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Larry Epstein

Personal Details

First Name:Larry
Middle Name:G.
Last Name:Epstein
Suffix:
RePEc Short-ID:pep2
[This author has chosen not to make the email address public]
Department of Economics, McGill University, Montreal
Terminal Degree:1977 Vancouver School of Economics; University of British Columbia (from RePEc Genealogy)

Affiliation

Department of Economics
McGill University

Montréal, Canada
http://www.mcgill.ca/economics/
RePEc:edi:demcgca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Larry G Epstein & Kaushil Patel, 2024. "Identifying Heterogeneous Decision Rules From Choices When Menus Are Unobserved," Papers 2405.09500, arXiv.org.
  2. Zengjing Chen & Larry G. Epstein & Guodong Zhang, 2022. "Approximate optimality and the risk/reward tradeoff in a class of bandit problems," Papers 2210.08077, arXiv.org, revised Dec 2023.
  3. Zengjing Chen & Larry G. Epstein & Guodong Zhang, 2021. "A Central Limit Theorem, Loss Aversion and Multi-Armed Bandits," Papers 2106.05472, arXiv.org, revised May 2022.
  4. Larry G. Epstein & Yoram Halevy, 2019. "Hard-to-Interpret Signals," Working Papers tecipa-634, University of Toronto, Department of Economics.
  5. Larry G. Epstein & Yoram Halevy, 2017. "Ambiguous Correlation," Boston University - Department of Economics - Working Papers Series WP2017-006, Boston University - Department of Economics.
  6. Larry G. Epstein & Shaolin Ji, 2017. "Optimal Learning and Ellsberg’s Urns," Boston University - Department of Economics - Working Papers Series WP2017-010, Boston University - Department of Economics.
  7. Larry G. Epstein & Shaolin Ji, 2017. "Optimal Learning under Robustness and Time-Consistency," Papers 1708.01890, arXiv.org, revised Mar 2019.
  8. Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo, 2015. "Robust confidence regions for incomplete models," CeMMAP working papers 20/15, Institute for Fiscal Studies.
  9. Epstein, Larry G. & Halevy, Yoram, 2014. "No Two Experiments are Identical," Microeconomics.ca working papers yoram_halevy-2014-9, Vancouver School of Economics, revised 15 Feb 2017.
  10. Larry G. Epstein & Emmanuel Farhi & Tomasz Strzaleck, 2013. "How Much Would You Pay to Resolve Long-Run Risk?," Boston University - Department of Economics - Working Papers Series WP2013-002, Boston University - Department of Economics.
  11. Larry G. Epstein & Shaolin Ji, 2013. "Ambiguous volatility and asset pricing in continuous time," Papers 1301.4614, arXiv.org.
  12. Larry G. Epstein & Kyoungwon Seo, 2013. "De Finetti Meets Ellsberg," CIRANO Working Papers 2013s-35, CIRANO.
  13. Larry Epstein & Shaolin Ji, 2011. "Ambiguous Volatility, Possibility and Utility in Continuous Time," Papers 1103.1652, arXiv.org, revised Jan 2013.
  14. L. Epstein & S. Zin, 2010. "First order risk aversion and the equity premium puzzle," Levine's Working Paper Archive 1400, David K. Levine.
  15. Larry G. Epstein & Martin Schneider, 2010. "Ambiguity and Asset Markets," NBER Working Papers 16181, National Bureau of Economic Research, Inc.
  16. Larry G. Epstein & Kyoungwon Seo, 2008. "Symmetry Of Evidence Without Evidence Of Symmetry," Boston University - Department of Economics - Working Papers Series wp2008-018, Boston University - Department of Economics.
  17. Larry G. Epstein & Jawwad Noor & Alvaro Sandroni, 2008. "Supplementary Appendix for ‘Non-Bayesian Updating: A Theoretical Framework’," PIER Working Paper Archive 08-017, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  18. Larry G. Epstein, 2007. "Living with risk," RCER Working Papers 534, University of Rochester - Center for Economic Research (RCER).
  19. Larry G. Epstein & Igor Kopylov, 2007. "An axiomatic model of 'cold feet'," RCER Working Papers 533, University of Rochester - Center for Economic Research (RCER).
  20. Larry Epstein & Igor Kopylov, 2006. "Cognitive Dissonance and Choice," RCER Working Papers 525, University of Rochester - Center for Economic Research (RCER).
  21. Larry G. Epstein & Massimo Marinacci & Seo Kyoungwon, 2006. "Coarse Contingencies," Carlo Alberto Notebooks 4, Collegio Carlo Alberto, revised 2007.
  22. Larry G. Epstein & Massimo Marinacci, 2006. "Mutual Absolute Continuity of Multiple Priors," Carlo Alberto Notebooks 19, Collegio Carlo Alberto.
  23. Larry G. Epstein & Jawwad Noor & Alvaro Sandroni, 2005. "Non-Bayesian Updating: A Theoretical Framework," Boston University - Department of Economics - Working Papers Series WP2005-025, Boston University - Department of Economics.
  24. Larry Epstein & Martin Schneider, 2004. "Ambiguity, Information Quality and Asset Pricing," RCER Working Papers 507, University of Rochester - Center for Economic Research (RCER).
  25. Larry Epstein & Martin Schneider, 2002. "IID: Independently and Indistinguishably Distributed," RCER Working Papers 496, University of Rochester - Center for Economic Research (RCER).
  26. Larry Epstein & Martin Schneider, 2002. "Learning Under Ambiguity," RCER Working Papers 497, University of Rochester - Center for Economic Research (RCER), revised Mar 2005.
  27. Larry Epstein, 2002. "An Axiomatic Model of Non-Bayesian Updating," RCER Working Papers 498, University of Rochester - Center for Economic Research (RCER), revised Jan 2005.
  28. Larry G. Epstein & JianJun Miao, 2001. "A Two-Person Dynamic Equilibrium under Ambiguity," RCER Working Papers 478, University of Rochester - Center for Economic Research (RCER).
  29. Larry G. Epstein & Martin Schneider, 2001. "Recursive Multiple-Priors," RCER Working Papers 485, University of Rochester - Center for Economic Research (RCER).
  30. Zengjing Chen & Larry G. Epstein, 2000. "Ambiguity, risk and asset returns in continuous time," RCER Working Papers 474, University of Rochester - Center for Economic Research (RCER).
  31. Larry G. Epstein & Massimo Marinacci, 2000. "The Core of Large TU Games," RCER Working Papers 469, University of Rochester - Center for Economic Research (RCER).
  32. Epstein, L.G., 1999. "Are Probabilities Used in Markets?," RCER Working Papers 464, University of Rochester - Center for Economic Research (RCER).
  33. Larry G. Epstein & Jiankang Zhang, 1999. "Subjective Probabilities on Subjectively Unambiguous Events," Carleton Economic Papers 99-18, Carleton University, Department of Economics.
  34. Epstein, L.G. & Zhang, J., 1998. "Subjective Probabilities on Subjectivity Unambiguous Event," RCER Working Papers 456, University of Rochester - Center for Economic Research (RCER).
  35. Larry Epstein, 1997. "Uncertainty Aversion," Working Papers epstein-97-01, University of Toronto, Department of Economics.
  36. Larry Epstein & Michael Peters, 1996. "A Revelation Principle For Competing Mechanisms," Working Papers peters-96-02, University of Toronto, Department of Economics.
  37. Larry G. Epstein & Angelo Melino, 1993. "A Revealed Preference Analysis of Asset Pricing Under Recursive Utility," NBER Working Papers 4524, National Bureau of Economic Research, Inc.
  38. Larry G. Epstein & Stanley E. Zin, 1991. "The Independence Axiom and Asset Returns," NBER Technical Working Papers 0109, National Bureau of Economic Research, Inc.
  39. Larry G. Epstein & Stanley E. Zin, 1987. "Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework," Working Paper 699, Economics Department, Queen's University.
  40. Larry G. Epstein & Stanley E. Zin, 1987. "Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis," Working Paper 698, Economics Department, Queen's University.
  41. Soo Hong, Chew & Epstein, Larry & Zilcha, Itzhak, 1986. "A Correspondence Theorem Between Expected Utility and Smooth Utility," Foerder Institute for Economic Research Working Papers 275398, Tel-Aviv University > Foerder Institute for Economic Research.

Articles

  1. Larry G Epstein & Yoram Halevy, 2024. "Hard-to-Interpret Signals," Journal of the European Economic Association, European Economic Association, vol. 22(1), pages 393-427.
  2. Chen, Zengjing & Epstein, Larry G. & Zhang, Guodong, 2023. "A central limit theorem, loss aversion and multi-armed bandits," Journal of Economic Theory, Elsevier, vol. 209(C).
  3. Larry G. Epstein & Shaolin Ji, 2022. "Optimal Learning Under Robustness and Time-Consistency," Operations Research, INFORMS, vol. 70(3), pages 1317-1329, May.
  4. Chen, Zengjing & Epstein, Larry G., 2022. "A central limit theorem for sets of probability measures," Stochastic Processes and their Applications, Elsevier, vol. 152(C), pages 424-451.
  5. Larry G Epstein & Yoram Halevy, 2019. "Ambiguous Correlation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 86(2), pages 668-693.
  6. Larry G. Epstein & Hiroaki Kaido & Kyoungwon Seo, 2016. "Robust Confidence Regions for Incomplete Models," Econometrica, Econometric Society, vol. 84, pages 1799-1838, September.
  7. Epstein, Larry G. & Seo, Kyoungwon, 2015. "Exchangeable capacities, parameters and incomplete theories," Journal of Economic Theory, Elsevier, vol. 157(C), pages 879-917.
  8. Epstein, Larry G. & Ji, Shaolin, 2014. "Ambiguous volatility, possibility and utility in continuous time," Journal of Mathematical Economics, Elsevier, vol. 50(C), pages 269-282.
  9. Larry G. Epstein & Emmanuel Farhi & Tomasz Strzalecki, 2014. "How Much Would You Pay to Resolve Long-Run Risk?," American Economic Review, American Economic Association, vol. 104(9), pages 2680-2697, September.
  10. Epstein, Larry G. & Seo, Kyoungwon, 2014. "De Finetti meets Ellsberg," Research in Economics, Elsevier, vol. 68(1), pages 11-26.
  11. Larry G. Epstein & Shaolin Ji, 2013. "Ambiguous Volatility and Asset Pricing in Continuous Time," The Review of Financial Studies, Society for Financial Studies, vol. 26(7), pages 1740-1786.
  12. Epstein Larry G & Seo Kyoungwon, 2011. "Symmetry or Dynamic Consistency?," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 11(1), pages 1-14, June.
  13. Larry G. Epstein, 2010. "A Paradox for the “Smooth Ambiguity” Model of Preference," Econometrica, Econometric Society, vol. 78(6), pages 2085-2099, November.
  14. Larry G. Epstein & Martin Schneider, 2010. "Ambiguity and Asset Markets," Annual Review of Financial Economics, Annual Reviews, vol. 2(1), pages 315-346, December.
  15. , G. & ,, 2010. "Symmetry of evidence without evidence of symmetry," Theoretical Economics, Econometric Society, vol. 5(3), September.
  16. Epstein Larry G & Noor Jawwad & Sandroni Alvaro, 2010. "Non-Bayesian Learning," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 10(1), pages 1-20, January.
  17. Epstein, Larry G. & Seo, Kyoungwon, 2009. "Subjective states: A more robust model," Games and Economic Behavior, Elsevier, vol. 67(2), pages 408-427, November.
  18. Larry G. Epstein, 2008. "Living with Risk," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 75(4), pages 1121-1141.
  19. Larry G. Epstein & Martin Schneider, 2008. "Ambiguity, Information Quality, and Asset Pricing," Journal of Finance, American Finance Association, vol. 63(1), pages 197-228, February.
  20. , G. & , & ,, 2008. "Non-Bayesian updating: A theoretical framework," Theoretical Economics, Econometric Society, vol. 3(2), June.
  21. Epstein, Larry G. & Marinacci, Massimo, 2007. "Mutual absolute continuity of multiple priors," Journal of Economic Theory, Elsevier, vol. 137(1), pages 716-720, November.
  22. , G. & ,, 2007. "Cold feet," Theoretical Economics, Econometric Society, vol. 2(3), September.
  23. Larry G. Epstein & Martin Schneider, 2007. "Learning Under Ambiguity," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 74(4), pages 1275-1303.
  24. , G. & , & ,, 2007. "Coarse contingencies and ambiguity," Theoretical Economics, Econometric Society, vol. 2(4), December.
  25. Larry G. Epstein, 2006. "An Axiomatic Model of Non-Bayesian Updating," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 73(2), pages 413-436.
  26. Epstein, Larry G. & Schneider, Martin, 2003. "Recursive multiple-priors," Journal of Economic Theory, Elsevier, vol. 113(1), pages 1-31, November.
  27. Epstein, Larry G. & Schneider, Martin, 2003. "IID: independently and indistinguishably distributed," Journal of Economic Theory, Elsevier, vol. 113(1), pages 32-50, November.
  28. Epstein, Larry G. & Miao, Jianjun, 2003. "A two-person dynamic equilibrium under ambiguity," Journal of Economic Dynamics and Control, Elsevier, vol. 27(7), pages 1253-1288, May.
  29. Zengjing Chen & Larry Epstein, 2002. "Ambiguity, Risk, and Asset Returns in Continuous Time," Econometrica, Econometric Society, vol. 70(4), pages 1403-1443, July.
  30. Epstein, Larry G. & Zin, Stanley E., 2001. "The independence axiom and asset returns," Journal of Empirical Finance, Elsevier, vol. 8(5), pages 537-572, December.
  31. Larry G. Epstein, 2001. "Sharing Ambiguity," American Economic Review, American Economic Association, vol. 91(2), pages 45-50, May.
  32. Epstein, Larry G. & Marinacci, Massimo, 2001. "The Core of Large Differentiable TU Games," Journal of Economic Theory, Elsevier, vol. 100(2), pages 235-273, October.
  33. Epstein, Larry G & Zhang, Jiankang, 2001. "Subjective Probabilities on Subjectively Unambiguous Events," Econometrica, Econometric Society, vol. 69(2), pages 265-306, March.
  34. Epstein, Larry G., 2000. "Are Probabilities Used in Markets ?," Journal of Economic Theory, Elsevier, vol. 91(1), pages 86-90, March.
  35. Epstein, Larry G. & Peters, Michael, 1999. "A Revelation Principle for Competing Mechanisms," Journal of Economic Theory, Elsevier, vol. 88(1), pages 119-160, September.
  36. Larry G. Epstein, 1999. "A Definition of Uncertainty Aversion," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 66(3), pages 579-608.
  37. Larry G. Epstein & Jiankang Zhang, 1999. "Least convex capacities," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 13(2), pages 263-286.
  38. Epstein, Larry G., 1997. "Preference, Rationalizability and Equilibrium," Journal of Economic Theory, Elsevier, vol. 73(1), pages 1-29, March.
  39. Epstein, Larry G & Wang, Tan, 1996. ""Beliefs about Beliefs" without Probabilities," Econometrica, Econometric Society, vol. 64(6), pages 1343-1373, November.
  40. Larry G. Epstein & Angelo Melino, 1995. "A Revealed Preference Analysis of Asset Pricing Under Recursive Utility," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 62(4), pages 597-618.
  41. Epstein Larry G. & Wang Tan, 1995. "Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes," Journal of Economic Theory, Elsevier, vol. 67(1), pages 40-82, October.
  42. Chew, Soo Hong & Epstein, Larry G & Segal, Uzi, 1994. "The Projective Independence Axiom," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 4(2), pages 189-215, March.
  43. Epstein, Larry G & Wang, Tan, 1994. "Intertemporal Asset Pricing Under Knightian Uncertainty," Econometrica, Econometric Society, vol. 62(2), pages 283-322, March.
  44. Shi, Shouyong & Epstein, Larry G, 1993. "Habits and Time Preference," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 34(1), pages 61-84, February.
  45. Hong Chew Soo & Epstein Larry G. & Wakker Peter, 1993. "A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment," Journal of Economic Theory, Elsevier, vol. 59(1), pages 183-188, February.
  46. Epstein Larry G. & Le Breton Michel, 1993. "Dynamically Consistent Beliefs Must Be Bayesian," Journal of Economic Theory, Elsevier, vol. 61(1), pages 1-22, October.
  47. Duffie, Darrell & Epstein, Larry G, 1992. "Asset Pricing with Stochastic Differential Utility," The Review of Financial Studies, Society for Financial Studies, vol. 5(3), pages 411-436.
  48. Epstein, Larry G & Segal, Uzi, 1992. "Quadratic Social Welfare Functions," Journal of Political Economy, University of Chicago Press, vol. 100(4), pages 691-712, August.
  49. Duffie, Darrell & Epstein, Larry G, 1992. "Stochastic Differential Utility," Econometrica, Econometric Society, vol. 60(2), pages 353-394, March.
  50. Epstein, Larry G & Zin, Stanley E, 1991. "Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis," Journal of Political Economy, University of Chicago Press, vol. 99(2), pages 263-286, April.
  51. Chew, S H & Epstein, Larry G & Segal, U, 1991. "Mixture Symmetry and Quadratic Utility," Econometrica, Econometric Society, vol. 59(1), pages 139-163, January.
  52. Epstein, Larry G. & Zin, Stanley E., 1990. "'First-order' risk aversion and the equity premium puzzle," Journal of Monetary Economics, Elsevier, vol. 26(3), pages 387-407, December.
  53. Chew, Soo Hong & Epstein, Larry G., 1990. "Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour," Journal of Economic Theory, Elsevier, vol. 50(1), pages 54-81, February.
  54. Chew, Soo Hong & Epstein, Larry G, 1989. "The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 30(1), pages 103-117, February.
  55. Epstein, Larry G & Zin, Stanley E, 1989. "Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework," Econometrica, Econometric Society, vol. 57(4), pages 937-969, July.
  56. Chew, S. H. & Epstein, L. G., 1989. "A unifying approach to axiomatic non-expected utility theories," Journal of Economic Theory, Elsevier, vol. 49(2), pages 207-240, December.
  57. Chew, S H & Epstein, Larry G, 1988. "The Law of Large Numbers and the Attractiveness of Compound Gambles," Journal of Risk and Uncertainty, Springer, vol. 1(1), pages 125-132, March.
  58. Epstein, Larry G., 1988. "Risk aversion and asset prices," Journal of Monetary Economics, Elsevier, vol. 22(2), pages 179-192, September.
  59. Chew, Soo Hong & Epstein, Larry G. & Zilcha, Itzhak, 1988. "A correspondence theorem between expected utility and smooth utility," Journal of Economic Theory, Elsevier, vol. 46(1), pages 186-193, October.
  60. Epstein, Larry G, 1987. "The Unimportance of the Intransitivity of Separable Preferences," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 28(2), pages 315-322, June.
  61. Epstein, Larry G, 1987. "The Global Stability of Efficient Intertemporal Allocations," Econometrica, Econometric Society, vol. 55(2), pages 329-355, March.
  62. Epstein, Larry G., 1987. "A simple dynamic general equilibrium model," Journal of Economic Theory, Elsevier, vol. 41(1), pages 68-95, February.
  63. Epstein, Larry G., 1986. "Implicitly additive utility and the nature of optimal economic growth," Journal of Mathematical Economics, Elsevier, vol. 15(2), pages 111-128, April.
  64. Epstein, Larry G., 1986. "Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism," Journal of Economic Theory, Elsevier, vol. 38(2), pages 280-297, April.
  65. Epstein, Larry G, 1985. "Decreasing Risk Aversion and Mean-Variance Analysis," Econometrica, Econometric Society, vol. 53(4), pages 945-961, July.
  66. Epstein, Larry G. & Yatchew, Adonis J., 1985. "Non-parametric hypothesis testing procedures and applications to demand analysis," Journal of Econometrics, Elsevier, vol. 30(1-2), pages 149-169.
  67. Epstein, Larry G. & Yatchew, Adonis J., 1985. "The empirical determination of technology and expectations : A simplified procedure," Journal of Econometrics, Elsevier, vol. 27(2), pages 235-258, February.
  68. Epstein, Larry G., 1983. "Decreasing absolute risk aversion and utility indices derived from cake-eating problems," Journal of Economic Theory, Elsevier, vol. 29(2), pages 245-264, April.
  69. Epstein, Larry G., 1983. "Intertemporal price indices for the firm," Journal of Economic Dynamics and Control, Elsevier, vol. 6(1), pages 109-126, September.
  70. Epstein, Larry G & Hynes, J Allan, 1983. "The Rate of Time Preference and Dynamic Economic Analysis," Journal of Political Economy, University of Chicago Press, vol. 91(4), pages 611-635, August.
  71. Epstein, Larry G & Denny, Michael G S, 1983. "The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing," Econometrica, Econometric Society, vol. 51(3), pages 647-674, May.
  72. Epstein, Larry G., 1983. "Stationary cardinal utility and optimal growth under uncertainty," Journal of Economic Theory, Elsevier, vol. 31(1), pages 133-152, October.
  73. Epstein, Larry G., 1982. "Comparative dynamics in the adjustment-cost model of the firm," Journal of Economic Theory, Elsevier, vol. 27(1), pages 77-100, June.
  74. Larry G. Epstein, 1982. "Integrability of Incomplete Systems of Demand Functions," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 49(3), pages 411-425.
  75. Larry G. Epstein, 1981. "Duality Theory and Functional Forms for Dynamic Factor Demands," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 48(1), pages 81-95.
  76. Epstein, Larry G, 1981. "Generalized Duality and Integrability," Econometrica, Econometric Society, vol. 49(3), pages 655-678, May.
  77. Epstein, Larry G, 1980. "Decision Making and the Temporal Resolution of Uncertainty," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(2), pages 269-283, June.
  78. Epstein, Larry G & Turnbull, Stuart M, 1980. "Capital Asset Prices and the Temporal Resolution of Uncertainty," Journal of Finance, American Finance Association, vol. 35(3), pages 627-643, June.
  79. Epstein, Larry G., 1980. "On the recoverability of intertemporal preferences," Economics Letters, Elsevier, vol. 5(1), pages 11-14.
  80. Epstein, L. & Denny, M., 1980. "Endogenous capital utilization in a short-run production model : Theory and an empiral application," Journal of Econometrics, Elsevier, vol. 12(2), pages 189-207, February.
  81. Larry G. Epstein & Stephen M. Tanny, 1980. "Increasing Generalized Correlation: A Definition and Some Economic Consequences," Canadian Journal of Economics, Canadian Economics Association, vol. 13(1), pages 16-34, February.
  82. Epstein, Larry G, 1980. "Multivariate Risk Independence and Functional Forms for Preferences and Technologies," Econometrica, Econometric Society, vol. 48(4), pages 973-985, May.
  83. Larry Epstein, 1978. "Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 45(2), pages 251-261.
  84. Epstein, Larry G., 1978. "The Le Chatelier Principle in optimal control problems," Journal of Economic Theory, Elsevier, vol. 19(1), pages 103-122, October.
  85. Epstein, L, 1975. "A Disaggregate Analysis of Consumer Choice under Uncertainty," Econometrica, Econometric Society, vol. 43(5-6), pages 877-892, Sept.-Nov.
  86. L. Epstein, 1974. "Some Economic Effects of Immigration: A General Equilibrium Analysis," Canadian Journal of Economics, Canadian Economics Association, vol. 7(2), pages 174-190, May.
    RePEc:bla:scandj:v:85:y:1983:i:2:p:191-205 is not listed on IDEAS

Chapters

  1. Larry G. Epstein & Stanley E. Zin, 2013. "Substitution, risk aversion and the temporal behavior of consumption and asset returns: A theoretical framework," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 12, pages 207-239, World Scientific Publishing Co. Pte. Ltd..
  2. Larry G. Epstein, 1991. "Comment," International Economic Association Series, in: Lionel W. McKenzie & Stefano Zamagni (ed.), Value and Capital: Fifty Years Later, pages 268-278, Palgrave Macmillan.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works
  4. Number of Distinct Works, Weighted by Simple Impact Factor
  5. Number of Distinct Works, Weighted by Recursive Impact Factor
  6. Number of Distinct Works, Weighted by Number of Authors
  7. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  9. Number of Citations
  10. Number of Citations, Discounted by Citation Age
  11. Number of Citations, Weighted by Simple Impact Factor
  12. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Recursive Impact Factor
  14. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors
  16. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  20. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  21. h-index
  22. Number of Registered Citing Authors
  23. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  24. Number of Journal Pages
  25. Number of Journal Pages, Weighted by Simple Impact Factor
  26. Number of Journal Pages, Weighted by Recursive Impact Factor
  27. Number of Journal Pages, Weighted by Number of Authors
  28. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  29. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  30. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  31. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  32. Euclidian citation score
  33. Breadth of citations across fields
  34. Wu-Index
  35. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 35 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-UPT: Utility Models and Prospect Theory (19) 2006-04-08 2006-09-16 2007-03-03 2011-03-19 2012-12-10 2013-01-26 2013-10-11 2013-10-18 2013-10-25 2013-12-29 2014-03-08 2014-04-18 2014-11-07 2017-02-26 2017-07-09 2017-08-13 2019-03-11 2019-04-08 2021-06-28. Author is listed
  2. NEP-MIC: Microeconomics (12) 2004-08-09 2005-09-29 2012-12-10 2013-01-26 2014-04-18 2015-11-15 2017-07-09 2017-08-13 2019-03-11 2019-04-08 2021-06-28 2024-07-08. Author is listed
  3. NEP-CBE: Cognitive and Behavioural Economics (8) 2002-10-23 2002-10-23 2006-04-08 2006-09-30 2007-02-03 2007-03-03 2014-03-08 2019-04-08. Author is listed
  4. NEP-EXP: Experimental Economics (5) 2006-04-22 2014-03-08 2017-08-13 2019-03-11 2019-04-08. Author is listed
  5. NEP-FIN: Finance (5) 2000-04-26 2001-04-11 2004-08-09 2005-07-11 2006-04-22. Author is listed
  6. NEP-EVO: Evolutionary Economics (4) 2005-09-29 2006-04-22 2006-09-16 2014-03-08
  7. NEP-GTH: Game Theory (3) 2000-06-05 2005-09-29 2008-05-24
  8. NEP-CBA: Central Banking (2) 2006-04-22 2008-05-24
  9. NEP-ECM: Econometrics (2) 2015-08-13 2021-06-28
  10. NEP-FMK: Financial Markets (2) 2000-04-26 2006-04-22
  11. NEP-RMG: Risk Management (2) 2013-10-11 2017-07-09
  12. NEP-CFN: Corporate Finance (1) 2004-08-09
  13. NEP-CWA: Central and Western Asia (1) 2021-06-28
  14. NEP-DCM: Discrete Choice Models (1) 2024-07-08
  15. NEP-DGE: Dynamic General Equilibrium (1) 2001-02-14
  16. NEP-HPE: History and Philosophy of Economics (1) 2006-04-08
  17. NEP-HRM: Human Capital and Human Resource Management (1) 2015-11-15
  18. NEP-IND: Industrial Organization (1) 2000-05-01
  19. NEP-MAC: Macroeconomics (1) 2013-10-25

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