← All authors Larry G. Epstein Boston University (per OpenAlex) · ORCID · OpenAlex
87 papers in scope · 86 published · 1 on the econ.EM arXiv · 18,884 citations · h-index 51 (over the papers listed here)
Papers (1 of 87)
Approximate optimality and the risk/reward tradeoff given repeated gambles
published 2024 · Economic Theory · 3 citations
with Zengjing Chen, Guodong Zhang
working paper 2024 · arXiv
Hard-to-Interpret Signals
published 2023 · Journal of the European Economic Association · 5 citations
with Yoram Halevy
A central limit theorem, loss aversion and multi-armed bandits
published 2023 · Journal of Economic Theory · 16 citations · first circulated 2021
with Zengjing Chen, Guodong Zhang
A central limit theorem for sets of probability measures
published 2022 · Stochastic Processes and their Applications · 19 citations · first circulated 2020
with Zengjing Chen
Optimal Learning Under Robustness and Time-Consistency
published 2020 · Operations Research · 17 citations · first circulated 2017
with Shaolin Ji
Ambiguous Correlation
published 2018 · The Review of Economic Studies · 51 citations
with Yoram Halevy
Robust Confidence Regions for Incomplete Models
published 2016 · Econometrica · 13 citations
Exchangeable capacities, parameters and incomplete theories
published 2015 · Journal of Economic Theory · 17 citations
with Kyoungwon Seo
How Much Would You Pay to Resolve Long-Run Risk?
published 2014 · American Economic Review · 204 citations · first circulated 2013
De Finetti meets Ellsberg
published 2013 · Research in Economics · 2 citations
with Kyoungwon Seo
Ambiguous volatility, possibility and utility in continuous time
published 2013 · Journal of Mathematical Economics · 157 citations · first circulated 2011
with Shaolin Ji
Ambiguous Volatility and Asset Pricing in Continuous Time
published 2013 · Review of Financial Studies · 247 citations · first circulated 2012
with Shaolin Ji
Ambiguity and Asset Markets
published 2010 · Annual Review of Financial Economics · 353 citations
with Martin Schneider
A Paradox for the ''Smooth Ambiguity'' Model of Preference
published 2010 · Econometrica · 72 citations
Symmetry of evidence without evidence of symmetry
published 2010 · Theoretical Economics · 35 citations · first circulated 2008
with Kyoungwon Seo
Subjective states: A more robust model
published 2009 · Games and Economic Behavior · 15 citations
with Kyoungwon Seo
Living with Risk
published 2008 · The Review of Economic Studies · 57 citations · first circulated 2007
Ambiguity, Information Quality, and Asset Pricing
published 2008 · The Journal of Finance · 875 citations · first circulated 2004
with Martin Schneider
Learning Under Ambiguity
published 2007 · The Review of Economic Studies · 363 citations · first circulated 2003
with Martin Schneider
Mutual absolute continuity of multiple priors
published 2007 · Journal of Economic Theory · 53 citations · first circulated 2006
with Mássimo Marinacci
An Axiomatic Model of Non-Bayesian Updating
published 2006 · The Review of Economic Studies · 114 citations · first circulated 2005
Recursive multiple-priors
published 2003 · Journal of Economic Theory · 888 citations · first circulated 2001
with Martin Schneider
IID: independently and indistinguishably distributed
published 2003 · Journal of Economic Theory · 105 citations · first circulated 2002
with Martin Schneider
A two-person dynamic equilibrium under ambiguity
published 2003 · Journal of Economic Dynamics and Control · 237 citations · first circulated 2001
with Jianjun Miao
Ambiguity, Risk, and Asset Returns in Continuous Time
published 2002 · Econometrica · 1111 citations · first circulated 2000
with Zengjing Chen
The independence axiom and asset returns
published 2001 · Journal of Empirical Finance · 89 citations · first circulated 1991
with Stanley E. Zin
The Core of Large Differentiable TU Games
published 2001 · Journal of Economic Theory · 17 citations · first circulated 2000
with Mássimo Marinacci
Sharing Ambiguity
published 2001 · American Economic Review · 41 citations
Subjective Probabilities on Subjectively Unambiguous Events
published 2001 · Econometrica · 241 citations
with Jiankang Zhang
Are Probabilities Used in Markets ?
published 2000 · Journal of Economic Theory · 22 citations · first circulated 1999
A Revelation Principle for Competing Mechanisms
published 1999 · Journal of Economic Theory · 150 citations · first circulated 1996
with Michael Peters
A Definition of Uncertainty Aversion
published 1999 · The Review of Economic Studies · 512 citations
Least convex capacities
published 1999 · Economic Theory · 15 citations
with Jiankang Zhang
Preference, Rationalizability and Equilibrium
published 1997 · Journal of Economic Theory · 84 citations
Beliefs about Beliefs" without Probabilities
published 1996 · Econometrica · 113 citations
with Tan Wang
Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes
published 1995 · Journal of Economic Theory · 105 citations
with Tan Wang
Intertemporal Asset Pricing under Knightian Uncertainty
published 1994 · Econometrica · 619 citations
with Wang Tan, Tan Wang
The projective independence axiom
published 1994 · Economic Theory · 12 citations
with Soo Hong Chew, Uzi Segal
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility
published 1993 · The Review of Economic Studies · 1 citations
with Angelo Melino
Dynamically Consistent Beliefs Must Be Bayesian
published 1993 · Journal of Economic Theory · 228 citations
with Michel Le Breton
Habits and Time Preference
published 1993 · International Economic Review · 96 citations
with Shouyong Shi
A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment
published 1993 · Journal of Economic Theory · 19 citations
with Chew Soo Hong, Peter P. Wakker
Quadratic Social Welfare Functions
published 1992 · Journal of Political Economy · 125 citations
with Uzi Segal
Asset Pricing with Stochastic Differential Utility
published 1992 · Review of Financial Studies · 504 citations
with Darrell Duffie
Stochastic Differential Utility
published 1992 · Econometrica · 1197 citations
with Darrell Duffie
Stochastic Differential Utility, Appendix C: The Infinite-Horizon Case
published 1992 · Econometrica · 14 citations
with Darrell Duffie, Costis Skiadas
no link
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis
published 1991 · Journal of Political Economy · 1775 citations · first circulated 1987
with Stanley E. Zin
Mixture Symmetry and Quadratic Utility
published 1991 · Econometrica · 190 citations
with Soo Hong Chew, Uzi Segal
‘First-order’ risk aversion and the equity premium puzzle
published 1990 · Journal of Monetary Economics · 284 citations
with Stanley E. Zin
Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour
published 1990 · Journal of Economic Theory · 83 citations
with Soo Hong Chew
A unifying approach to axiomatic non-expected utility theories
published 1989 · Journal of Economic Theory · 102 citations
with Soo Hong Chew
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
published 1989 · Econometrica · 4495 citations · first circulated 1987
with Stanley E. Zin
The Structure of Preferences and Attitudess towards the Timing of the Resolution of Uncertainty
published 1989 · International Economic Review · 83 citations
with Soo Hong Chew
A correspondence theorem between expected utility and smooth utility
published 1988 · Journal of Economic Theory · 34 citations · first circulated 1986
with Soo Hong Chew, Itzhak Zilcha, Chew Soo Hong
Risk aversion and asset prices
published 1988 · Journal of Monetary Economics · 86 citations
The law of large numbers and the attractiveness of compound gambles
published 1988 · Journal of Risk and Uncertainty · 19 citations
with Soo Hong Chew
The Unimportance of the Intransitivity of Separable Preferences
published 1987 · International Economic Review · 5 citations
The Global Stability of Efficient Intertemporal Allocations
published 1987 · Econometrica · 130 citations
A simple dynamic general equilibrium model
published 1987 · Journal of Economic Theory · 238 citations
Intergenerational preference orderings
published 1986 · Social Choice and Welfare · 26 citations
Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism
published 1986 · Journal of Economic Theory · 18 citations
Implicitly additive utility and the nature of optimal economic growth
published 1986 · Journal of Mathematical Economics · 18 citations
Non-parametric hypothesis testing procedures and applications to demand analysis
published 1985 · Journal of Econometrics · 47 citations
with Adonis Yatchew
Decreasing Risk Aversion and Mean-Variance Analysis
published 1985 · Econometrica · 68 citations
The empirical determination of technology and expectations
published 1985 · Journal of Econometrics · 67 citations
with Adonis Yatchew
Stationary cardinal utility and optimal growth under uncertainty
published 1983 · Journal of Economic Theory · 219 citations
Intertemporal price indices for the firm
published 1983 · Journal of Economic Dynamics and Control · 1 citations
The Rate of Time Preference and Dynamic Economic Analysis
published 1983 · Journal of Political Economy · 281 citations
with J. Allan Hynes
tegrability of Incomplete Systems of Demand Functions
published 1983 · The Review of Economic Studies · 3 citations
The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing
published 1983 · Econometrica · 178 citations
with Michael Denny
Decreasing absolute risk aversion and utility indices derived from cake-eating problems
published 1983 · Journal of Economic Theory · 13 citations
Aggregating Quasi-Fixed Factors
published 1983 · Scandinavian Journal of Economics · 18 citations
Integrability of Incomplete Systems of Demand Functions
published 1982 · The Review of Economic Studies · 45 citations
Comparative dynamics in the adjustment-cost model of the firm
published 1982 · Journal of Economic Theory · 23 citations
Generalized Duality and Integrability
published 1981 · Econometrica · 51 citations
Duality Theory and Functional Forms for Dynamic Factor Demands
published 1981 · The Review of Economic Studies · 234 citations
Decision Making and the Temporal Resolution of Uncertainty
published 1980 · International Economic Review · 219 citations
Capital Asset Prices and the Temporal Resolution of Uncertainty*
published 1980 · The Journal of Finance · 58 citations
with Stuart M. Turnbull
Multivariate Risk Independence and Functional Forms for Preferences and Technologies
published 1980 · Econometrica · 10 citations
Increasing Generalized Correlation: A Definition and Some Economic Consequences
published 1980 · Canadian Journal of Economics/Revue canadienne d économique · 286 citations
with Stephen M. Tanny
Endogenous capital utilization in a short-run production model
published 1980 · Journal of Econometrics · 71 citations
with Michael Denny
On the recoverability of intertemporal preferences
published 1980 · Economics Letters · 2 citations
The Le Chatelier Principle in optimal control problems
published 1978 · Journal of Economic Theory · 26 citations
Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty
published 1978 · The Review of Economic Studies · 59 citations
A Disaggregate Analysis of Consumer Choice under Uncertainty
published 1975 · Econometrica · 73 citations
Some Economic Effects of Immigration: A General Equilibrium Analysis
published 1974 · Canadian Journal of Economics/Revue canadienne d économique · 13 citations
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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