Larry G. Epstein

From MaRDI portal
(Redirected from Person:237028)



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Approximate optimality and the risk/reward tradeoff given repeated gambles
Economic Theory
2025-06-26Paper
A central limit theorem, loss aversion and multi-armed bandits
Journal of Economic Theory
2023-06-09Paper
A central limit theorem for sets of probability measures
Stochastic Processes and their Applications
2022-08-29Paper
Optimal learning under robustness and time-consistency
Operations Research
2022-08-05Paper
Ambiguous correlation
Review of Economic Studies
2020-06-03Paper
Robust confidence regions for incomplete models
Econometrica
2019-01-31Paper
Exchangeable capacities, parameters and incomplete theories
Journal of Economic Theory
2015-11-23Paper
Ambiguous volatility, possibility and utility in continuous time
Journal of Mathematical Economics
2014-03-24Paper
Symmetry or dynamic consistency?
The B. E. Journal of Theoretical Economics
2013-12-19Paper
Ambiguous volatility and asset pricing in continuous time2013-01-19Paper
A paradox for the ``smooth ambiguity'' model of preference
Econometrica
2011-02-02Paper
Symmetry of evidence without evidence of symmetry
Theoretical Economics
2010-12-14Paper
Non-Bayesian learning
The B.E. Journal of Theoretical Economics
2010-10-18Paper
Subjective states: a more robust model
Games and Economic Behavior
2009-11-13Paper
A two-person dynamic equilibrium under ambiguity
Journal of Economic Dynamics and Control
2008-10-24Paper
Living with Risk
Review of Economic Studies
2008-10-08Paper
Mutual absolute continuity of multiple priors
Journal of Economic Theory
2008-02-11Paper
Learning Under Ambiguity
Review of Economic Studies
2007-11-21Paper
An Axiomatic Model of Non-Bayesian Updating
Review of Economic Studies
2006-06-26Paper
Ambiguity, Risk, and Asset Returns in Continuous Time
Econometrica
2006-06-16Paper
Recursive multiple-priors.
Journal of Economic Theory
2004-01-23Paper
IID: Independently and indistinguishably distributed.
Journal of Economic Theory
2004-01-23Paper
Subjective Probabilities on Subjectively Unambiguous Events
Econometrica
2002-05-28Paper
The core of large differentiable TU games
Journal of Economic Theory
2002-03-20Paper
Are probabilities used in markets?
Journal of Economic Theory
2001-04-16Paper
A revelation principle for competing mechanisms
Journal of Economic Theory
2001-04-08Paper
A Definition of Uncertainty Aversion
Review of Economic Studies
1999-09-22Paper
Least convex capacities
Economic Theory
1999-07-18Paper
Preference, rationalizability and equilibrium
Journal of Economic Theory
1997-06-10Paper
"Beliefs about Beliefs" without Probabilities
Econometrica
1997-01-07Paper
A Revealed Preference Analysis of Asset Pricing Under Recursive Utility
Review of Economic Studies
1996-10-13Paper
Uncertainty, risk-neutral measures and security price booms and crashes
Journal of Economic Theory
1996-02-06Paper
The projective independence axiom
Economic Theory
1995-01-05Paper
Intertemporal Asset Pricing under Knightian Uncertainty
Econometrica
1994-11-17Paper
Dynamically consistent beliefs must be Bayesian
Journal of Economic Theory
1993-11-01Paper
Habits and Time Preference
International Economic Review
1993-08-15Paper
A unifying approach to axiomatic non-expected utility theories: Correction and comment
Journal of Economic Theory
1993-06-29Paper
Stochastic Differential Utility
Econometrica
1992-09-26Paper
scientific article; zbMATH DE number 19679 (Why is no real title available?)1992-06-26Paper
Mixture Symmetry and Quadratic Utility
Econometrica
1992-06-25Paper
Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour
Journal of Economic Theory
1990-01-01Paper
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
Econometrica
1989-01-01Paper
A unifying approach to axiomatic non-expected utility theories
Journal of Economic Theory
1989-01-01Paper
The Structure of Preferences and Attitudess towards the Timing of the Resolution of Uncertainty
International Economic Review
1989-01-01Paper
Axiomatic rank-dependent means
Annals of Operations Research
1989-01-01Paper
A correspondence theorem between expected utility and smooth utility
Journal of Economic Theory
1988-01-01Paper
A simple dynamic general equilibrium model
Journal of Economic Theory
1987-01-01Paper
The Global Stability of Efficient Intertemporal Allocations
Econometrica
1987-01-01Paper
The Unimportance of the Intransitivity of Separable Preferences
International Economic Review
1987-01-01Paper
Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism
Journal of Economic Theory
1986-01-01Paper
Intergenerational preference orderings
Social Choice and Welfare
1986-01-01Paper
Implicitly additive utility and the nature of optimal economic growth
Journal of Mathematical Economics
1986-01-01Paper
Decreasing Risk Aversion and Mean-Variance Analysis
Econometrica
1985-01-01Paper
Non-parametric hypothesis testing procedures and applications to demand analysis
Journal of Econometrics
1985-01-01Paper
Stationary cardinal utility and optimal growth under uncertainty
Journal of Economic Theory
1983-01-01Paper
Decreasing absolute risk aversion and utility indices derived from cake- eating problems
Journal of Economic Theory
1983-01-01Paper
Aggregating Quasi-Fixed Factors
Scandinavian Journal of Economics
1983-01-01Paper
Comparative dynamics in the adjustment-cost model of the firm
Journal of Economic Theory
1982-01-01Paper
Integrability of Incomplete Systems of Demand Functions
Review of Economic Studies
1982-01-01Paper
Generalized Duality and Integrability
Econometrica
1981-01-01Paper
Duality Theory and Functional Forms for Dynamic Factor Demands
Review of Economic Studies
1981-01-01Paper
Decision Making and the Temporal Resolution of Uncertainty
International Economic Review
1980-01-01Paper
Multivariate Risk Independence and Functional Forms for Preferences and Technologies
Econometrica
1980-01-01Paper
The Le Chatelier principle in optimal control problems
Journal of Economic Theory
1978-01-01Paper
Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty
Review of Economic Studies
1978-01-01Paper
Approximate optimality and the risk/reward tradeoff in a class of bandit problems
(available as arXiv preprint)
N/APaper


Research outcomes over time


This page was built for person: Larry G. Epstein