Larry G. Epstein

Boston University - College of Arts and Sciences

Department of Economics, Room 352

270 Bay State Road

Boston, MA 02215

United States

  • Boston University - College of Arts and Sciences

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    • Tel: 617-353-4142
SCHOLARLY PAPERS

6

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546

SSRN CITATIONS
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Top 7,496

in Total Papers Citations

57

CROSSREF CITATIONS

97

Scholarly Papers (6)

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1.

Ambiguous Volatility and Asset Pricing in Continuous Time

CIRANO - Scientific Publications 2012s-29
Number of pages: 60 Posted: 08 Jan 2013
Larry G. Epstein and Shaolin Ji
Boston University - College of Arts and Sciences and Shandong University, School of Mathematics
Downloads 252 (132,128)
Citation 14

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ambiguity, option pricing, recursive utility, G-Brownian motion, robust stochastic volatility, sentiment, overconfidence, optimism

2.

Cold Feet

Theoretical Economics, Vol. 2, pp. 231-259, 2007
Number of pages: 31 Posted: 27 Dec 2009
Larry G. Epstein and Igor Kopylov
Boston University - College of Arts and Sciences and University of California, Irvine
Downloads 121 (250,871)

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cold feet, pessimism, temptation, choice of belief

3.

How Much Would You Pay to Resolve Long-Run Risk?

Downloads 87 (313,624)
Citation 64

How Much Would You Pay to Resolve Long-Run Risk?

Number of pages: 23 Posted: 22 Sep 2013
Larry G. Epstein, Emmanuel Farhi and Tomasz Strzalecki
Boston University - College of Arts and Sciences, Harvard University - Department of Economics and Harvard University - Harvard Institute of Economic Research
Downloads 59 (394,143)

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How Much Would You Pay to Resolve Long-Run Risk?

NBER Working Paper No. w19541
Number of pages: 24 Posted: 18 Oct 2013
Larry G. Epstein, Emmanuel Farhi and Tomasz Strzalecki
Boston University - College of Arts and Sciences, Harvard University - Department of Economics and Harvard University - Harvard Institute of Economic Research
Downloads 28 (529,625)
Citation 19

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4.

Supplemental Appendix for 'Non-Bayesian Updating: A Theoretical Framework'

PIER Working Paper No. 08-017
Number of pages: 18 Posted: 19 May 2008
Larry G. Epstein, Jawwad Noor and Alvaro Sandroni
Boston University - College of Arts and Sciences, Boston University - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 47 (430,255)
Citation 5

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NonBayesian, Learning

5.

De Finetti Meets Ellsberg

Downloads 39 (462,581)

De Finetti Meets Ellsberg

Number of pages: 35 Posted: 17 Oct 2013
Larry G. Epstein and Kyoungwon Seo
Boston University - College of Arts and Sciences and Seoul National University
Downloads 27 (535,632)

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exchangeability, partial identification, ambiguity, multiple equilibria, maxmin expected utility, incomplete models, multiple likelihoods

De Finetti Meets Ellsberg

CIRANO - Scientific Publications 2013s-35
Number of pages: 37 Posted: 19 Oct 2013
Larry G. Epstein and Kyoungwon Seo
Boston University - College of Arts and Sciences and Seoul National University
Downloads 12 (640,416)

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Savage/de Finetti classic model, Ellsberg Paradox

6.

Ambiguity and Asset Markets

Annual Review of Financial Economics, Vol. 2, pp. 315-346, 2010
Posted: 12 Nov 2010
Larry G. Epstein and Martin Schneider
Boston University - College of Arts and Sciences and Stanford University

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