Larry G. Epstein

From MaRDI portal
Person:237028

Available identifiers

zbMath Open epstein.larry-gMaRDI QIDQ237028

List of research outcomes





PublicationDate of PublicationType
A central limit theorem, loss aversion and multi-armed bandits2023-06-09Paper
A central limit theorem for sets of probability measures2022-08-29Paper
Optimal Learning Under Robustness and Time-Consistency2022-08-05Paper
Ambiguous Correlation2020-06-03Paper
Robust Confidence Regions for Incomplete Models2019-01-31Paper
Exchangeable capacities, parameters and incomplete theories2015-11-23Paper
Ambiguous volatility, possibility and utility in continuous time2014-03-24Paper
Symmetry or dynamic consistency?2013-12-19Paper
Ambiguous volatility and asset pricing in continuous time2013-01-19Paper
A Paradox for the Smooth Ambiguity Model of Preference2011-02-02Paper
Symmetry of evidence without evidence of symmetry2010-12-14Paper
Non-Bayesian Learning2010-10-18Paper
Subjective states: a more robust model2009-11-13Paper
A two-person dynamic equilibrium under ambiguity2008-10-24Paper
Living with Risk2008-10-08Paper
Mutual absolute continuity of multiple priors2008-02-11Paper
Learning Under Ambiguity2007-11-21Paper
An Axiomatic Model of Non-Bayesian Updating2006-06-26Paper
Ambiguity, Risk, and Asset Returns in Continuous Time2006-06-16Paper
Recursive multiple-priors.2004-01-23Paper
IID: Independently and indistinguishably distributed.2004-01-23Paper
Subjective Probabilities on Subjectively Unambiguous Events2002-05-28Paper
The core of large differentiable TU games2002-03-20Paper
Are probabilities used in markets?2001-04-16Paper
A revelation principle for competing mechanisms2001-04-08Paper
A Definition of Uncertainty Aversion1999-09-22Paper
Least convex capacities1999-07-18Paper
Preference, rationalizability and equilibrium1997-06-10Paper
"Beliefs about Beliefs" without Probabilities1997-01-07Paper
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility1996-10-13Paper
Uncertainty, risk-neutral measures and security price booms and crashes1996-02-06Paper
The projective independence axiom1995-01-05Paper
Intertemporal Asset Pricing under Knightian Uncertainty1994-11-17Paper
Dynamically consistent beliefs must be Bayesian1993-11-01Paper
Habits and Time Preference1993-08-15Paper
A unifying approach to axiomatic non-expected utility theories: Correction and comment1993-06-29Paper
Stochastic Differential Utility1992-09-26Paper
https://portal.mardi4nfdi.de/entity/Q39791721992-06-26Paper
Mixture Symmetry and Quadratic Utility1992-06-25Paper
Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour1990-01-01Paper
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework1989-01-01Paper
A unifying approach to axiomatic non-expected utility theories1989-01-01Paper
The Structure of Preferences and Attitudess towards the Timing of the Resolution of Uncertainty1989-01-01Paper
Axiomatic rank-dependent means1989-01-01Paper
A correspondence theorem between expected utility and smooth utility1988-01-01Paper
A simple dynamic general equilibrium model1987-01-01Paper
The Global Stability of Efficient Intertemporal Allocations1987-01-01Paper
The Unimportance of the Intransitivity of Separable Preferences1987-01-01Paper
Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism1986-01-01Paper
Intergenerational preference orderings1986-01-01Paper
Implicitly additive utility and the nature of optimal economic growth1986-01-01Paper
Decreasing Risk Aversion and Mean-Variance Analysis1985-01-01Paper
Non-parametric hypothesis testing procedures and applications to demand analysis1985-01-01Paper
Stationary cardinal utility and optimal growth under uncertainty1983-01-01Paper
Decreasing absolute risk aversion and utility indices derived from cake- eating problems1983-01-01Paper
Aggregating Quasi-Fixed Factors1983-01-01Paper
Comparative dynamics in the adjustment-cost model of the firm1982-01-01Paper
Integrability of Incomplete Systems of Demand Functions1982-01-01Paper
Generalized Duality and Integrability1981-01-01Paper
Duality Theory and Functional Forms for Dynamic Factor Demands1981-01-01Paper
Decision Making and the Temporal Resolution of Uncertainty1980-01-01Paper
Multivariate Risk Independence and Functional Forms for Preferences and Technologies1980-01-01Paper
The Le Chatelier principle in optimal control problems1978-01-01Paper
Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty1978-01-01Paper
Approximate optimality and the risk/reward tradeoff in a class of bandit problemsN/APaper

Research outcomes over time

This page was built for person: Larry G. Epstein