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

    • Email
    • Tel: 617-353-4142
SCHOLARLY PAPERS

6

DOWNLOADS

578

SSRN CITATIONS
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Top 7,096

in Total Papers Citations

88

CROSSREF CITATIONS

98

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 259 (151,294)
Citation 20

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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 134 (271,311)

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cold feet, pessimism, temptation, choice of belief

3.

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

Downloads 95 (344,821)
Citation 74

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 63 (442,143)

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

Number of pages: 24 Posted: 18 Oct 2013 Last Revised: 24 Nov 2021
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 32 (586,209)
Citation 26

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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 49 (489,497)
Citation 13

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NonBayesian, Learning

5.

De Finetti Meets Ellsberg

Downloads 41 (525,370)

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 28 (611,841)

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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 13 (728,143)

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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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