Details about Larry Epstein
Access statistics for papers by Larry Epstein.
Last updated 2024-07-04. Update your information in the RePEc Author Service.
Short-id: pep2
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Working Papers
2024
- Identifying Heterogeneous Decision Rules From Choices When Menus Are Unobserved
Papers, arXiv.org
2023
- Approximate optimality and the risk/reward tradeoff in a class of bandit problems
Papers, arXiv.org
2022
- A Central Limit Theorem, Loss Aversion and Multi-Armed Bandits
Papers, arXiv.org View citations (1)
See also Journal Article A central limit theorem, loss aversion and multi-armed bandits, Journal of Economic Theory, Elsevier (2023) View citations (2) (2023)
2019
- Hard-to-Interpret Signals
Working Papers, University of Toronto, Department of Economics View citations (4)
See also Journal Article Hard-to-Interpret Signals, Journal of the European Economic Association, European Economic Association (2024) View citations (1) (2024)
- Optimal Learning under Robustness and Time-Consistency
Papers, arXiv.org View citations (5)
See also Journal Article Optimal Learning Under Robustness and Time-Consistency, Operations Research, INFORMS (2022) (2022)
2018
- Ambiguous Correlation
Microeconomics.ca working papers, Vancouver School of Economics View citations (5)
Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2017) View citations (4)
See also Journal Article Ambiguous Correlation, The Review of Economic Studies, Review of Economic Studies Ltd (2019) View citations (24) (2019)
2017
- No Two Experiments are Identical
Microeconomics.ca working papers, Vancouver School of Economics View citations (6)
- Optimal Learning and Ellsberg’s Urns
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (1)
2015
- Robust Confidence Regions for Incomplete Models
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics 
Also in CeMMAP working papers, Institute for Fiscal Studies (2015)  CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)  CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) View citations (2) CeMMAP working papers, Institute for Fiscal Studies (2015) 
See also Journal Article Robust Confidence Regions for Incomplete Models, Econometrica, Econometric Society (2016) View citations (13) (2016)
2014
- How Much Would You Pay to Resolve Long-Run Risk?
Scholarly Articles, Harvard University Department of Economics View citations (113)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (1) Working Paper, Harvard University OpenScholar View citations (91) 2014 Meeting Papers, Society for Economic Dynamics (2014) View citations (115) Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2013) View citations (1) Working Paper, Harvard University OpenScholar (2013) View citations (1) Working Paper, Harvard University OpenScholar View citations (90)
See also Journal Article How Much Would You Pay to Resolve Long-Run Risk?, American Economic Review, American Economic Association (2014) View citations (114) (2014)
2013
- Ambiguous Volatility, Possibility and Utility in Continuous Time
Papers, arXiv.org View citations (6)
See also Journal Article Ambiguous volatility, possibility and utility in continuous time, Journal of Mathematical Economics, Elsevier (2014) View citations (35) (2014)
- Ambiguous volatility and asset pricing in continuous time
Papers, arXiv.org View citations (88)
Also in CIRANO Working Papers, CIRANO (2012) View citations (2)
See also Journal Article Ambiguous Volatility and Asset Pricing in Continuous Time, The Review of Financial Studies, Society for Financial Studies (2013) View citations (89) (2013)
- De Finetti Meets Ellsberg
CIRANO Working Papers, CIRANO 
See also Journal Article De Finetti meets Ellsberg, Research in Economics, Elsevier (2014) (2014)
2010
- Ambiguity and Asset Markets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (187)
See also Journal Article Ambiguity and Asset Markets, Annual Review of Financial Economics, Annual Reviews (2010) View citations (187) (2010)
- First order risk aversion and the equity premium puzzle
Levine's Working Paper Archive, David K. Levine View citations (5)
See also Journal Article 'First-order' risk aversion and the equity premium puzzle, Journal of Monetary Economics, Elsevier (1990) View citations (114) (1990)
2008
- SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (1)
See also Journal Article Symmetry of evidence without evidence of symmetry, Theoretical Economics, Econometric Society (2010) View citations (28) (2010)
- Supplementary Appendix for ‘Non-Bayesian Updating: A Theoretical Framework’
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (6)
2007
- An axiomatic model of 'cold feet'
RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (9)
- Coarse Contingencies
Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (1)
Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2005) View citations (2)
- Living with risk
RCER Working Papers, University of Rochester - Center for Economic Research (RCER) 
See also Journal Article Living with Risk, The Review of Economic Studies, Review of Economic Studies Ltd (2008) View citations (35) (2008)
2006
- Cognitive Dissonance and Choice
RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (7)
- Learning Under Ambiguity
RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (23)
Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2005) View citations (6)
See also Journal Article Learning Under Ambiguity, The Review of Economic Studies, Review of Economic Studies Ltd (2007) View citations (215) (2007)
- Mutual Absolute Continuity of Multiple Priors
Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (1)
See also Journal Article Mutual absolute continuity of multiple priors, Journal of Economic Theory, Elsevier (2007) View citations (19) (2007)
2005
- Ambiguity, Information Quality and Asset Pricing
RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (25)
Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2004) View citations (2)
See also Journal Article Ambiguity, Information Quality, and Asset Pricing, Journal of Finance, American Finance Association (2008) View citations (287) (2008)
- An Axiomatic Model of Non-Bayesian Updating
RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (3)
Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2005) View citations (4)
See also Journal Article An Axiomatic Model of Non-Bayesian Updating, The Review of Economic Studies, Review of Economic Studies Ltd (2006) View citations (59) (2006)
- NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK
Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (2)
Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2003) View citations (1) RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2005) View citations (4) Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2005) View citations (1)
See also Journal Article Non-Bayesian updating: A theoretical framework, Theoretical Economics, Econometric Society (2008) View citations (35) (2008)
2002
- IID: Independently and Indistinguishably Distributed
RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (3)
See also Journal Article IID: independently and indistinguishably distributed, Journal of Economic Theory, Elsevier (2003) View citations (24) (2003)
2001
- A Two-Person Dynamic Equilibrium under Ambiguity
RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (18)
See also Journal Article A two-person dynamic equilibrium under ambiguity, Journal of Economic Dynamics and Control, Elsevier (2003) View citations (131) (2003)
- Recursive Multiple-Priors
RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (40)
See also Journal Article Recursive multiple-priors, Journal of Economic Theory, Elsevier (2003) View citations (415) (2003)
2000
- Ambiguity, risk and asset returns in continuous time
RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (9)
See also Journal Article Ambiguity, Risk, and Asset Returns in Continuous Time, Econometrica, Econometric Society (2002) View citations (394) (2002)
- The Core of Large TU Games
RCER Working Papers, University of Rochester - Center for Economic Research (RCER)
1999
- Are Probabilities Used in Markets?
RCER Working Papers, University of Rochester - Center for Economic Research (RCER) 
See also Journal Article Are Probabilities Used in Markets ?, Journal of Economic Theory, Elsevier (2000) View citations (15) (2000)
- Subjective Probabilities on Subjectively Unambiguous Events
Carleton Economic Papers, Carleton University, Department of Economics View citations (11)
See also Journal Article Subjective Probabilities on Subjectively Unambiguous Events, Econometrica, Econometric Society (2001) View citations (120) (2001)
1998
- Subjective Probabilities on Subjectivity Unambiguous Event
RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (33)
1997
- UNCERTAINTY AVERSION
Working Papers, University of Toronto, Department of Economics View citations (3)
1996
- A REVELATION PRINCIPLE FOR COMPETING MECHANISMS
Working Papers, University of Toronto, Department of Economics View citations (9)
See also Journal Article A Revelation Principle for Competing Mechanisms, Journal of Economic Theory, Elsevier (1999) View citations (133) (1999)
1993
- A Revealed Preference Analysis of Asset Pricing Under Recursive Utility
NBER Working Papers, National Bureau of Economic Research, Inc 
See also Journal Article A Revealed Preference Analysis of Asset Pricing Under Recursive Utility, The Review of Economic Studies, Review of Economic Studies Ltd (1995) View citations (8) (1995)
1991
- The Independence Axiom and Asset Returns
NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations (14)
See also Journal Article The independence axiom and asset returns, Journal of Empirical Finance, Elsevier (2001) View citations (33) (2001)
1987
- Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework
Working Paper, Economics Department, Queen's University View citations (15)
See also Chapter Substitution, risk aversion and the temporal behavior of consumption and asset returns: A theoretical framework, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2013) View citations (10) (2013) Journal Article Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework, Econometrica, Econometric Society (1989) View citations (2438) (1989)
- Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns II: An Empirical Analysis
Working Paper, Economics Department, Queen's University View citations (11)
1986
- A Correspondence Theorem Between Expected Utility and Smooth Utility
Foerder Institute for Economic Research Working Papers, Tel-Aviv University > Foerder Institute for Economic Research 
See also Journal Article A correspondence theorem between expected utility and smooth utility, Journal of Economic Theory, Elsevier (1988) View citations (6) (1988)
Journal Articles
2024
- Hard-to-Interpret Signals
Journal of the European Economic Association, 2024, 22, (1), 393-427 View citations (1)
See also Working Paper Hard-to-Interpret Signals, Working Papers (2019) View citations (4) (2019)
2023
- A central limit theorem, loss aversion and multi-armed bandits
Journal of Economic Theory, 2023, 209, (C) View citations (2)
See also Working Paper A Central Limit Theorem, Loss Aversion and Multi-Armed Bandits, Papers (2022) View citations (1) (2022)
2022
- A central limit theorem for sets of probability measures
Stochastic Processes and their Applications, 2022, 152, (C), 424-451 View citations (7)
- Optimal Learning Under Robustness and Time-Consistency
Operations Research, 2022, 70, (3), 1317-1329 
See also Working Paper Optimal Learning under Robustness and Time-Consistency, Papers (2019) View citations (5) (2019)
2019
- Ambiguous Correlation
The Review of Economic Studies, 2019, 86, (2), 668-693 View citations (24)
See also Working Paper Ambiguous Correlation, Microeconomics.ca working papers (2018) View citations (5) (2018)
2016
- Robust Confidence Regions for Incomplete Models
Econometrica, 2016, 84, 1799-1838 View citations (13)
See also Working Paper Robust Confidence Regions for Incomplete Models, Boston University - Department of Economics - Working Papers Series (2015) (2015)
2015
- Exchangeable capacities, parameters and incomplete theories
Journal of Economic Theory, 2015, 157, (C), 879-917 View citations (15)
2014
- Ambiguous volatility, possibility and utility in continuous time
Journal of Mathematical Economics, 2014, 50, (C), 269-282 View citations (35)
See also Working Paper Ambiguous Volatility, Possibility and Utility in Continuous Time, Papers (2013) View citations (6) (2013)
- De Finetti meets Ellsberg
Research in Economics, 2014, 68, (1), 11-26 
See also Working Paper De Finetti Meets Ellsberg, CIRANO Working Papers (2013) (2013)
- How Much Would You Pay to Resolve Long-Run Risk?
American Economic Review, 2014, 104, (9), 2680-97 View citations (114)
See also Working Paper How Much Would You Pay to Resolve Long-Run Risk?, Scholarly Articles (2014) View citations (113) (2014)
2013
- Ambiguous Volatility and Asset Pricing in Continuous Time
The Review of Financial Studies, 2013, 26, (7), 1740-1786 View citations (89)
See also Working Paper Ambiguous volatility and asset pricing in continuous time, Papers (2013) View citations (88) (2013)
2011
- Symmetry or Dynamic Consistency?
The B.E. Journal of Theoretical Economics, 2011, 11, (1), 14 View citations (9)
2010
- A Paradox for the “Smooth Ambiguity” Model of Preference
Econometrica, 2010, 78, (6), 2085-2099 View citations (29)
- Ambiguity and Asset Markets
Annual Review of Financial Economics, 2010, 2, (1), 315-346 View citations (187)
See also Working Paper Ambiguity and Asset Markets, NBER Working Papers (2010) View citations (187) (2010)
- Non-Bayesian Learning
The B.E. Journal of Theoretical Economics, 2010, 10, (1), 20 View citations (39)
- Symmetry of evidence without evidence of symmetry
Theoretical Economics, 2010, 5, (3) View citations (28)
See also Working Paper SYMMETRY OF EVIDENCE WITHOUT EVIDENCE OF SYMMETRY, Boston University - Department of Economics - Working Papers Series (2008) View citations (1) (2008)
2009
- Subjective states: A more robust model
Games and Economic Behavior, 2009, 67, (2), 408-427 View citations (9)
2008
- Ambiguity, Information Quality, and Asset Pricing
Journal of Finance, 2008, 63, (1), 197-228 View citations (287)
See also Working Paper Ambiguity, Information Quality and Asset Pricing, RCER Working Papers (2005) View citations (25) (2005)
- Living with Risk
The Review of Economic Studies, 2008, 75, (4), 1121-1141 View citations (35)
See also Working Paper Living with risk, RCER Working Papers (2007) (2007)
- Non-Bayesian updating: A theoretical framework
Theoretical Economics, 2008, 3, (2) View citations (35)
See also Working Paper NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK, Boston University - Department of Economics - Working Papers Series (2005) View citations (2) (2005)
2007
- Coarse contingencies and ambiguity
Theoretical Economics, 2007, 2, (4) View citations (55)
- Cold feet
Theoretical Economics, 2007, 2, (3) View citations (8)
- Learning Under Ambiguity
The Review of Economic Studies, 2007, 74, (4), 1275-1303 View citations (215)
See also Working Paper Learning Under Ambiguity, RCER Working Papers (2006) View citations (23) (2006)
- Mutual absolute continuity of multiple priors
Journal of Economic Theory, 2007, 137, (1), 716-720 View citations (19)
See also Working Paper Mutual Absolute Continuity of Multiple Priors, Carlo Alberto Notebooks (2006) View citations (1) (2006)
2006
- An Axiomatic Model of Non-Bayesian Updating
The Review of Economic Studies, 2006, 73, (2), 413-436 View citations (59)
See also Working Paper An Axiomatic Model of Non-Bayesian Updating, RCER Working Papers (2005) View citations (3) (2005)
2003
- A two-person dynamic equilibrium under ambiguity
Journal of Economic Dynamics and Control, 2003, 27, (7), 1253-1288 View citations (131)
See also Working Paper A Two-Person Dynamic Equilibrium under Ambiguity, RCER Working Papers (2001) View citations (18) (2001)
- IID: independently and indistinguishably distributed
Journal of Economic Theory, 2003, 113, (1), 32-50 View citations (24)
See also Working Paper IID: Independently and Indistinguishably Distributed, RCER Working Papers (2002) View citations (3) (2002)
- Recursive multiple-priors
Journal of Economic Theory, 2003, 113, (1), 1-31 View citations (415)
See also Working Paper Recursive Multiple-Priors, RCER Working Papers (2001) View citations (40) (2001)
2002
- Ambiguity, Risk, and Asset Returns in Continuous Time
Econometrica, 2002, 70, (4), 1403-1443 View citations (394)
See also Working Paper Ambiguity, risk and asset returns in continuous time, RCER Working Papers (2000) View citations (9) (2000)
2001
- Sharing Ambiguity
American Economic Review, 2001, 91, (2), 45-50 View citations (24)
- Subjective Probabilities on Subjectively Unambiguous Events
Econometrica, 2001, 69, (2), 265-306 View citations (120)
See also Working Paper Subjective Probabilities on Subjectively Unambiguous Events, Carleton Economic Papers (1999) View citations (11) (1999)
- The Core of Large Differentiable TU Games
Journal of Economic Theory, 2001, 100, (2), 235-273 View citations (11)
- The independence axiom and asset returns
Journal of Empirical Finance, 2001, 8, (5), 537-572 View citations (33)
See also Working Paper The Independence Axiom and Asset Returns, NBER Technical Working Papers (1991) View citations (14) (1991)
2000
- Are Probabilities Used in Markets ?
Journal of Economic Theory, 2000, 91, (1), 86-90 View citations (15)
See also Working Paper Are Probabilities Used in Markets?, RCER Working Papers (1999) (1999)
1999
- A Definition of Uncertainty Aversion
The Review of Economic Studies, 1999, 66, (3), 579-608 View citations (243)
- A Revelation Principle for Competing Mechanisms
Journal of Economic Theory, 1999, 88, (1), 119-160 View citations (133)
See also Working Paper A REVELATION PRINCIPLE FOR COMPETING MECHANISMS, Working Papers (1996) View citations (9) (1996)
- Least convex capacities
Economic Theory, 1999, 13, (2), 263-286 View citations (5)
1997
- Preference, Rationalizability and Equilibrium
Journal of Economic Theory, 1997, 73, (1), 1-29 View citations (55)
1996
- "Beliefs about Beliefs" without Probabilities
Econometrica, 1996, 64, (6), 1343-73 View citations (62)
1995
- A Revealed Preference Analysis of Asset Pricing Under Recursive Utility
The Review of Economic Studies, 1995, 62, (4), 597-618 View citations (8)
See also Working Paper A Revealed Preference Analysis of Asset Pricing Under Recursive Utility, NBER Working Papers (1993) (1993)
- Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes
Journal of Economic Theory, 1995, 67, (1), 40-82 View citations (50)
1994
- Intertemporal Asset Pricing Under Knightian Uncertainty
Econometrica, 1994, 62, (2), 283-322 View citations (443)
- The Projective Independence Axiom
Economic Theory, 1994, 4, (2), 189-215 View citations (8)
1993
- A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment
Journal of Economic Theory, 1993, 59, (1), 183-188 View citations (15)
- Dynamically Consistent Beliefs Must Be Bayesian
Journal of Economic Theory, 1993, 61, (1), 1-22 View citations (125)
- Habits and Time Preference
International Economic Review, 1993, 34, (1), 61-84 View citations (55)
1992
- Asset Pricing with Stochastic Differential Utility
The Review of Financial Studies, 1992, 5, (3), 411-36 View citations (375)
- Quadratic Social Welfare Functions
Journal of Political Economy, 1992, 100, (4), 691-712 View citations (98)
- Stochastic Differential Utility
Econometrica, 1992, 60, (2), 353-94 View citations (409)
1991
- Mixture Symmetry and Quadratic Utility
Econometrica, 1991, 59, (1), 139-63 View citations (82)
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis
Journal of Political Economy, 1991, 99, (2), 263-86 View citations (954)
1990
- 'First-order' risk aversion and the equity premium puzzle
Journal of Monetary Economics, 1990, 26, (3), 387-407 View citations (114)
See also Working Paper First order risk aversion and the equity premium puzzle, Levine's Working Paper Archive (2010) View citations (5) (2010)
- Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour
Journal of Economic Theory, 1990, 50, (1), 54-81 View citations (43)
1989
- A unifying approach to axiomatic non-expected utility theories
Journal of Economic Theory, 1989, 49, (2), 207-240 View citations (48)
- Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
Econometrica, 1989, 57, (4), 937-69 View citations (2438)
See also Chapter Substitution, risk aversion and the temporal behavior of consumption and asset returns: A theoretical framework, World Scientific Book Chapters, 2013, 207-239 (2013) View citations (10) (2013) Working Paper Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework, Working Paper (1987) View citations (15) (1987)
- The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty
International Economic Review, 1989, 30, (1), 103-17 View citations (40)
1988
- A correspondence theorem between expected utility and smooth utility
Journal of Economic Theory, 1988, 46, (1), 186-193 View citations (6)
See also Working Paper A Correspondence Theorem Between Expected Utility and Smooth Utility, Foerder Institute for Economic Research Working Papers (1986) (1986)
- Risk aversion and asset prices
Journal of Monetary Economics, 1988, 22, (2), 179-192 View citations (44)
- The Law of Large Numbers and the Attractiveness of Compound Gambles
Journal of Risk and Uncertainty, 1988, 1, (1), 125-32
1987
- A simple dynamic general equilibrium model
Journal of Economic Theory, 1987, 41, (1), 68-95 View citations (160)
- The Global Stability of Efficient Intertemporal Allocations
Econometrica, 1987, 55, (2), 329-55 View citations (60)
- The Unimportance of the Intransitivity of Separable Preferences
International Economic Review, 1987, 28, (2), 315-22 View citations (5)
1986
- Implicitly additive utility and the nature of optimal economic growth
Journal of Mathematical Economics, 1986, 15, (2), 111-128 View citations (7)
- Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism
Journal of Economic Theory, 1986, 38, (2), 280-297 View citations (9)
1985
- Decreasing Risk Aversion and Mean-Variance Analysis
Econometrica, 1985, 53, (4), 945-61 View citations (24)
- Non-parametric hypothesis testing procedures and applications to demand analysis
Journal of Econometrics, 1985, 30, (1-2), 149-169 View citations (26)
- The empirical determination of technology and expectations: A simplified procedure
Journal of Econometrics, 1985, 27, (2), 235-258 View citations (28)
1983
- Decreasing absolute risk aversion and utility indices derived from cake-eating problems
Journal of Economic Theory, 1983, 29, (2), 245-264 View citations (5)
- Intertemporal price indices for the firm
Journal of Economic Dynamics and Control, 1983, 6, (1), 109-126
- Stationary cardinal utility and optimal growth under uncertainty
Journal of Economic Theory, 1983, 31, (1), 133-152 View citations (110)
- The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing
Econometrica, 1983, 51, (3), 647-74 View citations (86)
- The Rate of Time Preference and Dynamic Economic Analysis
Journal of Political Economy, 1983, 91, (4), 611-35 View citations (151)
1982
- Comparative dynamics in the adjustment-cost model of the firm
Journal of Economic Theory, 1982, 27, (1), 77-100 View citations (5)
- Integrability of Incomplete Systems of Demand Functions
The Review of Economic Studies, 1982, 49, (3), 411-425 View citations (27)
1981
- Duality Theory and Functional Forms for Dynamic Factor Demands
The Review of Economic Studies, 1981, 48, (1), 81-95 View citations (111)
- Generalized Duality and Integrability
Econometrica, 1981, 49, (3), 655-78 View citations (11)
1980
- Capital Asset Prices and the Temporal Resolution of Uncertainty
Journal of Finance, 1980, 35, (3), 627-43 View citations (12)
- Decision Making and the Temporal Resolution of Uncertainty
International Economic Review, 1980, 21, (2), 269-83 View citations (103)
- Endogenous capital utilization in a short-run production model: Theory and an empiral application
Journal of Econometrics, 1980, 12, (2), 189-207 View citations (60)
- Increasing Generalized Correlation: A Definition and Some Economic Consequences
Canadian Journal of Economics, 1980, 13, (1), 16-34 View citations (157)
- Multivariate Risk Independence and Functional Forms for Preferences and Technologies
Econometrica, 1980, 48, (4), 973-85 View citations (2)
- On the recoverability of intertemporal preferences
Economics Letters, 1980, 5, (1), 11-14
1978
- Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty
The Review of Economic Studies, 1978, 45, (2), 251-261 View citations (17)
- The Le Chatelier Principle in optimal control problems
Journal of Economic Theory, 1978, 19, (1), 103-122 View citations (7)
1975
- A Disaggregate Analysis of Consumer Choice under Uncertainty
Econometrica, 1975, 43, (5-6), 877-92 View citations (16)
1974
- Some Economic Effects of Immigration: A General Equilibrium Analysis
Canadian Journal of Economics, 1974, 7, (2), 174-90 View citations (2)
Chapters
2013
- Substitution, risk aversion and the temporal behavior of consumption and asset returns: A theoretical framework
Chapter 12 in HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, 2013, pp 207-239 View citations (10)
See also Journal Article Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework, Econometric Society (1989) View citations (2438) (1989) Working Paper Substitution, Risk Aversion and the Temporal Behaviour of Consumption and Asset Returns I: A Theoretical Framework, Economics Department, Queen's University (1987) View citations (15) (1987)
1991
- Comment
Palgrave Macmillan
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