Larry G. Epstein

Q: What Schools Are Affiliated With Larry G. Epstein

Larry G. Epstein is affiliated with the following schools: Boston University, University of British Columbia, University of Rochester

Larry G. Epstein's AcademicInfluence.com Rankings

Larry G. Epstein

Economics

#1719

World Rank

#1973

Historical Rank

economics Degrees

Download Badge

Economics

Why Is Larry G. Epstein Influential?

(Suggest an Edit or Addition)

According to Wikipedia, Larry G. Epstein is a Canadian economist who is currently Professor of Economics at McGill University. He is a Fellow of the Canadian Economics Association and Econometric Society. He was also Fellow of the Royal Society of Canada before moving to the United States.

(See a Problem?)

Larry G. Epstein's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989) (4135)
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis (1991) (2206)
Ambiguity, risk, and asset returns in continuous time (2000) (1039)
Stochastic differential utility (1992) (1029)
Recursive multiple-priors (2003) (917)
Intertemporal Asset Pricing Under Knightian Uncertainty (1994) (782)
Ambiguity, Information Quality and Asset Pricing (2008) (747)
A definition of uncertainty aversion (1999) (555)
Asset Pricing with Stochastic Differential Utility (1992) (451)
Learning Under Ambiguity (2002) (416)
Ambiguity and Asset Markets (2010) (328)
Increasing Generalized Correlation: A Definition and Some Economic Consequences (1980) (315)
The Rate of Time Preference and Dynamic Economic Analysis (1983) (298)
First order risk aversion and the equity premium puzzle (1990) (296)
A Two-Person Dynamic Equilibrium under Ambiguity (2003) (267)
Subjective Probabilities on Subjectively Unambiguous Events (2001) (263)
Living with Risk (2008) (256)
A simple dynamic general equilibrium model (1987) (253)
DECISION MAKING AND THE TEMPORAL RESOLUTION OF UNCERTAINTY (1980) (245)
Dynamically Consistent Beliefs Must Be Bayesian (1993) (244)
Duality Theory and Functional Forms for Dynamic Factor Demands (1981) (234)
Stationary cardinal utility and optimal growth under uncertainty (1983) (221)
Ambiguous Volatility and Asset Pricing in Continuous Time (2012) (203)
The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing (1983) (189)
A REVELATION PRINCIPLE FOR COMPETING MECHANISMS (1999) (185)
MIXTURE SYMMETRY AND QUADRATIC UTILITY (1991) (185)
How Much Would You Pay to Resolve Long-Run Risk? (2013) (160)
Ambiguous volatility, possibility and utility in continuous time (2011) (148)
Quadratic Social Welfare Functions (1992) (127)
The Global Stability of Efficient Intertemporal Allocations (1987) (127)
"Beliefs about Beliefs" without Probabilities (1996) (126)
Beliefs, Doubts and Learning: Valuing Macroeconomic Risk (2007) (126)
A unifying approach to axiomatic non-expected utility theories (1989) (111)
Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes (1995) (110)
IID: independently and indistinguishably distributed (2003) (108)
An Axiomatic Model of Non-Bayesian Updating (2006) (107)
Mutual absolute continuity of multiple priors (2007) (104)
Endogenous capital utilization in a short-run production model: Theory and an empiral application (1980) (95)
The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty (1989) (93)
Habits and Time Preference (1993) (92)
Preference, Rationalizability and Equilibrium (1997) (91)
Advances in Economic Theory: Behavior under risk: recent developments in theory and applications (1993) (91)
Coarse contingencies and ambiguity (2007) (91)
Non-Bayesian Learning (2010) (88)
Non-Bayesian Updating: a Theoretical Framework (2005) (88)
A Paradox for the “Smooth Ambiguity” Model of Preference (2010) (84)
Risk aversion and asset prices (1988) (83)
Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour (1990) (76)
The empirical determination of technology and expectations: A simplified procedure☆ (1985) (73)
Risk Aversion and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989) (70)
Non-parametric hypothesis testing procedures and applications to demand analysis (1985) (69)
Decreasing Risk Aversion and Mean-Variance Analysis (1985) (67)
A DISAGGREGATE ANALYSIS OF CONSUMER CHOICE UNDER UNCERTAINTY (1975) (66)
Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty (1978) (66)
Capital Asset Prices and the Temporal Resolution of Uncertainty (1980) (64)
Substitution, Risk Aversion, Taste Shocks, and Equity Premia (1996) (57)
Recursive Utility under Uncertainty (1990) (54)
SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY (2010) (53)
Generalized Duality and Integrability (1981) (51)
Integrability of Incomplete Systems of Demand Functions (1982) (45)
Ambiguous Correlation (2017) (43)
SHARING AMBIGUITY (2007) (37)
Intergenerational preference orderings (1986) (32)
A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment (1993) (30)
The Le Chatelier Principle in optimal control problems (1978) (29)
A correspondence theorem between expected utility and smooth utility (1988) (28)
Axiomatic rank-dependent means (1989) (28)
COARSE CONTINGENCIES (2005) (27)
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility (1993) (26)
Are Probabilities Used in Markets ? (2000) (23)
Robust Confidence Regions for Incomplete Models (2015) (21)
Comparative dynamics in the adjustment-cost model of the firm (1982) (20)
Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism☆ (1986) (20)
Aggregating Quasi-Fixed Factors (1983) (19)
Symmetry or Dynamic Consistency? (2011) (18)
Subjective states: A more robust model (2009) (18)
Implicitly additive utility and the nature of optimal economic growth (1986) (17)
Hard-to-Interpret Signals (2019) (17)
The Core of Large Differentiable TU Games (2001) (16)
The projective independence axiom (1994) (15)
The law of large numbers and the attractiveness of compound gambles (1988) (14)
Some Economic Effects of Immigration: A General Equilibrium Analysis (1974) (14)
Decreasing absolute risk aversion and utility indices derived from cake-eating problems (1983) (14)
Exchangeable capacities, parameters and incomplete theories (2015) (14)
Stochastic Differential Utility, Appendix C: The Infinite-Horizon Case (1992) (13)
No Two Experiments are Identical (2014) (13)
THREE PARADOXES FOR THE 'SMOOTH AMBIGUITY'MODEL OF PREFERENCE (2010) (13)
Least convex capacities (1999) (12)
An axiomatic model of 'cold feet' (2007) (11)
Uncertainty and the Dynamics of Pareto Optimal (2004) (11)
Bayesian Inference and Non-Bayesian Prediction and Choice: Foundations and an Application to Entry Games with Multiple Equilibria (2011) (10)
AMBIGUITY WITH REPEATED EXPERIMENTS (2010) (10)
Multivariate Risk Independence and Functional Forms for Preferences and Technologies (1980) (9)
Cognitive Dissonance and Choice (2006) (9)
Essays in the economics of uncertainty (1977) (9)
Optimal Learning Under Robustness and Time-Consistency (2017) (9)
A central limit theorem for sets of probability measures (2020) (7)
A DE FINETTI THEOREM FOR CAPACITIES : AMBIGUITY ABOUT CORRELATION (2010) (6)
Dynamic Programming entry for consideration by the New Palgrave Dictionary of Economics (2006) (5)
The Unimportance of the Intransitivity of Separable Preferences (1987) (5)
Supplemental Appendix for 'Non-Bayesian Updating: A Theoretical Framework' (2008) (4)
Optimal Learning and Ellsbergâ€™s Urns (2017) (3)
Erratum: Integrability of Incomplete Systems of Demand Functions (1983) (2)
The Core of Large TU Games (2000) (2)
On the recoverability of intertemporal preferences (1980) (2)
A Central Limit Theorem, Loss Aversion and Multi-Armed Bandits (2021) (2)
Consumption, Savings and Asset Returns with Non-Expected Utility (1999) (1)
Intertemporal price indices for the firm (1983) (1)
Notes, Comments, and Letters to the Editor Mutual absolute continuity of multiple priors (2007) (1)
Making and the Temporal Resolution of Uncertainty Author ( s ) : (2007) (0)
NUMBER UT-ECIPA-EPSTEIN-97-01 UNCERTAINTY AVERSION (1997) (0)
ROBUSTNESS TO UNCERTAINTY † Sharing Ambiguity By (2001) (0)
The Society for Financial Studies Asset Pricing with Stochastic Differential Utility (2007) (0)
FORMS FOR PREFERENCES AND TECHNOLOGIES (1980) (0)
Research Articles Least convex capacities w (1999) (0)
How does one model such an agent ? (2007) (0)
UNIVERSITY OF ROCHESTER Non-Bayesian Updating : A Theoretical Framework (2003) (0)
Supplementary Appendix to LEARNING UNDER AMBIGUITY ∗ (2007) (0)
Approximate optimality and the risk/reward tradeoff in a class of bandit problems (2022) (0)
SYMMETRY, AMBIGUITY AND FREQUENCIES (2009) (0)
Our model of utility is the continuous-time counterpart of that in Epstein (2007) (0)
UNIVERSITY OF ROCHESTER A Relevation Principle for Competing Mechanisms (1998) (0)
The Review of Economic Studies Ltd. (2009) (0)
UNIVERSITY OF ROCHESTER Subjective Probabilities on Subjectively Unambiguous Events (1998) (0)
The rationality of accepting compounds of unattractive gambles (1987) (0)
NOTES, COMMENTS, AND LETTERS TO THE EDITOR Are Probabilities Used in Markets? 1 (2000) (0)
A Central Limit Theorem for Belief Functions (2011) (0)
Stochastic Differential Utility Appendix C with Costis Skiadas1 (2007) (0)
Rochester Learning under Ambiguity Learning under Ambiguity * (2002) (0)

This paper list is powered by the following services:

Other Resources About Larry G. Epstein

en.wikipedia.org

What Schools Are Affiliated With Larry G. Epstein?

Larry G. Epstein is affiliated with the following schools: