Larry G. Epstein

University of Rochester - Department of Economics

Professor of Economics

Harkness Hall

Rochester, NY 14627-0158

United States

SCHOLARLY PAPERS

6

DOWNLOADS

508

CITATIONS
Rank 5,741

SSRN RANKINGS

Top 5,741

in Total Papers Citations

89

Scholarly Papers (6)

1.

Learning Under Ambiguity

Number of pages: 45 Posted: 20 Jan 2003
Larry G. Epstein and Martin Schneider
University of Rochester - Department of Economics and Independent
Downloads 369 (64,136)
Citation 43

Abstract:

ambiguity, learning, multiple-priors, portfolio choice, stock market participation, asset pricing

2.

Ambiguity and Asset Markets

NBER Working Paper No. w16181
Number of pages: 52 Posted: 12 Jul 2010 Last Revised: 19 Sep 2010
Larry G. Epstein and Martin Schneider
University of Rochester - Department of Economics and Stanford University
Downloads 65 (251,313)
Citation 21

Abstract:

3.

The Independence Axiom and Asset Returns

NBER Working Paper No. t0109
Number of pages: 52 Posted: 16 Jul 2004
Larry G. Epstein and Stanley E. Zin
University of Rochester - Department of Economics and Carnegie Mellon University
Downloads 23 (409,027)
Citation 22

Abstract:

4.

A Revealed Preference Analysis of Asset Pricing Under Recursive Utility

NBER Working Paper No. w4524
Number of pages: 33 Posted: 28 Dec 2006
Larry G. Epstein and Angelo Melino
University of Rochester - Department of Economics and University of Toronto
Downloads 14 (459,547)
Citation 3

Abstract:

5.

A Two-Person Dynamic Equilibrium under Ambiguity

Journal of Economic Dynamics and Control, Vol. 27, pp. 1253-1288, 2003
Posted: 27 Oct 2004
Larry G. Epstein and Jianjun Miao
University of Rochester - Department of Economics and Boston University - Department of Economics

Abstract:

6.

Least Convex Capacities

Economic Theory, Vol. 13, Iss. 2, February 1999
Posted: 20 Apr 1999
Larry G. Epstein and Jiankang Zhang
University of Rochester - Department of Economics and University of Rochester - Department of Economics

Abstract: