Search Results - "Epstein, Larry G."

Approximate optimality and the risk/reward tradeoff given repeated gambles.

Authors: Chen, Zengjing Epstein, Larry G. Zhang, Guodong

Source: Economic Theory. Jun2025, Vol. 79 Issue 4, p1351-1381. 31p.

Optimal Learning Under Robustness and Time-Consistency.

Authors: Epstein, Larry G. Ji, Shaolin

Source: Operations Research. May/Jun2022, Vol. 70 Issue 3, p1317-1329. 13p.

Hard-to-Interpret Signals.

Authors: Epstein, Larry G Halevy, Yoram

Source: Journal of the European Economic Association. Feb2024, Vol. 22 Issue 1, p393-427. 35p.

A central limit theorem for sets of probability measures.

Authors: Chen, Zengjing Epstein, Larry G.

Source: Stochastic Processes & Their Applications. Oct2022, Vol. 152, p424-451. 28p.

Subjects: Central limit theorem, Probability measures, Stochastic differential equations, Random variables, Random walks

Ambiguous Correlation.

Authors: Epstein, Larry G Halevy, Yoram

Source: Review of Economic Studies. Mar2019, Vol. 86 Issue 2, p668-693. 26p. 1 Diagram, 9 Charts.

The Law of Large Numbers and the Attractiveness of Compound Gambles.

Authors: Chew, S. H. Epstein, Larry G.

Source: Journal of Risk & Uncertainty. Mar1988, Vol. 1 Issue 1, p125-132. 8p.

Living with Risk.

Authors: EPSTEIN, LARRY G.¹

Source: Review of Economic Studies. Oct2008, Vol. 75 Issue 4, p1121-1141. 21p.

Learning Under Ambiguity.

Authors: EPSTEIN, LARRY G. SCHNEIDER, MARTIN

Source: Review of Economic Studies. Oct2007, Vol. 74 Issue 4, p1275-1303. 29p. 1 Diagram, 3 Graphs.

An Axiomatic Model of Non-Bayesian Updating.

Authors: EPSTEIN, LARRY G.¹

Source: Review of Economic Studies. Apr2006, Vol. 73 Issue 2, p413-436. 24p.

Ambiguous Volatility and Asset Pricing in Continuous Time.

Authors: Epstein, Larry G. Ji, Shaolin

Source: Review of Financial Studies. Jul2013, Vol. 26 Issue 7, p1740-1786. 47p.

Sharing Ambiguity.

Authors: Epstein, Larry G.¹ lepn@troi.cc.rochester.edu

Source: American Economic Review. May2001, Vol. 91 Issue 2, p45-50. 6p.

Ambiguity, Information Quality, and Asset Pricing.

Authors: EPSTEIN, LARRY G. SCHNEIDER, MARTIN

Source: Journal of Finance (Wiley-Blackwell). Feb2008, Vol. 63 Issue 1, p197-228. 32p. 1 Diagram, 1 Graph.

A Definition of Uncertainty Aversion.

Authors: Epstein, Larry G.¹

Source: Review of Economic Studies. Jul99, Vol. 66 Issue 3, p579-608. 30p.

Increasing generalized correlation: a definition and some economic consequences.

Authors: Epstein, Larry G. Tanny, Stephen M.

Source: Canadian Journal of Economics. Feb80, Vol. 13 Issue 1, p16. 19p.

Least convex capacities.

Authors: Epstein, Larry G. Zhang, Jiankang

Source: Economic Theory. 1999, Vol. 13 Issue 2, p263-286. 24p.

The projective independence axiom.

Authors: Soo Hong Chew Epstein, Larry G. Segal, Uzi

Source: Economic Theory. 1994, Vol. 4 Issue 2, p189. 27p. 7 Diagrams.

Capital Asset Prices and the Temporal Resolution of Uncertainty.

Authors: EPSTEIN, LARRY G. TURNBULL, STUART M.

Source: Journal of Finance (Wiley-Blackwell). Jun80, Vol. 35 Issue 3, p627-643. 17p.

Aggregating Quasi-fixed Factors.

Authors: Epstein, Larry G.

Source: Scandinavian Journal of Economics. 1983, Vol. 85 Issue 2, p191. 15p.

Quadratic social welfare functions.

Authors: Epstein, Larry G. Segal, Uzi

Source: Journal of Political Economy. Aug92, Vol. 100 Issue 4, p691. 22p. 2 Diagrams.

Substitution, risk aversion, and the temporal behavior of consumption and asset returns...

Authors: Epstein, Larry G. Zin, Stanley E.

Source: Journal of Political Economy. Apr91, Vol. 99 Issue 2, p263. 24p. 5 Charts.