Larry G. Epstein

University of Rochester - Department of Economics

Professor of Economics

Harkness Hall

Rochester, NY 14627-0158

United States

SCHOLARLY PAPERS

6

DOWNLOADS

537

SSRN CITATIONS
Rank 16,050

SSRN RANKINGS

Top 16,050

in Total Papers Citations

30

CROSSREF CITATIONS

32

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 398 (80,551)
Citation 49

Abstract:

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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 90 (308,849)

Abstract:

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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 31 (502,553)
Citation 2

Abstract:

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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 18 (579,894)

Abstract:

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5.

A Two-Person Dynamic Equilibrium Under Ambiguity

Posted: 27 Oct 2004
Larry G. Epstein and Jianjun Miao
University of Rochester - Department of Economics and Boston University - Department of Economics

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6.

Least Convex Capacities

Posted: 20 Apr 1999
Larry G. Epstein and Jiankang Zhang
University of Rochester - Department of Economics and University of Rochester - Department of Economics

Abstract:

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