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User profiles for author:"Larry Epstein"

Larry G Epstein

Professor of Economics, Boston University
Verified email at bu.edu
Cited by 10367

Substitution, risk aversion, and the temporal behavior of consumption and asset returns: A theoretical framework

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LG Epstein… - Econometrica: Journal of the Econometric Society, 1989 - JSTOR
Page 1. Econometrica, Vol. 57, No. 4 (July, 1989), 937-969 SUBSTITUTION, RISK AVERSION,
AND THE TEMPORAL BEHAVIOR OF CONSUMPTION AND ASSET RETURNS: A
THEORETICAL FRAMEWORK1 BY LARRY G. EPSTEIN AND STANLEY E. ZIN ...
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Substitution, risk aversion, and the temporal behavior of consumption and asset returns: An empirical analysis

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LG Epstein… - Journal of Political Economy, 1991 - JSTOR
Page 1. Substitution, Risk Aversion, and the Temporal Behavior of Consumption
and Asset Returns: An Empirical Analysis Larry G. Epstein University of Toronto
Stanley E. Zin Carnegie Mellon University This paper investigates ...
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Stochastic differential utility

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D Duffie… - Econometrica: Journal of the Econometric Society, 1992 - JSTOR
Page 1. Econometrica, Vol. 60, No. 2 (March, 1992), 353-394 STOCHASTIC DIFFERENTIAL UTILITY
BY DARRELL DUFFIE AND LARRY G. EPSTEIN APPENDIX C WITH COSTIS SKIADAS1 This
paper presents a stochastic differential formulation of recursive utility. ...
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Intertemporal asset pricing under Knightian uncertainty

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LG Epstein… - Econometrica: Journal of the Econometric Society, 1994 - JSTOR
Page 1. Econometrica, Vol. 62, No. 3 (March, 1994), 283-322 INTERTEMPORAL
ASSET PRICING UNDER KNIGHTIAN UNCERTAINTY BY LARRY G. EPSTEIN AND
TAN WANG' In conformity with the Savage model of decision ...
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Recursive multiple-priors

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LG Epstein… - Journal of Economic Theory, 2003 - Elsevier
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Ambiguity, risk, and asset returns in continuous time

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Z Chen… - Econometrica, 2002 - Wiley Online Library
2. Abstract Models of utility in stochastic continuous–time settings typically assume that
beliefs are represented by a probability measure, hence ruling out a priori any concern with
ambiguity. This paper formulates a continuous–time intertemporal version of multiple– ...
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A definition of uncertainty aversion

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LG Epstein - Review of Economic Studies, 1999 - Wiley Online Library
Page 1. Review of Economic Studies (1999) 66, 579–608 0034-65279900240579
$02.00  1999 The Review of Economic Studies Limited A Definition of Uncertainty
Aversion LARRY G. EPSTEIN University of Rochester First ...
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[] First-order'risk aversion and the equity premium puzzle

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LG Epstein… - Journal of Monetary Economics, 1990 - Elsevier
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Asset pricing with stochastic differential utility

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D Duffie… - Review of Financial Studies, 1992 - Soc Financial Studies
Page 1. Asset Pricing with Stochastic Differential Utility Darrell Duffie Stanford University Larry
G. Epstein University of Toronto Asset pricing theory is presented with represen- tative-agent
utility given by a stochastic differen- tial formulation of recursive utility. ...
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The rate of time preference and dynamic economic analysis

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LG Epstein… - The Journal of Political Economy, 1983 - JSTOR
Page 1. The Rate of Time Preference and Dynamic Economic Analysis Larry G. Epstein and
J. Allan Hynes ULniversitT of Toronlt() Strong restrictions on the structure of preferences are
a central fea- ture in the received theory of intertemporal allocation. ...
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A simple dynamic general equilibrium model

LG Epstein - Journal of Economic theory, 1987 - Elsevier
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Decision making and the temporal resolution of uncertainty

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LG Epstein - International economic review, 1980 - JSTOR
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 21, No. 2, June, 1980 DECISION
MAKING AND THE TEMPORAL RESOLUTION OF UNCERTAINTY* BY LARRY G.
EPSTEIN1 1. INTRODUCTION There exist in the literature ...
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Ambiguity, information quality, and asset pricing

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LG Epstein… - The Journal of Finance, 2008 - Wiley Online Library
Skip to Main Content. ...
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Duality theory and functional forms for dynamic factor demands

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LG Epstein - The Review of Economic Studies, 1981 - JSTOR
Page 1. Review of Economic Studies (1981) XLVIII, 81-95 0034-6527/81/00060081$02.00 ?
1981 The Society for Economic Analysis Limited Duality Theory and Functional Forms for Dynamic
Factor Demands LARRY G. EPSTEIN University of Toronto 1. INTRODUCTION ...
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Subjective probabilities on subjectively unambiguous events

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LG Epstein… - Econometrica, 2001 - Wiley Online Library
Page 1. Ž . Econometrica, Vol. 69, No. 2 March, 2001 , 265306 SUBJECTIVE
PROBABILITIES ON SUBJECTIVELY UNAMBIGUOUS EVENTS BY LARRY G.
EPSTEIN AND JIANKANG ZHANG 1 Ž . This paper suggests a behavioral ...
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The multivariate flexible accelerator model: its empirical restrictions and an application to US manufacturing

LG Epstein… - Econometrica: Journal of the Econometric …, 1983 - JSTOR
Page 1. Econometrica, Vol. 51, No. 3 (May, 1983) THE MULTIVARIATE FLEXIBLE
ACCELERATOR MODEL: ITS EMPIRICAL RESTRICTIONS AND AN APPLICATION TO US
MANUFACTURING BY LARRY G. EPSTEIN AND MICHAEL GS DENNY1 ...
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Learning under ambiguity

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LG Epstein… - The Review of Economic …, 2007 - restud.oxfordjournals.org
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A two-person dynamic equilibrium under ambiguity

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LG Epstein… - Journal of Economic Dynamics and Control, 2003 - Elsevier
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Stationary cardinal utility and optimal growth under uncertainty

LG Epstein - Journal of Economic Theory, 1983 - Elsevier
In the literature on multiperiod planning under uncertainty, it is generally postulated that
preferences may be represented by a von Neumann-Morgenstern utility.
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Behavior under risk: Recent developments in theory and applications

LG Epstein - Advances in Economic Theory: Sixth World …, 1992 - books.google.com
... game theory. Page 16. 2 Larry Epstein The limitations and objectives of this chapter
should be made clear at the outset. First, I will emphasize economic applications
and, where it exists, market-based evidence. The theories ...
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[PDF] Dynamically consistent beliefs must be Bayesian

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LG Epstein… - Journal of Economic theory, 1993 - luiss.it
Page 1. JOURNAL OF KCONOMIC THEORY 61, 1-22 (1993) Dynamically Consistent
Beliefs Must Be Bayesian* Larry G. Epstein Department of Economics, University
of Toronto, ISO St. George Street, Toronto, Ontario, Canada ...
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A revelation principle for competing mechanisms

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LG Epstein… - Journal of Economic Theory, 1999 - Elsevier
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Increasing generalized correlation: a definition and some economic consequences

LG Epstein, SM Tanny - Canadian Journal of Economics, 1980 - JSTOR
Page 1. Increasing generalized correlation: a definition and some economic
consequences LARRY G. EPSTEIN and STEPHEN M. TANNY / Institute for Policy
Analysis, University of Toronto Abstract. The question 'when is a ...
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The global stability of efficient intertemporal allocations

LG Epstein - Econometrica: Journal of the Econometric Society, 1987 - JSTOR
Page 1. Econometrica, Vol. 55, No. 2 (March, 1987), 329-355 THE GLOBAL STABILITY
OF EFFICIENT INTERTEMPORAL ALLOCATIONS1 BY LARRY G. EPSTEIN This
paper describes a continuous time model of an economy ...
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Mixture symmetry and quadratic utility

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SH Chew, LG Epstein… - Econometrica: Journal of the Econometric …, 1991 - JSTOR
Page 1. Econometrica, Vol. 59, No. 1 (January, 1991), 139-163 MIXTURE SYMMETRY AND
QUADRATIC UTILITY' BY SH CHEW, LG EPSTEIN, AND U. SEGAL The independence axiom
of expected utility theory has recently been weakened to the betweenness axiom. ...
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Habits and time preference

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S Shi… - International Economic Review, 1993 - JSTOR
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 34, No. 1, February 1993 HABITS
AND TIME PREFERENCE* BY SHOUYONG SHI AND LARRY G. EPSTEIN1 This
paper proposes a utility function incorporating both habit ...
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" Beliefs about beliefs" without probabilities

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LG Epstein… - Econometrica: Journal of the Econometric Society, 1996 - JSTOR
Page 1. Econometrica, Vol. 64, No. 6 (November, 1996), 1343-1373 "BELIEFS ABOUT
BELIEFS" WITHOUT PROBABILITIES BY LARRY G. EPSTEIN AND TAN WANG1 This
paper constructs a space of states of the world representing ...
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Risk aversion and asset prices

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LG Epstein - Journal of Monetary Economics, 1988 - Elsevier
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A unifying approach to axiomatic non-expected utility theories

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SH Chew… - Journal of Economic Theory, 1989 - Elsevier
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[PDF] Uncertainty, risk-neutral measures and security price booms and crashes

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LG Epstein… - Journal of Economic Theory, 1995 - upi-yptk.ac.id
Page 1. JOURNAL OF ECONOMIC THEORY 67, 40-82 ( 1995) Uncertainty, Risk-Neutral
Measures and Security Price Booms and Crashes Larry G. Epstein Department of
Economics, University of Toronto, Toronto, Ontario, Canada ...
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The empirical determination of technology and expectations* 1:: A simplified procedure

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LG Epstein… - Journal of Econometrics, 1985 - Elsevier
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The Structure of Preferences and Attitudess towards the Timing of the Resolution of Uncertainty

SH Chew… - International Economic Review, 1989 - JSTOR
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 30, No. 1, February 1989 THE
STRUCTURE OF PREFERENCES AND ATTITUDES TOWARDS THE TIMING OF THE
RESOLUTION OF UNCERTAINTY* BY CHEW S. H. AND LARRY. G. EPSTEIN' ...
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Quadratic social welfare functions

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LG Epstein… - Journal of Political Economy, 1992 - JSTOR
Page 1. Quadratic Social Welfare Functions Larry G. Epstein and Uzi Segal University
of Toronto John Harsanyi has provided an intriguing argument that social wel- fare
can be expressed as a weighted sum of individual utilities. ...
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Endogenous capital utilization in a short-run production model* 1:: Theory and an empiral application

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L Epstein… - Journal of Econometrics, 1980 - Elsevier
Abstract In order to be consistent with production theory, empirical factor demand analyses
must transform capital stock data into information about the flows of capital services derived
from the stock. This requires information about the utilization rate which is, however, not ...
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A disaggregate analysis of consumer choice under uncertainty

L Epstein - Econometrica: Journal of the Econometric Society, 1975 - JSTOR
The standard two-period consumer choice problem, where current consumption must be
decided upon subject to uncertainty about future income and prices is considered in this
paper. Previous analyses have been limited to an economy where either there is only one ...
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Preference, rationalizability and equilibrium

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LG Epstein - Journal of Economic Theory, 1997 - Elsevier
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Production flexibility and the behaviour of the competitive firm under price uncertainty

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L Epstein - The Review of Economic Studies, 1978 - restud.oxfordjournals.org
There have been numerous studies in the literature of the competitive firm under price
uncertainty. Recently, Sandmo [18J and Batra and Ullah [2J have analysed the behaviour of
an expected utility maximizing firm which chooses its output level subject to uncertainty ...
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Capital asset prices and the temporal resolution of uncertainty

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LG Epstein… - The Journal of Finance, 1980 - JSTOR
Page 1. THE JOURNAL OF FINANCE * VOL. XXXV, NO. 3 * JUNE 1980 The Journal of FINANCE
VOL. XXXV JUNE 1980 No. 3 Capital Asset Prices and the Temporal Resolution of Uncertainty*
LARRY G. EPSTEIN and STUART M. TURNBULL I. Introduction ...
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Decreasing risk aversion and mean-variance analysis

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LG Epstein - Econometrica: Journal of the Econometric Society, 1985 - JSTOR
Page 1. Econometrica, Vol. 53, No. 4 (July, 1985) DECREASING RISK AVERSION
AND MEAN-VARIANCE ANALYSIS BY LARRY G. EPSTEINI This paper formulates
a set of decreasing-absolute-risk-aversion postulates and ...
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Generalized duality and integrability

LG Epstein - Econometrica: Journal of the Econometric Society, 1981 - JSTOR
Page 1. Econometrica, Vol. 49, No. 3 (May, 1981) GENERALIZED DUALITY AND
INTEGRABILITY BY LARRY G. EPSTEIN' The theory of duality has been an extremely useful
tool in the analysis of the standard models of consumer and producer behavior. ...
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Coarse contingencies and ambiguity

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LG Epstein, M Marinacci… - Theoretical Economics, 2007 - econtheory.org
Page 1. Theoretical Economics 2 (2007), 355–394 1555-7561/20070355 Coarse
contingencies and ambiguity L G. E Department of Economics, Boston
University M M Collegio Carlo Alberto, Università di Torino ...
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Non-parametric hypothesis testing procedures and applications to demand analysis

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LG Epstein… - Journal of Econometrics, 1985 - Elsevier
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An axiomatic model of non-Bayesian updating

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LG Epstein - The Review of Economic Studies, 2006 - restud.oxfordjournals.org
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[CITATION] Recursive utility under uncertainty

SH Chew, LG Epstein… - 1990 - … of Economics and Institute for Policy …
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IID: independently and indistinguishably distributed

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LG Epstein… - Journal of Economic Theory, 2003 - Elsevier
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The independence axiom and asset returns

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LG Epstein… - Journal of Empirical Finance, 2001 - Elsevier
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Sharing ambiguity

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LG Epstein - The American economic review, 2001 - JSTOR
Page 1. ROBUSTNESS TO UNCERTAINTYt Sharing Ambiguity By LARRY G. EPSTEIN*
In a version of the Ellsberg Paradox, the decision-maker is confronted with two urns,
each containing 100 balls that are either Red or Blue. ...
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Ambiguity and asset markets

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LG Epstein… - 2010 - nber.org
Page 1. NBER WORKING PAPER SERIES AMBIGUITY AND ASSET MARKETS
Larry G. Epstein Martin Schneider Working Paper 16181 http://www.nber.org/papers/
w16181 NATIONAL BUREAU OF ECONOMIC RESEARCH ...
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The independence axiom and asset returns

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LG Epstein… - 1991 - nber.org
Page 1. NBER TECHNICAL WORKING PAPER SERIES THE INDEPENDENCE AXIOM
AND ASSET RETURNS Larry G. Epstein Stanley E. Zin Technical Working Paper
No. 109 NATIONAL BUREAU OF ECONOMIC RESEARCH ...
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Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour

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SH Chew… - Journal of Economic Theory, 1990 - Elsevier
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Integrability of incomplete systems of demand functions

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LG Epstein - The Review of Economic Studies, 1982 - restud.oxfordjournals.org
Page 1. Review of Economic Studies (1982) XLIX, 411-425 © 1982 The Society for
Economic Analysis Limited 0034-6527/00310411$00.50 Integrability of Incomplete Systems
of Demand Functions LARRY G. EPSTEIN University of Toronto ...
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Intergenerational preference orderings

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LG Epstein - Social Choice and Welfare, 1986 - Springer
Page 1. Soc Choice Welfare (1986) 3:151-160 Social Choice dWelfare © Springer-Verlag
1988 Intergenerational Preference Orderings LG Epstein* Department of Economics,
University of Toronto, 150 St. George Street, Toronto, Canada M5S 1A1 ...
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[CITATION] Comparative dynamics in the adjustment-cost model of the firm

LG Epstein - Journal of Economic Theory, 1982 - ideas.repec.org
Downloadable (with restrictions)! No abstract is available for this item.
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A revealed preference analysis of asset pricing under recursive utility

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LG Epstein… - The Review of Economic Studies, 1995 - restud.oxfordjournals.org
Page 1. Review of Economic Studies (1995) 62, 597-618 © 1995 The Review of
Economic Studies Limited 0034-6527/95/00270597$02.00 A Revealed Preference
Analysis of Asset Pricing Under Recursive Utility LARRY G ...
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Mutual absolute continuity of multiple priors

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LG Epstein… - Journal of Economic Theory, 2007 - Elsevier
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[CITATION] The Le Châtelier principle in optimal control problems

LG Epstein - Journal of Economic Theory, 1978 - ideas.repec.org
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[PDF] A unifying approach to axiomatic non-expected utility theories: Correction and comment

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SH Chew, LG Epstein… - Journal of Economic Theory, 1993 - repub.eur.nl
Page 1. JOURNAL or li('()N()Ml(' THEORY 59. 183- 188 11993) A Unifying Approach
to Axiomatic Non-expected Utility Theories: Correction and Comment CHEW Soo
Homo D('[7(lFl!1i('H! no/i E('0rirmiit'.i'_ U!lil'('f.\'i!_\' of'("z1li ...
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A paradox for the “smooth ambiguity” model of preference

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LG Epstein - Econometrica, 2010 - Wiley Online Library
Page 1. Econometrica, Vol. 78, No. 6 (November, 2010), 2085–2099 A PARADOX
FOR THE “SMOOTH AMBIGUITY” MODEL OF PREFERENCE BY LARRY G.
EPSTEIN1 Two Ellsberg-style thought experiments are described ...
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Cold feet

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LG Epstein, I Kopylov - Theoretical Economics, 2007 - econtheory.org
Page 1. Theoretical Economics 2 (2007), 231–259 1555-7561/20070231 Cold feet
LARRY G. EPSTEIN Department of Economics, Boston University IGOR KOPYLOV
Department of Economics, University of California, Irvine ...
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Axiomatic rank-dependent means

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SH Chew… - Annals of Operations Research, 1989 - Springer
Page 1. Annals of Operations Research 19(1989)299- 309 299 AXIOMATIC
RANK-DEPENDENT MEANS SH CHEW Department of Economics, Johns Hopkins
University, Baltimore, Maryland 21218,USA and LG EPSTEIN Department ...
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Aggregating quasi-fixed factors

LG Epstein - The Scandinavian Journal of Economics, 1983 - JSTOR
Page 1. Scand. J. of Economics 85 (2), 191-205, 1983 Aggregating Quasi-fixed Factors Larry
G. Epstein* University of Toronto, Ontario, Canada Abstract The problem of aggregating
quasi-fixed factors within the context of the adjustment-cost model is addressed. ...
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A correspondence theorem between expected utility and smooth utility

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SH Chew, LG Epstein… - Journal of Economic Theory, 1988 - Elsevier
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Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism

LG Epstein - Journal of Economic Theory, 1986 - Elsevier
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The law of large numbers and the attractiveness of compound gambles

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SH Chew… - Journal of Risk and Uncertainty, 1988 - Springer
Page 1. Journal of Risk and Uncertainty, 1: 125-132 (1988) o 1988 Kluwer Academic Publishers.
Boston The Law of Large Numbers and the Attractiveness of Compound Gambles CHEW SH
Johns Hopkins Universiiy LARRY G. EPSTEIN University of Toronto ...
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Living with risk

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LG Epstein - Review of Economic Studies, 2008 - Wiley Online Library
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[CITATION] Stochastic differential utility and asset pricing

D Duffie… - 1990 - Graduate School of Business, …
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Some economic effects of immigration: A general equilibrium analysis

L Epstein - Canadian Journal of Economics, 1974 - JSTOR
Some economic effects of immigration: a general equilibrium analysis. The effects of
immigration on per capita real income and on the distribution of the national product in the
receiving country are determined. Previous analyses have assumed that immigrants and ...
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[PDF] Are probabilities used in markets?

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LG Epstein - Journal of Economic Theory, 2000 - 128.197.153.21
Page 1. Journal of Economic Theory 91, 86 90 (2000) NOTES, COMMENTS, AND
LETTERS TO THE EDITOR Are Probabilities Used in Markets?1 Larry G. Epstein
Department of Economics, University of Rochester, Rochester ...
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Symmetry of evidence without evidence of symmetry

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LG Epstein… - Theoretical Economics, 2010 - Wiley Online Library
Page 1. Theoretical Economics 5 (2010), 313–368 1555-7561/20100313 Symmetry
of evidence without evidence of symmetry Larry G. Epstein Department of Economics,
Boston University Kyoungwon Seo Department of Managerial ...
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[BOOK] Uncertainty aversion

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LG Epstein - 1997 - economics.utoronto.ca
Page 1. Department of Economics and Institute for Policy Analysis University of
Toronto 150 St. George St. Toronto, Canada M5S 1A1 WORKING PAPER NUMBER
UT-ECIPA-EPSTEIN-97-01 UNCERTAINTY AVERSION Larry ...
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The core of large differentiable TU games

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LG Epstein… - Journal of Economic Theory, 2001 - Elsevier
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[PDF] THREE PARADOXES FOR THE jSMOOTH AMBIGUITYkMODEL OF PREFERENCE

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LG Epstein - 2010 - 128.197.153.21
Page 1. THREE PARADOXES FOR THE jSMOOTH AMBIGUITYkMODEL OF
PREFERENCE" Larry G. Epstein July 4, 2010 Abstract Three Ellsberg$style thought
experiments are described that reflect on the smooth ambiguity ...
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Least convex capacities

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LG Epstein… - Economic Theory, 1999 - Springer
Page 1. Research Articles Least convex capacitiesw Larry G. Epstein and Jiankang
Zhang Department of Economics, University of Rochester, Harkness Hall, Rochester,
NY 14627-0156, USA (e-mail: epstein@uxmail.ust.hk) ...
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Subjective states: A more robust model

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LG Epstein… - Games and Economic Behavior, 2009 - Elsevier
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Multivariate risk independence and functional forms for preferences and technologies

LG Epstein - Econometrica: Journal of the Econometric Society, 1980 - JSTOR
Page 1. Econometrica, Vol. 48, No. 4 (May, 1980) MULTIVARIATE RISK
INDEPENDENCE AND FUNCTIONAL FORMS FOR PREFERENCES AND
TECHNOLOGIES BY LARRY G. EPSTEIN The comparative static effects of ...
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Essays in the Economics of Uncertainty

LG Epstein - 1977 - circle.ubc.ca
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[PDF] Non-Bayesian Learning

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LG Epstein, J Noor… - The BE Journal of Theoretical …, 2010 - sws.bu.edu
Page 1. NON-BAYESIAN LEARNING∗ Larry G. Epstein Jawwad Noor Alvaro Sandroni
September 11, 2009 Abstract A series of experiments suggest that, compared to the Bayesian
bench- mark, people may either underreact or overreact to new information. ...
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Implicitly additive utility and the nature of optimal economic growth

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LG Epstein - Journal of Mathematical Economics, 1986 - Elsevier
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The projective independence axiom

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SH Chew, LG Epstein… - Economic Theory, 1994 - Springer
Page 1. Econ. Theory 4, 189-215 (1994) Economic Theory 9 Springer-Verlag 1994
The projective independence axiom* Sou Hong Chew 1, Larry G. Epstein 2, and Uzi
Segal 2 1 Department of Economics, University of California ...
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[CITATION] An empirical analysis of asset returns under 'non-Bayesian rational expectations'

A Melino… - University of Toronto, September, 1995
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The unimportance of the intransitivity of separable preferences

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LG Epstein - International Economic Review, 1987 - JSTOR
Page 1. INTERNATIONAL ECONOMIC REVIEW Vol. 28, No. 2, June, 1987 THE
UNIMPORTANCE OF THE INTRANSITIVITY OF SEPARABLE PREFERENCES* BY
LARRY G. EPSTEIN' 1. INTRODUCTION This paper demonstrates ...
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[PDF] Cognitive dissonance and choice

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L Epstein… - 2005 - Citeseer
Abstract People like to feel good about past decisions. This paper models self" justification of
past decisions. The model is axiomatic: axioms are defined on preference over ex ante
actions (modeled formally by menus). The rep" resentation of preference admits the ...
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Decreasing absolute risk aversion and utility indices derived from cake-eating problems

LG Epstein - Journal of Economic Theory, 1983 - Elsevier
This paper establishes the following characterization of decreasing absolute risk aversion
(DARA) utility indices: J exhibits DARA if and only if it is the indi.
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[CITATION] Ambiguity

L Epstein… - Information Quality and Asset Pricing, University of …, 2004
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[CITATION] Immigration and inflation

LG Epstein… - 1974 - getcited.org
An academic directory and search engine.
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On the recoverability of intertemporal preferences

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LG Epstein - Economics Letters, 1980 - Elsevier
... Erwin Diewert , Intertemporal consumer theory and the demand for durables. Econometrica 42
(1974), pp. 497–516. Epstein, 1975. Larry Epstein , A disaggregate analysis of consumer choice
under uncertainty. Econometrica 43 (1975), pp. 877–892. Full Text via CrossRef. ...
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[CITATION] nStationary cardinal utility and optimal growth under uncer $ tainty, oJournal of Economic Theory

LG Epstein - Volume, 1983
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[CITATION] Bengt holmstrom."

M Harris, JC HAM, LFEI LEE, F GJESDAL… - Ability, Performance and …, 1981
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[CITATION] The Relation Between Utility and the Price of Equity

LG Epstein… - 1988 - Dept. of Economics and Institute for …
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[BOOK] Infinite Horizon Stochastic Differential Utility

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D Duffie, L Epstein… - 1990 - kellogg.northwestern.edu
Abstract: Existence and uniqueness of an infinite horizon stochastic differential utility
function is proved. The issue of existence is analogous to that of stability of a nonMlinear
feedback system. Stability is guaranteed by imposing a| uniform sector conditionB on the| ...
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Symmetry or Dynamic Consistency?

LG Epstein… - The BE Journal of Theoretical Economics, 2011 - ideas.repec.org
Downloadable! <p>In a setting with repeated experiments, where evidence about the experiments
is symmetric, a decision-maker ranks bets (or acts) over their outcomes. We describe a stark
modeling trade-off between symmetry of preference (indifference to permutations), dynamic ...
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[CITATION] oSubstitution, Risk Aversion and the Tem0 poral Behavior of Asset Returns

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LG Epstein… - Journal of Political Economy
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[CITATION] qBehavior under risk: Recent developments in theory and appli'cations. rIn: Laffont, JJ (ed.) Advances in Economic Theory

LG Epstein - 1993 - Cambridge: University Press
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[CITATION] Impatience, in “The New Palgrave: A Dictionary of Economics”(J. Eatwell et al., Eds.)

LG Epstein - 1987 - Macmillan, London
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[CITATION] Substitution, Risk Aversion, and the Tempo

L Epstein… - 1989
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[CITATION] University of Toronto

L EPSTEIN… - Institute for Policy Analysis, Working Paper, 1983
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[CITATION] Erratum: Integrability of Incomplete Systems of Demand Functions

L Epstein - Review of Economic Studies, 1983 - econpapers.repec.org
... EconPapers has moved to http://EconPapers.repec.org! Please update your bookmarks.
Erratum: Integrability of Incomplete Systems of Demand Functions. Larry Epstein ().
Review of Economic Studies, 1983, vol. 50, issue 3, pages 581. ...
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Intertemporal price indices for the firm

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LG Epstein - Journal of Economic Dynamics and Control, 1983 - Elsevier
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[CITATION] Ethical Indices of Equality and Unpredictability

LG Epstein… - 1983 - Dept. of Economics and Institute for …
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[PDF] Bayesian Inference and Non# Bayesian Prediction and Choice: Foundations and an Application to Entry Games with Multiple Equilibria

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LG Epstein… - 2011 - people.bu.edu
Page 1. Bayesian Inference and Non#Bayesian Prediction and Choice: Foundations
and an Application to Entry Games with Multiple Equilibria" Larry G. Epstein
Kyoungwon Seo December 11, 2011 Abstract We consider an ...
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