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Larry G Epstein
Larry G Epstein
Professor of Economics, McGill University
Verified email at mcgill.ca - 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
5104*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
23401991
Stochastic differential utility
D Duffie, LG Epstein
Econometrica: Journal of the Econometric Society, 353-394, 1992
13661992
Ambiguity, risk, and asset returns in continuous time
Z Chen, L Epstein
Econometrica 70 (4), 1403-1443, 2002
12522002
Recursive multiple-priors
LG Epstein, M Schneider
Journal of Economic Theory 113 (1), 1-31, 2003
11012003
Intertemporal asset pricing under Knightian uncertainty
LG Epstein, T Wang
Econometrica, 1994
1003*1994
Ambiguity, information quality, and asset pricing
LG Epstein, M Schneider
The Journal of Finance 63 (1), 197-228, 2008
9252008
A definition of uncertainty aversion
LG Epstein
Review of Economic Studies 66, 579-608, 1999
7661999
Asset pricing with stochastic differential utility
D Duffie, LG Epstein
The Review of Financial Studies 5 (3), 411-436, 1992
5461992
Learning under ambiguity
LG Epstein, M Schneider
The Review of Economic Studies 74 (4), 1275-1303, 2007
5202007
Ambiguity and asset markets
LG Epstein, M Schneider
Annu. Rev. Financ. Econ. 2 (1), 315-346, 2010
4272010
‘First-order’risk aversion and the equity premium puzzle
LG Epstein, SE Zin
Journal of Monetary Economics 26 (3), 387-407, 1990
3701990
The rate of time preference and dynamic economic analysis
LG Epstein, JA Hynes
Journal of political economy 91 (4), 611-635, 1983
3691983
Duality theory and functional forms for dynamic factor demands
LG Epstein
The Review of Economic Studies 48 (1), 81-95, 1981
3301981
Decision making and the temporal resolution of uncertainty
LG Epstein
International Economic Review, 269-283, 1980
3291980
Increasing generalized correlation: a definition and some economic consequences
LG Epstein, SM Tanny
Canadian Journal of Economics, 16-34, 1980
3031980
Subjective probabilities on subjectively unambiguous events
LG Epstein, J Zhang
Econometrica 69 (2), 265-306, 2001
2962001
A simple dynamic general equilibrium model
LG Epstein
Journal of Economic Theory 41 (1), 68-95, 1987
2901987
A two-person dynamic equilibrium under ambiguity
LG Epstein, J Miao
Journal of Economic Dynamics and control 27 (7), 1253-1288, 2003
2892003
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
2871983
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Articles 1–20