Larry G Epstein

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Stanley E. ZinProfessor of Economics, New York University; Research Associate, NBERVerified email at nyu.edu
Soo Hong ChewNUSVerified email at nus.edu.sg
Martin SchneiderDepartment of Economics, Stanford UniversityVerified email at stanford.edu
Darrell DuffieStanford UniversityVerified email at stanford.edu
Uzi Segalboston collegeVerified email at bc.edu
Shaolin JiShandong UniversityVerified email at sdu.edu.cn
massimo marinacciUniversità BocconiVerified email at unibocconi.it
Jawwad NoorBoston UniversityVerified email at bu.edu
Tomasz StrzaleckiHarvard UniversityVerified email at harvard.edu
emmanuel farhiHarvard UniversityVerified email at harvard.edu
Yoram HalevyProfessor of Economics, University of TorontoVerified email at utoronto.ca
Jianjun MiaoProfessor of Economics, Boston UniversityVerified email at bu.edu
Igor KopylovUCIVerified email at uci.edu
Stuart TurnbullProfessor, Bauer CollegeVerified email at uh.edu
Itzhak ZilchaProfessor of EconomicsVerified email at colman.ac.il
Angelo MelinoProfessor of Economics, University of TorontoVerified email at utoronto.ca
Hiroaki KaidoDepartment of Economics, Boston UniversityVerified email at bu.edu

Larry G Epstein

Professor of Economics, McGill University

Verified email at mcgill.ca - Homepage

decision theory asset pricing microeconomics


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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	5303*	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	2421	1991
Stochastic differential utility D Duffie, LG Epstein Econometrica: Journal of the Econometric Society, 353-394, 1992	1441	1992
Ambiguity, risk, and asset returns in continuous time Z Chen, L Epstein Econometrica 70 (4), 1403-1443, 2002	1300	2002
Recursive multiple-priors LG Epstein, M Schneider Journal of Economic Theory 113 (1), 1-31, 2003	1122	2003
Intertemporal asset pricing under Knightian uncertainty LG Epstein, T Wang Econometrica, 1994	1039*	1994
Ambiguity, information quality, and asset pricing LG Epstein, M Schneider The Journal of Finance 63 (1), 197-228, 2008	965	2008
A definition of uncertainty aversion LG Epstein Review of Economic Studies 66, 579-608, 1999	797*	1999
Asset pricing with stochastic differential utility D Duffie, LG Epstein The Review of Financial Studies 5 (3), 411-436, 1992	577	1992
Learning under ambiguity LG Epstein, M Schneider The Review of Economic Studies 74 (4), 1275-1303, 2007	536	2007
Ambiguity and asset markets LG Epstein, M Schneider Annu. Rev. Financ. Econ. 2 (1), 315-346, 2010	446	2010
The rate of time preference and dynamic economic analysis LG Epstein, JA Hynes Journal of Political Economy 91 (4), 611-635, 1983	379	1983
‘First-order’risk aversion and the equity premium puzzle LG Epstein, SE Zin Journal of Monetary Economics 26 (3), 387-407, 1990	375	1990
Duality theory and functional forms for dynamic factor demands LG Epstein The Review of Economic Studies 48 (1), 81-95, 1981	338	1981
Decision making and the temporal resolution of uncertainty LG Epstein International Economic Review, 269-283, 1980	337	1980
Increasing generalized correlation: a definition and some economic consequences LG Epstein, SM Tanny Canadian Journal of Economics, 16-34, 1980	315	1980
Subjective probabilities on subjectively unambiguous events LG Epstein, J Zhang Econometrica 69 (2), 265-306, 2001	304	2001
A simple dynamic general equilibrium model LG Epstein Journal of Economic Theory 41 (1), 68-95, 1987	299	1987
A two-person dynamic equilibrium under ambiguity LG Epstein, J Miao Journal of Economic Dynamics and control 27 (7), 1253-1288, 2003	298	2003
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	293	1983

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