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Epstein, Larry G.

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Author ID: epstein.larry-g Recent zbMATH articles by "Epstein, Larry G."
Published as: Epstein, L.; Epstein, L. G.; Epstein, Larry; Epstein, Larry G.
Documents Indexed: 62 Publications since 1975

Publications by Year

Citations contained in zbMATH Open

60 Publications have been cited 1,802 times in 1,227 Documents Cited by Year
Substitution, risk aversion, and the temporal behavior of consumption and asset returns: a theoretical framework. Zbl 0683.90012
Epstein, Larry G.; Zin, Stanley E.
254
1989
Stochastic differential utility. Zbl 0763.90005
Duffie, Darrell; Epstein, Larry G.
225
1992
Ambiguity, risk, and asset returns in continuous time. Zbl 1121.91359
Chen, Zengjing; Epstein, Larry
212
2002
Recursive multiple-priors. Zbl 1107.91360
Epstein, Larry G.; Schneider, Martin
142
2003
A definition of uncertainty aversion. Zbl 0953.91002
Epstein, Larry G.
96
1999
Intertemporal asset pricing under Knightian uncertainty. Zbl 0799.90016
Epstein, Larry G.; Wang, Tan
89
1994
Subjective probabilities on subjectively unambiguous events. Zbl 1020.91048
Epstein, Larry G.; Zhang, Jiankang
66
2001
A simple dynamic general equilibrium model. Zbl 0616.90012
Epstein, Larry G.
46
1987
Dynamically consistent beliefs must be Bayesian. Zbl 0787.90002
Epstein, Larry G.; Le Breton, Michel
42
1993
Learning under ambiguity. Zbl 1206.91020
Epstein, Larry G.; Schneider, Martin
41
2007
A unifying approach to axiomatic non-expected utility theories. Zbl 0682.90011
Chew, S. H.; Epstein, L. G.
39
1989
The global stability of efficient intertemporal allocations. Zbl 0614.90022
Epstein, Larry G.
35
1987
Stationary cardinal utility and optimal growth under uncertainty. Zbl 0517.90007
Epstein, Larry G.
35
1983
Mixture symmetry and quadratic utility. Zbl 0744.90018
Chew, S. H.; Epstein, L. G.; Segal, U.
34
1991
Ambiguous volatility, possibility and utility in continuous time. Zbl 1284.91148
Epstein, Larry G.; Ji, Shaolin
32
2014
A revelation principle for competing mechanisms. Zbl 0958.91015
Epstein, Larry G.; Peters, Michael
31
1999
A two-person dynamic equilibrium under ambiguity. Zbl 1178.91139
Epstein, Larry G.; Miao, Jianjun
29
2003
“Beliefs about beliefs” without probabilities. Zbl 0862.90020
Epstein, Larry G.; Wang, Tan
28
1996
Uncertainty, risk-neutral measures and security price booms and crashes. Zbl 0844.90012
Epstein, Larry G.; Wang, Tan
27
1995
IID: Independently and indistinguishably distributed. Zbl 1066.91028
Epstein, Larry G.; Schneider, Martin
23
2003
Preference, rationalizability and equilibrium. Zbl 0886.90193
Epstein, Larry G.
21
1997
Habits and time preference. Zbl 0771.90015
Shi, Shouyong; Epstein, Larry G.
14
1993
Decision making and the temporal resolution of uncertainty. Zbl 0452.90005
Epstein, Larry G.
14
1980
An axiomatic model with non-Bayesian updating. Zbl 1094.91016
Epstein, Larry G.
13
2006
Duality theory and functional forms for dynamic factor demands. Zbl 0463.90012
Epstein, Larry G.
13
1981
A paradox for the “smooth ambiguity” model of preference. Zbl 1271.91037
Epstein, Larry G.
12
2010
Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour. Zbl 0689.90007
Chew, Soo Hong; Epstein, Larry G.
12
1990
Decreasing risk aversion and mean-variance analysis. Zbl 0583.90008
Epstein, Larry G.
12
1985
Mutual absolute continuity of multiple priors. Zbl 1132.91562
Epstein, Larry G.; Marinacci, Massimo
11
2007
Recursive utility under uncertainty. Zbl 0742.90016
Chew, Soo H.; Epstein, Larry G.
11
1991
Axiomatic rank-dependent means. Zbl 0707.90012
Chew, S. H.; Epstein, L. G.
11
1989
The structure of preferences and attitudes towards the timing of the resolution of uncertainty. Zbl 0673.90012
Chew, S. H.; Epstein, Larry G.
11
1989
A correspondence theorem between expected utility and smooth utility. Zbl 0652.90015
Chew, Soo Hong; Epstein, Larry G.; Zilcha, Itzhak
11
1988
A unifying approach to axiomatic non-expected utility theories: Correction and comment. Zbl 0793.90006
Chew, Soo Hong; Epstein, Larry G.; Wakker, Peter
9
1993
Non-parametric hypothesis testing procedures and applications to demand analysis. Zbl 0626.62045
Epstein, Larry G.; Yatchew, Adonis J.
8
1985
Generalized duality and integrability. Zbl 0471.90021
Epstein, Larry G.
8
1981
Endogenous capital utilization in a short-run production model. Theory and an Shupirical application. Zbl 0418.90006
Epstein, L.; Denny, M.
7
1980
Non-Bayesian learning. Zbl 1197.91054
Epstein, Larry G.; Noor, Jawwad; Sandroni, Alvaro
6
2010
Are probabilities used in markets? Zbl 0958.91009
Epstein, Larry G.
6
2000
Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism. Zbl 0604.90010
Epstein, Larry G.
6
1986
The Le Chatelier principle in optimal control problems. Zbl 0401.49022
Epstein, Larry G.
6
1978
Symmetry of evidence without evidence of symmetry. Zbl 05826386
Epstein, Larry G.; Seo, Kyoungwon
5
2010
The core of large differentiable TU games. Zbl 1005.91014
Epstein, Larry G.; Marinacci, Massimo
5
2001
Intergenerational preference orderings. Zbl 0596.90004
Epstein, L. G.
5
1986
Living with risk. Zbl 1144.91307
Epstein, Larry G.
4
2008
Implicitly additive utility and the nature of optimal economic growth. Zbl 0603.90044
Epstein, Larry G.
4
1986
A disaggregate analysis of consumer choice under uncertainty. Zbl 0317.90006
Epstein, L.
4
1975
Symmetry or dynamic consistency? Zbl 1277.91036
Epstein, Larry G.; Seo, Kyoungwon
3
2011
A revealed preference analysis of asset pricing under recursive utility. Zbl 0847.90030
Epstein, Larry G.; Melino, Angelo
3
1995
The projective independence axiom. Zbl 0820.90007
Chew, Soo Hong; Epstein, Larry G.; Segal, Uzi
3
1994
Comparative dynamics in the adjustment-cost model of the firm. Zbl 0503.90021
Epstein, Larry G.
3
1982
Integrability of incomplete systems of demand functions. Zbl 0483.90007
Epstein, Larry G.
3
1982
Robust confidence regions for incomplete models. Zbl 1420.91043
Epstein, Larry G.; Kaido, Hiroaki; Seo, Kyoungwon
2
2016
Exchangeable capacities, parameters and incomplete theories. Zbl 1330.91075
Epstein, Larry G.; Seo, Kyoungwon
2
2015
Subjective states: a more robust model. Zbl 1188.91058
Epstein, Larry G.; Seo, Kyoungwon
2
2009
Least convex capacities. Zbl 0917.90038
Epstein, Larry G.; Zhang, Jiankang
2
1999
Ambiguous correlation. Zbl 1439.91017
Epstein, Larry G.; Halevy, Yoram
1
2019
Decreasing absolute risk aversion and utility indices derived from cake- eating problems. Zbl 0517.90006
Epstein, Larry G.
1
1983
Multivariate risk independence and functional forms for preferences and technologies. Zbl 0437.90029
Epstein, Larry G.
1
1980
Production flexibility and the behaviour of the competitive firm under price uncertainty. Zbl 0412.90008
Epstein, Larry
1
1978
Ambiguous correlation. Zbl 1439.91017
Epstein, Larry G.; Halevy, Yoram
1
2019
Robust confidence regions for incomplete models. Zbl 1420.91043
Epstein, Larry G.; Kaido, Hiroaki; Seo, Kyoungwon
2
2016
Exchangeable capacities, parameters and incomplete theories. Zbl 1330.91075
Epstein, Larry G.; Seo, Kyoungwon
2
2015
Ambiguous volatility, possibility and utility in continuous time. Zbl 1284.91148
Epstein, Larry G.; Ji, Shaolin
32
2014
Symmetry or dynamic consistency? Zbl 1277.91036
Epstein, Larry G.; Seo, Kyoungwon
3
2011
A paradox for the “smooth ambiguity” model of preference. Zbl 1271.91037
Epstein, Larry G.
12
2010
Non-Bayesian learning. Zbl 1197.91054
Epstein, Larry G.; Noor, Jawwad; Sandroni, Alvaro
6
2010
Symmetry of evidence without evidence of symmetry. Zbl 05826386
Epstein, Larry G.; Seo, Kyoungwon
5
2010
Subjective states: a more robust model. Zbl 1188.91058
Epstein, Larry G.; Seo, Kyoungwon
2
2009
Living with risk. Zbl 1144.91307
Epstein, Larry G.
4
2008
Learning under ambiguity. Zbl 1206.91020
Epstein, Larry G.; Schneider, Martin
41
2007
Mutual absolute continuity of multiple priors. Zbl 1132.91562
Epstein, Larry G.; Marinacci, Massimo
11
2007
An axiomatic model with non-Bayesian updating. Zbl 1094.91016
Epstein, Larry G.
13
2006
Recursive multiple-priors. Zbl 1107.91360
Epstein, Larry G.; Schneider, Martin
142
2003
A two-person dynamic equilibrium under ambiguity. Zbl 1178.91139
Epstein, Larry G.; Miao, Jianjun
29
2003
IID: Independently and indistinguishably distributed. Zbl 1066.91028
Epstein, Larry G.; Schneider, Martin
23
2003
Ambiguity, risk, and asset returns in continuous time. Zbl 1121.91359
Chen, Zengjing; Epstein, Larry
212
2002
Subjective probabilities on subjectively unambiguous events. Zbl 1020.91048
Epstein, Larry G.; Zhang, Jiankang
66
2001
The core of large differentiable TU games. Zbl 1005.91014
Epstein, Larry G.; Marinacci, Massimo
5
2001
Are probabilities used in markets? Zbl 0958.91009
Epstein, Larry G.
6
2000
A definition of uncertainty aversion. Zbl 0953.91002
Epstein, Larry G.
96
1999
A revelation principle for competing mechanisms. Zbl 0958.91015
Epstein, Larry G.; Peters, Michael
31
1999
Least convex capacities. Zbl 0917.90038
Epstein, Larry G.; Zhang, Jiankang
2
1999
Preference, rationalizability and equilibrium. Zbl 0886.90193
Epstein, Larry G.
21
1997
“Beliefs about beliefs” without probabilities. Zbl 0862.90020
Epstein, Larry G.; Wang, Tan
28
1996
Uncertainty, risk-neutral measures and security price booms and crashes. Zbl 0844.90012
Epstein, Larry G.; Wang, Tan
27
1995
A revealed preference analysis of asset pricing under recursive utility. Zbl 0847.90030
Epstein, Larry G.; Melino, Angelo
3
1995
Intertemporal asset pricing under Knightian uncertainty. Zbl 0799.90016
Epstein, Larry G.; Wang, Tan
89
1994
The projective independence axiom. Zbl 0820.90007
Chew, Soo Hong; Epstein, Larry G.; Segal, Uzi
3
1994
Dynamically consistent beliefs must be Bayesian. Zbl 0787.90002
Epstein, Larry G.; Le Breton, Michel
42
1993
Habits and time preference. Zbl 0771.90015
Shi, Shouyong; Epstein, Larry G.
14
1993
A unifying approach to axiomatic non-expected utility theories: Correction and comment. Zbl 0793.90006
Chew, Soo Hong; Epstein, Larry G.; Wakker, Peter
9
1993
Stochastic differential utility. Zbl 0763.90005
Duffie, Darrell; Epstein, Larry G.
225
1992
Mixture symmetry and quadratic utility. Zbl 0744.90018
Chew, S. H.; Epstein, L. G.; Segal, U.
34
1991
Recursive utility under uncertainty. Zbl 0742.90016
Chew, Soo H.; Epstein, Larry G.
11
1991
Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour. Zbl 0689.90007
Chew, Soo Hong; Epstein, Larry G.
12
1990
Substitution, risk aversion, and the temporal behavior of consumption and asset returns: a theoretical framework. Zbl 0683.90012
Epstein, Larry G.; Zin, Stanley E.
254
1989
A unifying approach to axiomatic non-expected utility theories. Zbl 0682.90011
Chew, S. H.; Epstein, L. G.
39
1989
Axiomatic rank-dependent means. Zbl 0707.90012
Chew, S. H.; Epstein, L. G.
11
1989
The structure of preferences and attitudes towards the timing of the resolution of uncertainty. Zbl 0673.90012
Chew, S. H.; Epstein, Larry G.
11
1989
A correspondence theorem between expected utility and smooth utility. Zbl 0652.90015
Chew, Soo Hong; Epstein, Larry G.; Zilcha, Itzhak
11
1988
A simple dynamic general equilibrium model. Zbl 0616.90012
Epstein, Larry G.
46
1987
The global stability of efficient intertemporal allocations. Zbl 0614.90022
Epstein, Larry G.
35
1987
Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism. Zbl 0604.90010
Epstein, Larry G.
6
1986
Intergenerational preference orderings. Zbl 0596.90004
Epstein, L. G.
5
1986
Implicitly additive utility and the nature of optimal economic growth. Zbl 0603.90044
Epstein, Larry G.
4
1986
Decreasing risk aversion and mean-variance analysis. Zbl 0583.90008
Epstein, Larry G.
12
1985
Non-parametric hypothesis testing procedures and applications to demand analysis. Zbl 0626.62045
Epstein, Larry G.; Yatchew, Adonis J.
8
1985
Stationary cardinal utility and optimal growth under uncertainty. Zbl 0517.90007
Epstein, Larry G.
35
1983
Decreasing absolute risk aversion and utility indices derived from cake- eating problems. Zbl 0517.90006
Epstein, Larry G.
1
1983
Comparative dynamics in the adjustment-cost model of the firm. Zbl 0503.90021
Epstein, Larry G.
3
1982
Integrability of incomplete systems of demand functions. Zbl 0483.90007
Epstein, Larry G.
3
1982
Duality theory and functional forms for dynamic factor demands. Zbl 0463.90012
Epstein, Larry G.
13
1981
Generalized duality and integrability. Zbl 0471.90021
Epstein, Larry G.
8
1981
Decision making and the temporal resolution of uncertainty. Zbl 0452.90005
Epstein, Larry G.
14
1980
Endogenous capital utilization in a short-run production model. Theory and an Shupirical application. Zbl 0418.90006
Epstein, L.; Denny, M.
7
1980
Multivariate risk independence and functional forms for preferences and technologies. Zbl 0437.90029
Epstein, Larry G.
1
1980
The Le Chatelier principle in optimal control problems. Zbl 0401.49022
Epstein, Larry G.
6
1978
Production flexibility and the behaviour of the competitive firm under price uncertainty. Zbl 0412.90008
Epstein, Larry
1
1978
A disaggregate analysis of consumer choice under uncertainty. Zbl 0317.90006
Epstein, L.
4
1975
all top 5

Cited by 1,357 Authors

24 Wu, Zhen
22 Marinacci, Massimo
17 Epstein, Larry G.
15 Peng, Shige
14 Ji, Shaolin
14 Wakker, Peter Paul
13 Grant, Simon
12 Chen, Zengjing
12 Eichberger, Jurgen
12 Hansen, Lars Peter
11 Chateauneuf, Alain
11 Riedel, Frank
11 Segal, Uzi
11 Yong, Jiongmin
11 Zimper, Alexander
10 Avallone, Anna
10 Sargent, Thomas John
10 Vitolo, Paolo
9 Dana, Rose-Anne
9 Hayashi, Takashi
9 Hu, Mingshang
9 Kelsey, David P.
9 Maccheroni, Fabio
9 Skiadas, Costis
8 Safra, Zvi
7 Caputo, Michael R.
7 Chambers, Christopher P.
7 Dominiak, Adam
7 Ghirardato, Paolo
7 Jiang, Long
7 Klibanoff, Peter
7 Ma, Chenghu
6 Asano, Takao
6 Asheim, Geir B.
6 Attar, Andrea
6 Blavatskyy, Pavlo R.
6 Chew, Soo Hong
6 Fei, Weiyin
6 Hu, Feng
6 Kraft, Holger
6 Kupper, Michael
6 Le Van, Cuong
6 Lo, Kin Chung
6 Ludwig, Alexander
6 Luo, Xiao
6 Montrucchio, Luigi
6 Nishimura, Kazuo
6 Piaser, Gwenaël
6 Schroder, Mark
6 Stadje, Mitja
6 Tallon, Jean-Marc
6 Wakai, Katsutoshi
6 Wu, Panyu
5 Beißner, Patrick
5 Bommier, Antoine
5 Campioni, Eloisa
5 Chambers, Robert G.
5 Hayakawa, Hiroaki
5 Huang, Jianhui
5 Kajii, Atsushi
5 Kopylov, Igor
5 Mukerji, Sujoy
5 Ozaki, Hiroyuki
5 Ozdenoren, Emre
5 Polak, Ben
5 Quiggin, John
5 Seifried, Frank Thomas
5 Shi, Yufeng
5 Takahashi, Akihiko
5 Yang, Shuzhen
5 Yu, Zhiyong
4 Amarante, Massimiliano
4 Antonelli, Fabio
4 Araujo, Aloisio P.
4 Carlier, Guillaume
4 Chen, Yichun
4 Chen, Zhiping
4 Cheridito, Patrick
4 Delbaen, Freddy
4 Detemple, Jerome B.
4 Duffie, James Darrell
4 Elliott, Robert James
4 Fan, Yulian
4 Faro, José Heleno
4 Fujii, Masaaki
4 Guerdjikova, Ani
4 Halpern, Joseph Yehuda
4 Han, Seungjin
4 Kulperger, Reg J.
4 LaFrance, Jeffrey T.
4 Lefort, Jean-Philippe
4 Li, Gang
4 Matoussi, Anis
4 Menoukeu Pamen, Olivier
4 Øksendal, Bernt Karsten
4 Peters, Michael H.
4 Qu, Xiangyu
4 Shi, Jingtao
4 Sornette, Didier
4 Streufert, Peter A.
...and 1,257 more Authors
all top 5

Cited in 167 Serials

185 Journal of Economic Theory
101 Journal of Economic Dynamics & Control
91 Journal of Mathematical Economics
63 Theory and Decision
63 Economic Theory
44 Economics Letters
39 Games and Economic Behavior
29 Journal of Econometrics
29 Mathematical Social Sciences
22 Journal of Mathematical Analysis and Applications
22 Stochastic Processes and their Applications
19 Insurance Mathematics & Economics
19 Mathematics and Financial Economics
17 Journal of Risk and Uncertainty
16 Journal of Optimization Theory and Applications
15 Mathematical Finance
14 Annals of Finance
13 European Journal of Operational Research
13 Quantitative Finance
12 Statistics & Probability Letters
12 Journal of Economics
12 Annals of Operations Research
12 Finance and Stochastics
11 Stochastic Analysis and Applications
11 International Journal of Theoretical and Applied Finance
10 Mathematical Problems in Engineering
8 Mathematics of Operations Research
8 Acta Mathematicae Applicatae Sinica. English Series
8 Acta Mathematica Sinica. English Series
8 Mathematical Control and Related Fields
7 Journal of Mathematical Psychology
7 Systems & Control Letters
7 The Annals of Applied Probability
7 Decisions in Economics and Finance
7 Science China. Mathematics
6 Open Economies Review
6 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
6 Abstract and Applied Analysis
6 Macroeconomic Dynamics
5 International Economic Review
5 SIAM Journal on Control and Optimization
5 International Journal of Approximate Reasoning
5 Asia-Pacific Financial Markets
5 Probability, Uncertainty and Quantitative Risk
4 The Annals of Probability
4 Fuzzy Sets and Systems
4 Journal of Computational and Applied Mathematics
4 Optimal Control Applications & Methods
4 Social Choice and Welfare
4 Econometric Reviews
4 Applied Mathematics. Series B (English Edition)
4 Journal of Systems Science and Complexity
4 ASTIN Bulletin
4 SIAM Journal on Financial Mathematics
3 International Journal of Control
3 Applied Mathematics and Optimization
3 Journal of Environmental Economics and Management
3 Kybernetika
3 Operations Research
3 Probability Theory and Related Fields
3 Mathematical Methods of Operations Research
3 Discrete Dynamics in Nature and Society
3 Comptes Rendus. Mathématique. Académie des Sciences, Paris
3 Stochastics and Dynamics
3 Advances in Difference Equations
3 The B. E. Journal of Theoretical Economics
3 Dynamic Games and Applications
2 Advances in Applied Probability
2 International Journal of Theoretical Physics
2 Applied Mathematics and Computation
2 Information Sciences
2 International Journal of Game Theory
2 Journal of Statistical Planning and Inference
2 Mathematica Slovaca
2 Metroeconomica
2 Rendiconti del Circolo Matemàtico di Palermo. Serie II
2 Synthese
2 Operations Research Letters
2 Chinese Annals of Mathematics. Series B
2 Optimization
2 Communications in Statistics. Theory and Methods
2 Proceedings of the Indian Academy of Sciences. Mathematical Sciences
2 Statistical Papers
2 Applied Mathematical Finance
2 Positivity
2 Soft Computing
2 Probability in the Engineering and Informational Sciences
2 Methodology and Computing in Applied Probability
2 Applied Stochastic Models in Business and Industry
2 Scandinavian Actuarial Journal
2 Review of Economic Design
2 Stochastic Models
2 Journal of Industrial and Management Optimization
2 Stochastics
2 Bulletin of Economic Research
2 Theoretical Economics
2 Afrika Matematika
2 Journal of the Operations Research Society of China
1 International Journal of Mathematical Education in Science and Technology
1 Ukrainian Mathematical Journal
...and 67 more Serials

Citations by Year