Larry G. Epstein

University of Rochester - Department of Economics

Professor of Economics

Harkness Hall

Rochester, NY 14627-0158

United States

SCHOLARLY PAPERS

6

DOWNLOADS

691

TOTAL CITATIONS
Rank 21,993

SSRN RANKINGS

Top 21,993

in Total Papers Citations

60

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 450 (133,670)
Citation 54

Abstract:

Loading...

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: 20 Mar 2022
Larry G. Epstein and Martin Schneider
University of Rochester - Department of Economics and Stanford University
Downloads 148 (407,318)
Citation 4

Abstract:

Loading...

3.

The Independence Axiom and Asset Returns

NBER Working Paper No. t0109
Number of pages: 52 Posted: 16 Jul 2004 Last Revised: 21 Apr 2023
Larry G. Epstein and Stanley E. Zin
University of Rochester - Department of Economics and Carnegie Mellon University
Downloads 51 (786,990)
Citation 2

Abstract:

Loading...

4.

A Revealed Preference Analysis of Asset Pricing Under Recursive Utility

NBER Working Paper No. w4524
Number of pages: 33 Posted: 28 Dec 2006 Last Revised: 13 Nov 2022
Larry G. Epstein and Angelo Melino
University of Rochester - Department of Economics and University of Toronto
Downloads 42 (853,893)

Abstract:

Loading...

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

Abstract:

Loading...

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:

Loading...