Larry G Epstein
Larry G Epstein
Professor of Economics, Boston University
Verified email at bu.edu - Homepage
Title
Cited by
Cited by
Year
Substitution, risk aversion, and the temporal behavior of consumption and asset returns: A theoretical framework
LG Epstein, SE Zin
Econometrica: Journal of the Econometric Society, 937-969, 1989
4683*1989
Substitution, risk aversion, and the temporal behavior of consumption and asset returns: An empirical analysis
LG Epstein, SE Zin
Journal of Political Economy 99 (2), 263-286, 1991
21001991
Stochastic differential utility
D Duffie, LG Epstein
Econometrica: Journal of the Econometric Society, 353-394, 1992
12711992
Ambiguity, risk, and asset returns in continuous time
Z Chen, L Epstein
Econometrica 70 (4), 1403-1443, 2002
11442002
Recursive multiple-priors
LG Epstein, M Schneider
Journal of Economic Theory 113 (1), 1-31, 2003
10242003
Intertemporal asset pricing under Knightian uncertainty
LG Epstein, T Wang
Econometrica, 1994
9511994
Ambiguity, information quality, and asset pricing
LG Epstein, M Schneider
The Journal of Finance 63 (1), 197-228, 2008
8252008
A definition of uncertainty aversion
LG Epstein
Review of Economic Studies 66, 579-608, 1999
7121999
Asset pricing with stochastic differential utility
D Duffie, LG Epstein
The Review of Financial Studies 5 (3), 411-436, 1992
5161992
Learning under ambiguity
LG Epstein, M Schneider
The Review of Economic Studies 74 (4), 1275-1303, 2007
4522007
Ambiguity and asset markets
LG Epstein, M Schneider
Annu. Rev. Financ. Econ. 2 (1), 315-346, 2010
3702010
‘First-order’risk aversion and the equity premium puzzle
LG Epstein, SE Zin
Journal of Monetary Economics 26 (3), 387-407, 1990
3621990
The rate of time preference and dynamic economic analysis
LG Epstein, JA Hynes
Journal of Political Economy 91 (4), 611-635, 1983
3541983
Duality theory and functional forms for dynamic factor demands
LG Epstein
The Review of Economic Studies 48 (1), 81-95, 1981
3231981
Decision making and the temporal resolution of uncertainty
LG Epstein
International Economic Review, 269-283, 1980
3171980
The multivariate flexible accelerator model: its empirical restrictions and an application to US manufacturing
LG Epstein, MGS Denny
Econometrica: Journal of the Econometric Society, 647-674, 1983
2821983
A simple dynamic general equilibrium model
LG Epstein
Journal of Economic Theory 41 (1), 68-95, 1987
2811987
Increasing generalized correlation: a definition and some economic consequences
LG Epstein, SM Tanny
Canadian Journal of Economics, 16-34, 1980
2781980
Subjective probabilities on subjectively unambiguous events
LG Epstein, J Zhang
Econometrica 69 (2), 265-306, 2001
2772001
Dynamically consistent beliefs must be Bayesian
LG Epstein, M Le Breton
Journal of Economic Theory 61 (1), 1-22, 1993
2731993
The system can't perform the operation now. Try again later.
Articles 1–20