Larry G. Epstein
generalized correlation: a definition and some economic
consequences, Can. J. Econ. 1980, with S. Tanny
making and the temporal resolution of uncertainty, Int.
Econ. Rev. 1980
cardinal utility and optimal growth under uncertainty, J. Econ. Theory 1983
- The rate of
time preference and dynamic economic analysis, J. Pol. Econ. 1983, with J.
- A simple dynamic general equilibrium model, J. Econ. Theory 1987
- Risk aversion and asset prices, J. Mon. Econ. 1988
unifying approach to axiomatic non-expected utility theories,
J. Econ. Theory 1989, with Chew Soo Hong; Correction
and comment, J. Econ. Theory 1993, with Chew Soo
Hong and Peter Wakker
structure of preferences and attitudes towards the timing of
the resolution of uncertainty, Int. Econ. Rev.
1989, with Chew Soo Hong
- Substitution, risk
aversion and the temporal behavior of consumption and asset
returns: a theoretical framework, Econometrica 1989, with S.
risk aversion and the equity premium puzzle, J. Mon. Econ. 1990, with S.
- Substitution, risk aversion and the temporal behavior of
consumption and asset returns: an empirical analysis, J. Pol. Econ. 1991, with S. Zin
symmetry and quadratic utility, Econometrica 1991, with Chew Soo Hong and Uzi
- Stochastic differential
1992, with Darrell Duffie
- Asset pricing
with stochastic differential utility, Rev. Finan. Stud.
1992, with Darrell Duffie
social welfare functions, J. Pol. Econ. 1992, with Uzi Segal
consistent beliefs must be Bayesian, J. Econ. Theory 1993, with
- Intertemporal asset
pricing under Knightian uncertainty, Econometrica 1994, with Tan
about beliefs' without probabilities, Econometrica 1996, with Tan
rationalizability and equilibrium, J. Econ. Theory 1997
- A definition of uncertainty aversion, Rev. Econ. Stud. 1999
- A revelation
principle for competing mechanisms, J. Econ. Theory 1999, with
probabilities used in markets? J. Econ. Theory 2000
- Subjective probabilities
on subjectively unambiguous events, Econometrica 2001, with J.
- Sharing ambiguity,
Amer. Econ. Rev. Proceedings,
- The independence axiom and asset returns, J. Emp. Finan. 2001, with
risk and asset returns in continuous time, Econometrica 2002, with
Econ. Theory 2003, with Martin Schneider
- An axiomatic model
of non-Bayesian updating, Rev. Econ. Stud. 2006
contingencies and ambiguity, Theoretical Econ. 2007, with M. Marinacci and
- Learning under ambiguity,
Rev. Econ. Stud. 2007,
with Martin Schneider. Supplementary
- Ambiguity, information
quality and asset pricing, J. Finance 2008, with Martin Schneider
- Living with risk, Rev. Econ. Stud., 2008
learning, B.E. Journal
of Theoretical Econ. (Advances) 2010, with Jawwad Noor
and Alvaro Sandroni
of evidence without evidence of symmetry, Theoretical Econ. 2010,
with Kyoungwon Seo
and asset markets, Ann.
Review of Finan. Econ. 2010, with Martin Schneider
- A paradox for
the `smooth ambiguity' model of preference, Econometrica 2010
or dynamic consistency? B.E.
Journal of Theoretical Econ. (Advances) 2011, with
volatility and asset pricing in continuous time, Rev.
Finan. Stud. 2013, with Shaolin Ji
volatility, possibility and utility in continuous time,
J. Math. Econ. 2014, with Shaolin Ji
Finetti meets Ellsberg, Research in Economics
2014, with Kyoungwon Seo
- How much would
you pay to resolve long-run risk? Amer. Econ. Rev.
2014, with Emmanuel Farhi and Tomasz Strzalecki. Slides
capacities, parameters, and incomplete theories, J.
Econ. Theory 2015, with Kyoungwon Seo
confidence regions for incomplete models, forthcoming in Econometrica,
with Hiro Kaido and Kyoungwon Seo. Supplement