. & Marinacci, Massimo & Seo, Kyoungwon

Coarse Contingencies
by Larry G. Epstein & Massimo Marinacci & Seo Kyoungwon

Ambiguity, Information Quality, and Asset Pricing
by LARRY G. EPSTEIN & MARTIN SCHNEIDER

Mutual absolute continuity of multiple priors
by Epstein, Larry G. & Marinacci, Massimo

NonBayesian updating: A theoretical framework
by Epstein, Larry G. & Noor, Jawwad & Sandroni, Alvaro

Supplementary Appendix for â€˜NonBayesian Updating: A Theoretical Frameworkâ€™
by Larry G. Epstein & Jawwad Noor & Alvaro Sandroni

SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY
by Larry G. Epstein & Kyoungwon Seo

Subjective states: A more robust model
by Epstein, Larry G. & Seo, Kyoungwon

Symmetry of evidence without evidence of symmetry
by Epstein, Larry G. & Seo, Kyoungwon

NonBayesian Learning
by Epstein Larry G. & Noor Jawwad & Sandroni Alvaro

Ambiguity and Asset Markets
by Larry G. Epstein & Martin Schneider

First order risk aversion and the equity premium puzzle
by L. Epstein & S. Zin

Ambiguous Volatility, Possibility and Utility in Continuous Time
by Larry Epstein & Shaolin Ji

An axiomatic model of 'cold feet'
by Larry G. Epstein & Igor Kopylov

Ambiguity and Asset Markets
by Larry G. Epstein & Martin Schneider

A Paradox for the “Smooth Ambiguity” Model of Preference
by Larry G. Epstein

Symmetry or Dynamic Consistency?
by Epstein Larry G. & Seo Kyoungwon

Ambiguous Volatility and Asset Pricing in Continuous Time
by Larry G. Epstein & Shaolin Ji

Ambiguous volatility and asset pricing in continuous time
by Larry G. Epstein & Shaolin Ji

Learning Under Ambiguity
by Larry G. Epstein & Martin Schneider

An Axiomatic Model of NonBayesian Updating
by Larry G. Epstein

Living with Risk
by Larry G. Epstein

Ambiguous Volatility and Asset Pricing in Continuous Time
by Larry G. Epstein & Shaolin Ji

How Much Would You Pay to Resolve LongRun Risk?
by Larry G. Epstein & Emmanuel Farhi & Tomasz Strzalecki

How Much Would You Pay to Resolve LongRun Risk?
by Larry Epstein & Emmanuel Farhi & Tomasz Strzalecki

How Much Would You Pay to Resolve LongRun Risk?
by Larry Epstein & Emmanuel Farhi & Tomasz Stralezcki

How Much Would You Pay To Resolve LongRun Risk?
by Larry Epstein & Emmanuel Farhi & Tomasz Stralezcki

No Two Experiments are Identical
by Epstein, Larry G. & Halevy, Yoram

Ambiguous volatility, possibility and utility in continuous time
by Epstein, Larry G. & Ji, Shaolin

De Finetti meets Ellsberg
by Epstein, Larry G. & Seo, Kyoungwon

De Finetti Meets Ellsberg
by Larry G. Epstein & Kyoungwon Seo

How much would you pay to resolve longrun risk?
by Tomasz Strzalecki & Emmanuel Farhi & Larry Epstein

How Much Would You Pay to Resolve LongRun Risk?
by Larry G. Epstein & Emmanuel Farhi & Tomasz Strzalecki

How Much Would You Pay to Resolve LongRun Risk?
by Epstein, Larry G. & Farhi, Emmanuel & Strzalecki, Tomasz

Robust confidence regions for incomplete models
by Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo

Exchangeable capacities, parameters and incomplete theories
by Epstein, Larry G. & Seo, Kyoungwon

Robust confidence regions for incomplete models
by Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo

A Revealed Preference Analysis of Asset Pricing Under Recursive Utility
by Larry G. Epstein & Angelo Melino

Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty
by Larry Epstein

Duality Theory and Functional Forms for Dynamic Factor Demands
by Larry G. Epstein

How Much Would You Pay to Resolve LongRun Risk?
by Larry G. Epstein & Emmanuel Farhi & Tomasz Strzaleck

Integrability of Incomplete Systems of Demand Functions
by Larry G. Epstein

A Definition of Uncertainty Aversion
by Larry G. Epstein

Robust Confidence Regions for Incomplete Models
by Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo

Robust Confidence Regions for Incomplete Models
by Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo

Ambiguous Correlation
by Epstein, Larry G. & Halevy, Yoram

Ambiguous Correlation
by Larry G. Epstein & Yoram Halevy

Optimal Learning under Robustness and TimeConsistency
by Larry G. Epstein & Shaolin Ji

A Correspondence Theorem Between Expected Utility and Smooth Utility
by Soo Hong, Chew & Epstein, Larry & Zilcha, Itzhak