Larry G. Epstein

22 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-1145-7407

Department of Economics, Boston University, Boston, Massachusetts 02215

Publications

• Optimal Learning Under Robustness and Time-Consistency — Operations Research 2022
• Ambiguous Correlation — The Review of Economic Studies 2019
• Robust Confidence Regions for Incomplete Models — Econometrica 2016
• How Much Would You Pay to Resolve Long-Run Risk? — American Economic Review 2014
• Ambiguous Volatility and Asset Pricing in Continuous Time — The Review of Financial Studies 2013
• A Paradox for the “Smooth Ambiguity” Model of Preference — Econometrica 2010
• Ambiguity, Information Quality, and Asset Pricing — The Journal of Finance 2008
• Living with Risk — The Review of Economic Studies 2008
• Learning Under Ambiguity — The Review of Economic Studies 2007
• An Axiomatic Model of Non-Bayesian Updating — The Review of Economic Studies 2006
• Ambiguity, Risk, and Asset Returns in Continuous Time — Econometrica 2002
• Sharing Ambiguity — American Economic Review 2001
• Subjective Probabilities on Subjectively Unambiguous Events — Econometrica 2001
• A Definition of Uncertainty Aversion — The Review of Economic Studies 1999
• A Revealed Preference Analysis of Asset Pricing Under Recursive Utility — The Review of Economic Studies 1995
• Asset Pricing with Stochastic Differential Utility — The Review of Financial Studies 1992
• Quadratic Social Welfare Functions — Journal of Political Economy 1992
• Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis — Journal of Political Economy 1991
• The Rate of Time Preference and Dynamic Economic Analysis — Journal of Political Economy 1983
• Duality Theory and Functional Forms for Dynamic Factor Demands — The Review of Economic Studies 1981
• Capital Asset Prices and the Temporal Resolution of Uncertainty* — The Journal of Finance 1980
• Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty — The Review of Economic Studies 1978