Details about Larry Epstein

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Postal address:	Department of Economics, McGill University, Montreal
Workplace:	Department of Economics, McGill University, (more information at EDIRC)

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

1. Identifying Heterogeneous Decision Rules From Choices When Menus Are Unobserved
   Papers, arXiv.org

2023

2. Approximate optimality and the risk/reward tradeoff in a class of bandit problems
   Papers, arXiv.org

2022

3. 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

4. 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)
5. 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

6. 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 (26) (2019)

2017

7. No Two Experiments are Identical
   Microeconomics.ca working papers, Vancouver School of Economics View citations (6)
8. Optimal Learning and Ellsberg’s Urns
   Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (1)

2015

9. Robust Confidence Regions for Incomplete Models
   Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics
   Also in CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015)
   CeMMAP working papers, 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

10. How Much Would You Pay to Resolve Long-Run Risk?
    Scholarly Articles, Harvard University Department of Economics View citations (113)
    Also in Working Paper, Harvard University OpenScholar View citations (90)
    NBER Working Papers, National Bureau of Economic Research, Inc (2013) View citations (1)
    2014 Meeting Papers, Society for Economic Dynamics (2014) View citations (115)
    Working Paper, Harvard University OpenScholar View citations (91)
    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)
    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

11. 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)
12. 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)
13. De Finetti Meets Ellsberg
    CIRANO Working Papers, CIRANO
    See also Journal Article De Finetti meets Ellsberg, Research in Economics, Elsevier (2014) (2014)

2010

14. Ambiguity and Asset Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (188)
    See also Journal Article Ambiguity and Asset Markets, Annual Review of Financial Economics, Annual Reviews (2010) View citations (188) (2010)
15. 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

16. 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)
17. 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

18. An axiomatic model of 'cold feet'
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (9)
19. 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)
20. 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

21. Cognitive Dissonance and Choice
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (7)
22. 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 (216) (2007)
23. 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

24. 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 (289) (2008)
25. An Axiomatic Model of Non-Bayesian Updating
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (4)
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2005) View citations (3)
    See also Journal Article An Axiomatic Model of Non-Bayesian Updating, The Review of Economic Studies, Review of Economic Studies Ltd (2006) View citations (60) (2006)
26. 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) (2005) View citations (4)
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2003) View citations (1)
    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

27. 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

28. 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)
29. 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 (417) (2003)

2000

30. 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 (395) (2002)
31. The Core of Large TU Games
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER)

1999

32. 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)
33. 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

34. Subjective Probabilities on Subjectivity Unambiguous Event
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) View citations (33)

1997

35. UNCERTAINTY AVERSION
    Working Papers, University of Toronto, Department of Economics View citations (3)

1996

36. 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

37. 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

38. 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 (34) (2001)

1987

39. 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 (2443) (1989)
40. 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

41. 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

1. 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

2. 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

3. A central limit theorem for sets of probability measures
   Stochastic Processes and their Applications, 2022, 152, (C), 424-451 View citations (7)
4. 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

5. Ambiguous Correlation
   The Review of Economic Studies, 2019, 86, (2), 668-693 View citations (26)
   See also Working Paper Ambiguous Correlation, Microeconomics.ca working papers (2018) View citations (5) (2018)

2016

6. 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

7. Exchangeable capacities, parameters and incomplete theories
   Journal of Economic Theory, 2015, 157, (C), 879-917 View citations (16)

2014

8. 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)
9. 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)
10. 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

11. 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

12. Symmetry or Dynamic Consistency?
    The B.E. Journal of Theoretical Economics, 2011, 11, (1), 14 View citations (9)

2010

13. A Paradox for the “Smooth Ambiguity” Model of Preference
    Econometrica, 2010, 78, (6), 2085-2099 View citations (29)
14. Ambiguity and Asset Markets
    Annual Review of Financial Economics, 2010, 2, (1), 315-346 View citations (188)
    See also Working Paper Ambiguity and Asset Markets, NBER Working Papers (2010) View citations (188) (2010)
15. Non-Bayesian Learning
    The B.E. Journal of Theoretical Economics, 2010, 10, (1), 20 View citations (39)
16. 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

17. Subjective states: A more robust model
    Games and Economic Behavior, 2009, 67, (2), 408-427 View citations (9)

2008

18. Ambiguity, Information Quality, and Asset Pricing
    Journal of Finance, 2008, 63, (1), 197-228 View citations (289)
    See also Working Paper Ambiguity, Information Quality and Asset Pricing, RCER Working Papers (2005) View citations (25) (2005)
19. 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)
20. 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

21. Coarse contingencies and ambiguity
    Theoretical Economics, 2007, 2, (4) View citations (56)
22. Cold feet
    Theoretical Economics, 2007, 2, (3) View citations (8)
23. Learning Under Ambiguity
    The Review of Economic Studies, 2007, 74, (4), 1275-1303 View citations (216)
    See also Working Paper Learning Under Ambiguity, RCER Working Papers (2006) View citations (23) (2006)
24. 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

25. An Axiomatic Model of Non-Bayesian Updating
    The Review of Economic Studies, 2006, 73, (2), 413-436 View citations (60)
    See also Working Paper An Axiomatic Model of Non-Bayesian Updating, RCER Working Papers (2005) View citations (4) (2005)

2003

26. 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)
27. 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)
28. Recursive multiple-priors
    Journal of Economic Theory, 2003, 113, (1), 1-31 View citations (417)
    See also Working Paper Recursive Multiple-Priors, RCER Working Papers (2001) View citations (40) (2001)

2002

29. Ambiguity, Risk, and Asset Returns in Continuous Time
    Econometrica, 2002, 70, (4), 1403-1443 View citations (395)
    See also Working Paper Ambiguity, risk and asset returns in continuous time, RCER Working Papers (2000) View citations (9) (2000)

2001

30. Sharing Ambiguity
    American Economic Review, 2001, 91, (2), 45-50 View citations (24)
31. 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)
32. The Core of Large Differentiable TU Games
    Journal of Economic Theory, 2001, 100, (2), 235-273 View citations (11)
33. The independence axiom and asset returns
    Journal of Empirical Finance, 2001, 8, (5), 537-572 View citations (34)
    See also Working Paper The Independence Axiom and Asset Returns, NBER Technical Working Papers (1991) View citations (14) (1991)

2000

34. 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

35. A Definition of Uncertainty Aversion
    The Review of Economic Studies, 1999, 66, (3), 579-608 View citations (244)
36. 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)
37. Least convex capacities
    Economic Theory, 1999, 13, (2), 263-286 View citations (5)

1997

38. Preference, Rationalizability and Equilibrium
    Journal of Economic Theory, 1997, 73, (1), 1-29 View citations (55)

1996

39. "Beliefs about Beliefs" without Probabilities
    Econometrica, 1996, 64, (6), 1343-73 View citations (62)

1995

40. 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)
41. Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes
    Journal of Economic Theory, 1995, 67, (1), 40-82 View citations (51)

1994

42. Intertemporal Asset Pricing Under Knightian Uncertainty
    Econometrica, 1994, 62, (2), 283-322 View citations (444)
43. The Projective Independence Axiom
    Economic Theory, 1994, 4, (2), 189-215 View citations (8)

1993

44. A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment
    Journal of Economic Theory, 1993, 59, (1), 183-188 View citations (15)
45. Dynamically Consistent Beliefs Must Be Bayesian
    Journal of Economic Theory, 1993, 61, (1), 1-22 View citations (125)
46. Habits and Time Preference
    International Economic Review, 1993, 34, (1), 61-84 View citations (55)

1992

47. Asset Pricing with Stochastic Differential Utility
    The Review of Financial Studies, 1992, 5, (3), 411-36 View citations (375)
48. Quadratic Social Welfare Functions
    Journal of Political Economy, 1992, 100, (4), 691-712 View citations (98)
49. Stochastic Differential Utility
    Econometrica, 1992, 60, (2), 353-94 View citations (409)

1991

50. Mixture Symmetry and Quadratic Utility
    Econometrica, 1991, 59, (1), 139-63 View citations (82)
51. 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 (955)

1990

52. '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)
53. 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

54. A unifying approach to axiomatic non-expected utility theories
    Journal of Economic Theory, 1989, 49, (2), 207-240 View citations (48)
55. Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
    Econometrica, 1989, 57, (4), 937-69 View citations (2443)
    See also 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)
    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)
56. 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

57. 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)
58. Risk aversion and asset prices
    Journal of Monetary Economics, 1988, 22, (2), 179-192 View citations (44)
59. The Law of Large Numbers and the Attractiveness of Compound Gambles
    Journal of Risk and Uncertainty, 1988, 1, (1), 125-32

1987

60. A simple dynamic general equilibrium model
    Journal of Economic Theory, 1987, 41, (1), 68-95 View citations (161)
61. The Global Stability of Efficient Intertemporal Allocations
    Econometrica, 1987, 55, (2), 329-55 View citations (60)
62. The Unimportance of the Intransitivity of Separable Preferences
    International Economic Review, 1987, 28, (2), 315-22 View citations (5)

1986

63. Implicitly additive utility and the nature of optimal economic growth
    Journal of Mathematical Economics, 1986, 15, (2), 111-128 View citations (8)
64. Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism
    Journal of Economic Theory, 1986, 38, (2), 280-297 View citations (9)

1985

65. Decreasing Risk Aversion and Mean-Variance Analysis
    Econometrica, 1985, 53, (4), 945-61 View citations (24)
66. Non-parametric hypothesis testing procedures and applications to demand analysis
    Journal of Econometrics, 1985, 30, (1-2), 149-169 View citations (26)
67. The empirical determination of technology and expectations: A simplified procedure
    Journal of Econometrics, 1985, 27, (2), 235-258 View citations (28)

1983

68. Decreasing absolute risk aversion and utility indices derived from cake-eating problems
    Journal of Economic Theory, 1983, 29, (2), 245-264 View citations (5)
69. Intertemporal price indices for the firm
    Journal of Economic Dynamics and Control, 1983, 6, (1), 109-126
70. Stationary cardinal utility and optimal growth under uncertainty
    Journal of Economic Theory, 1983, 31, (1), 133-152 View citations (112)
71. The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing
    Econometrica, 1983, 51, (3), 647-74 View citations (87)
72. The Rate of Time Preference and Dynamic Economic Analysis
    Journal of Political Economy, 1983, 91, (4), 611-35 View citations (151)

1982

73. Comparative dynamics in the adjustment-cost model of the firm
    Journal of Economic Theory, 1982, 27, (1), 77-100 View citations (5)
74. Integrability of Incomplete Systems of Demand Functions
    The Review of Economic Studies, 1982, 49, (3), 411-425 View citations (27)

1981

75. Duality Theory and Functional Forms for Dynamic Factor Demands
    The Review of Economic Studies, 1981, 48, (1), 81-95 View citations (111)
76. Generalized Duality and Integrability
    Econometrica, 1981, 49, (3), 655-78 View citations (11)

1980

77. Capital Asset Prices and the Temporal Resolution of Uncertainty
    Journal of Finance, 1980, 35, (3), 627-43 View citations (12)
78. Decision Making and the Temporal Resolution of Uncertainty
    International Economic Review, 1980, 21, (2), 269-83 View citations (103)
79. 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)
80. Increasing Generalized Correlation: A Definition and Some Economic Consequences
    Canadian Journal of Economics, 1980, 13, (1), 16-34 View citations (157)
81. Multivariate Risk Independence and Functional Forms for Preferences and Technologies
    Econometrica, 1980, 48, (4), 973-85 View citations (2)
82. On the recoverability of intertemporal preferences
    Economics Letters, 1980, 5, (1), 11-14

1978

83. Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty
    The Review of Economic Studies, 1978, 45, (2), 251-261 View citations (18)
84. The Le Chatelier Principle in optimal control problems
    Journal of Economic Theory, 1978, 19, (1), 103-122 View citations (7)

1975

85. A Disaggregate Analysis of Consumer Choice under Uncertainty
    Econometrica, 1975, 43, (5-6), 877-92 View citations (16)

1974

86. Some Economic Effects of Immigration: A General Equilibrium Analysis
    Canadian Journal of Economics, 1974, 7, (2), 174-90 View citations (2)

Chapters

2013

1. 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 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)
   Journal Article Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework, Econometric Society (1989) View citations (2443) (1989)

1991

2. Comment
   Palgrave Macmillan