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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 2024-05-06. Update your information in the RePEc Author Service.

Short-id: pep2


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Working Papers

2023

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

2022

  1. A Central Limit Theorem, Loss Aversion and Multi-Armed Bandits
    Papers, arXiv.org Downloads View citations (1)
    See also Journal Article A central limit theorem, loss aversion and multi-armed bandits, Journal of Economic Theory, Elsevier (2023) Downloads (2023)

2019

  1. Hard-to-Interpret Signals
    Working Papers, University of Toronto, Department of Economics Downloads View citations (4)
    See also Journal Article Hard-to-Interpret Signals, Journal of the European Economic Association, European Economic Association (2024) Downloads (2024)
  2. Optimal Learning under Robustness and Time-Consistency
    Papers, arXiv.org Downloads View citations (5)
    See also Journal Article Optimal Learning Under Robustness and Time-Consistency, Operations Research, INFORMS (2022) Downloads (2022)

2018

  1. Ambiguous Correlation
    Microeconomics.ca working papers, Vancouver School of Economics Downloads View citations (5)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2017) Downloads View citations (4)

    See also Journal Article Ambiguous Correlation, The Review of Economic Studies, Review of Economic Studies Ltd (2019) Downloads View citations (23) (2019)

2017

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

2015

  1. Robust Confidence Regions for Incomplete Models
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics Downloads
    Also in CeMMAP working papers, Institute for Fiscal Studies (2015) Downloads
    CeMMAP working papers, Institute for Fiscal Studies (2015) Downloads
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2015) Downloads View citations (2)

    See also Journal Article Robust Confidence Regions for Incomplete Models, Econometrica, Econometric Society (2016) Downloads View citations (13) (2016)

2014

  1. How Much Would You Pay to Resolve Long-Run Risk?
    Scholarly Articles, Harvard University Department of Economics Downloads View citations (108)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2013) Downloads View citations (1)
    NBER Working Papers, National Bureau of Economic Research, Inc (2013) Downloads View citations (1)
    Working Paper, Harvard University OpenScholar Downloads View citations (91)
    2014 Meeting Papers, Society for Economic Dynamics (2014) View citations (107)
    Working Paper, Harvard University OpenScholar Downloads View citations (90)
    Working Paper, Harvard University OpenScholar (2013) Downloads View citations (1)

    See also Journal Article How Much Would You Pay to Resolve Long-Run Risk?, American Economic Review, American Economic Association (2014) Downloads View citations (106) (2014)

2013

  1. Ambiguous Volatility, Possibility and Utility in Continuous Time
    Papers, arXiv.org Downloads View citations (6)
    See also Journal Article Ambiguous volatility, possibility and utility in continuous time, Journal of Mathematical Economics, Elsevier (2014) Downloads View citations (34) (2014)
  2. Ambiguous volatility and asset pricing in continuous time
    Papers, arXiv.org Downloads View citations (83)
    Also in CIRANO Working Papers, CIRANO (2012) Downloads 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) Downloads View citations (83) (2013)
  3. De Finetti Meets Ellsberg
    CIRANO Working Papers, CIRANO Downloads
    See also Journal Article De Finetti meets Ellsberg, Research in Economics, Elsevier (2014) Downloads (2014)

2010

  1. Ambiguity and Asset Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (171)
    See also Journal Article Ambiguity and Asset Markets, Annual Review of Financial Economics, Annual Reviews (2010) Downloads View citations (171) (2010)
  2. First order risk aversion and the equity premium puzzle
    Levine's Working Paper Archive, David K. Levine Downloads View citations (5)
    See also Journal Article 'First-order' risk aversion and the equity premium puzzle, Journal of Monetary Economics, Elsevier (1990) Downloads View citations (112) (1990)

2008

  1. 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) Downloads View citations (28) (2010)
  2. Supplementary Appendix for ‘Non-Bayesian Updating: A Theoretical Framework’
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (6)

2007

  1. An axiomatic model of 'cold feet'
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads View citations (9)
  2. Coarse Contingencies
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (1)
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2005) Downloads View citations (2)
  3. Living with risk
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads
    See also Journal Article Living with Risk, The Review of Economic Studies, Review of Economic Studies Ltd (2008) Downloads View citations (35) (2008)

2006

  1. Cognitive Dissonance and Choice
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads View citations (7)
  2. Learning Under Ambiguity
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads View citations (23)
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2005) Downloads View citations (6)

    See also Journal Article Learning Under Ambiguity, The Review of Economic Studies, Review of Economic Studies Ltd (2007) Downloads View citations (205) (2007)
  3. Mutual Absolute Continuity of Multiple Priors
    Carlo Alberto Notebooks, Collegio Carlo Alberto Downloads View citations (1)
    See also Journal Article Mutual absolute continuity of multiple priors, Journal of Economic Theory, Elsevier (2007) Downloads View citations (19) (2007)

2005

  1. Ambiguity, Information Quality and Asset Pricing
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads View citations (25)
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2004) Downloads View citations (2)

    See also Journal Article Ambiguity, Information Quality, and Asset Pricing, Journal of Finance, American Finance Association (2008) Downloads View citations (266) (2008)
  2. An Axiomatic Model of Non-Bayesian Updating
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads View citations (4)
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2005) Downloads 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) Downloads View citations (55) (2006)
  3. NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (1)
    Also in RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2003) Downloads View citations (1)
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2005) View citations (2)
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) (2005) Downloads View citations (4)

    See also Journal Article Non-Bayesian updating: A theoretical framework, Theoretical Economics, Econometric Society (2008) Downloads View citations (34) (2008)

2002

  1. IID: Independently and Indistinguishably Distributed
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads View citations (3)
    See also Journal Article IID: independently and indistinguishably distributed, Journal of Economic Theory, Elsevier (2003) Downloads View citations (23) (2003)

2001

  1. A Two-Person Dynamic Equilibrium under Ambiguity
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads View citations (18)
    See also Journal Article A two-person dynamic equilibrium under ambiguity, Journal of Economic Dynamics and Control, Elsevier (2003) Downloads View citations (130) (2003)
  2. Recursive Multiple-Priors
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads View citations (40)
    See also Journal Article Recursive multiple-priors, Journal of Economic Theory, Elsevier (2003) Downloads View citations (414) (2003)

2000

  1. Ambiguity, risk and asset returns in continuous time
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads View citations (9)
    See also Journal Article Ambiguity, Risk, and Asset Returns in Continuous Time, Econometrica, Econometric Society (2002) View citations (384) (2002)
  2. The Core of Large TU Games
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads

1999

  1. Are Probabilities Used in Markets?
    RCER Working Papers, University of Rochester - Center for Economic Research (RCER) Downloads
    See also Journal Article Are Probabilities Used in Markets ?, Journal of Economic Theory, Elsevier (2000) Downloads View citations (15) (2000)
  2. Subjective Probabilities on Subjectively Unambiguous Events
    Carleton Economic Papers, Carleton University, Department of Economics Downloads View citations (11)
    See also Journal Article Subjective Probabilities on Subjectively Unambiguous Events, Econometrica, Econometric Society (2001) View citations (116) (2001)

1998

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

1997

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

1996

  1. A REVELATION PRINCIPLE FOR COMPETING MECHANISMS
    Working Papers, University of Toronto, Department of Economics Downloads View citations (9)
    See also Journal Article A Revelation Principle for Competing Mechanisms, Journal of Economic Theory, Elsevier (1999) Downloads View citations (131) (1999)

1993

  1. A Revealed Preference Analysis of Asset Pricing Under Recursive Utility
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    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) Downloads View citations (8) (1995)

1991

  1. The Independence Axiom and Asset Returns
    NBER Technical Working Papers, National Bureau of Economic Research, Inc Downloads View citations (14)
    See also Journal Article The independence axiom and asset returns, Journal of Empirical Finance, Elsevier (2001) Downloads View citations (29) (2001)

1987

  1. 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 Journal Article Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework, Econometrica, Econometric Society (1989) Downloads View citations (2368) (1989)
    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) Downloads View citations (9) (2013)
  2. 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

  1. A Correspondence Theorem Between Expected Utility and Smooth Utility
    Foerder Institute for Economic Research Working Papers, Tel-Aviv University > Foerder Institute for Economic Research Downloads
    See also Journal Article A correspondence theorem between expected utility and smooth utility, Journal of Economic Theory, Elsevier (1988) Downloads View citations (6) (1988)

Journal Articles

2024

  1. Hard-to-Interpret Signals
    Journal of the European Economic Association, 2024, 22, (1), 393-427 Downloads
    See also Working Paper Hard-to-Interpret Signals, Working Papers (2019) Downloads View citations (4) (2019)

2023

  1. A central limit theorem, loss aversion and multi-armed bandits
    Journal of Economic Theory, 2023, 209, (C) Downloads
    See also Working Paper A Central Limit Theorem, Loss Aversion and Multi-Armed Bandits, Papers (2022) Downloads View citations (1) (2022)

2022

  1. A central limit theorem for sets of probability measures
    Stochastic Processes and their Applications, 2022, 152, (C), 424-451 Downloads View citations (3)
  2. Optimal Learning Under Robustness and Time-Consistency
    Operations Research, 2022, 70, (3), 1317-1329 Downloads
    See also Working Paper Optimal Learning under Robustness and Time-Consistency, Papers (2019) Downloads View citations (5) (2019)

2019

  1. Ambiguous Correlation
    The Review of Economic Studies, 2019, 86, (2), 668-693 Downloads View citations (23)
    See also Working Paper Ambiguous Correlation, Microeconomics.ca working papers (2018) Downloads View citations (5) (2018)

2016

  1. Robust Confidence Regions for Incomplete Models
    Econometrica, 2016, 84, 1799-1838 Downloads View citations (13)
    See also Working Paper Robust Confidence Regions for Incomplete Models, Boston University - Department of Economics - Working Papers Series (2015) Downloads (2015)

2015

  1. Exchangeable capacities, parameters and incomplete theories
    Journal of Economic Theory, 2015, 157, (C), 879-917 Downloads View citations (14)

2014

  1. Ambiguous volatility, possibility and utility in continuous time
    Journal of Mathematical Economics, 2014, 50, (C), 269-282 Downloads View citations (34)
    See also Working Paper Ambiguous Volatility, Possibility and Utility in Continuous Time, Papers (2013) Downloads View citations (6) (2013)
  2. De Finetti meets Ellsberg
    Research in Economics, 2014, 68, (1), 11-26 Downloads
    See also Working Paper De Finetti Meets Ellsberg, CIRANO Working Papers (2013) Downloads (2013)
  3. How Much Would You Pay to Resolve Long-Run Risk?
    American Economic Review, 2014, 104, (9), 2680-97 Downloads View citations (106)
    See also Working Paper How Much Would You Pay to Resolve Long-Run Risk?, Scholarly Articles (2014) Downloads View citations (108) (2014)

2013

  1. Ambiguous Volatility and Asset Pricing in Continuous Time
    The Review of Financial Studies, 2013, 26, (7), 1740-1786 Downloads View citations (83)
    See also Working Paper Ambiguous volatility and asset pricing in continuous time, Papers (2013) Downloads View citations (83) (2013)

2011

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

2010

  1. A Paradox for the “Smooth Ambiguity” Model of Preference
    Econometrica, 2010, 78, (6), 2085-2099 View citations (29)
  2. Ambiguity and Asset Markets
    Annual Review of Financial Economics, 2010, 2, (1), 315-346 Downloads View citations (171)
    See also Working Paper Ambiguity and Asset Markets, NBER Working Papers (2010) Downloads View citations (171) (2010)
  3. Non-Bayesian Learning
    The B.E. Journal of Theoretical Economics, 2010, 10, (1), 1-20 Downloads View citations (37)
  4. Symmetry of evidence without evidence of symmetry
    Theoretical Economics, 2010, 5, (3) Downloads 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

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

2008

  1. Ambiguity, Information Quality, and Asset Pricing
    Journal of Finance, 2008, 63, (1), 197-228 Downloads View citations (266)
    See also Working Paper Ambiguity, Information Quality and Asset Pricing, RCER Working Papers (2005) Downloads View citations (25) (2005)
  2. Living with Risk
    The Review of Economic Studies, 2008, 75, (4), 1121-1141 Downloads View citations (35)
    See also Working Paper Living with risk, RCER Working Papers (2007) Downloads (2007)
  3. Non-Bayesian updating: A theoretical framework
    Theoretical Economics, 2008, 3, (2) Downloads View citations (34)
    See also Working Paper NON-BAYESIAN UPDATING: A THEORETICAL FRAMEWORK, Boston University - Department of Economics - Working Papers Series (2005) View citations (1) (2005)

2007

  1. Coarse contingencies and ambiguity
    Theoretical Economics, 2007, 2, (4) Downloads View citations (52)
  2. Cold feet
    Theoretical Economics, 2007, 2, (3) Downloads View citations (8)
  3. Learning Under Ambiguity
    The Review of Economic Studies, 2007, 74, (4), 1275-1303 Downloads View citations (205)
    See also Working Paper Learning Under Ambiguity, RCER Working Papers (2006) Downloads View citations (23) (2006)
  4. Mutual absolute continuity of multiple priors
    Journal of Economic Theory, 2007, 137, (1), 716-720 Downloads View citations (19)
    See also Working Paper Mutual Absolute Continuity of Multiple Priors, Carlo Alberto Notebooks (2006) Downloads View citations (1) (2006)

2006

  1. An Axiomatic Model of Non-Bayesian Updating
    The Review of Economic Studies, 2006, 73, (2), 413-436 Downloads View citations (55)
    See also Working Paper An Axiomatic Model of Non-Bayesian Updating, RCER Working Papers (2005) Downloads View citations (4) (2005)

2003

  1. A two-person dynamic equilibrium under ambiguity
    Journal of Economic Dynamics and Control, 2003, 27, (7), 1253-1288 Downloads View citations (130)
    See also Working Paper A Two-Person Dynamic Equilibrium under Ambiguity, RCER Working Papers (2001) Downloads View citations (18) (2001)
  2. IID: independently and indistinguishably distributed
    Journal of Economic Theory, 2003, 113, (1), 32-50 Downloads View citations (23)
    See also Working Paper IID: Independently and Indistinguishably Distributed, RCER Working Papers (2002) Downloads View citations (3) (2002)
  3. Recursive multiple-priors
    Journal of Economic Theory, 2003, 113, (1), 1-31 Downloads View citations (414)
    See also Working Paper Recursive Multiple-Priors, RCER Working Papers (2001) Downloads View citations (40) (2001)

2002

  1. Ambiguity, Risk, and Asset Returns in Continuous Time
    Econometrica, 2002, 70, (4), 1403-1443 View citations (384)
    See also Working Paper Ambiguity, risk and asset returns in continuous time, RCER Working Papers (2000) Downloads View citations (9) (2000)

2001

  1. Sharing Ambiguity
    American Economic Review, 2001, 91, (2), 45-50 Downloads View citations (24)
  2. Subjective Probabilities on Subjectively Unambiguous Events
    Econometrica, 2001, 69, (2), 265-306 View citations (116)
    See also Working Paper Subjective Probabilities on Subjectively Unambiguous Events, Carleton Economic Papers (1999) Downloads View citations (11) (1999)
  3. The Core of Large Differentiable TU Games
    Journal of Economic Theory, 2001, 100, (2), 235-273 Downloads View citations (11)
  4. The independence axiom and asset returns
    Journal of Empirical Finance, 2001, 8, (5), 537-572 Downloads View citations (29)
    See also Working Paper The Independence Axiom and Asset Returns, NBER Technical Working Papers (1991) Downloads View citations (14) (1991)

2000

  1. Are Probabilities Used in Markets ?
    Journal of Economic Theory, 2000, 91, (1), 86-90 Downloads View citations (15)
    See also Working Paper Are Probabilities Used in Markets?, RCER Working Papers (1999) Downloads (1999)

1999

  1. A Definition of Uncertainty Aversion
    The Review of Economic Studies, 1999, 66, (3), 579-608 Downloads View citations (237)
  2. A Revelation Principle for Competing Mechanisms
    Journal of Economic Theory, 1999, 88, (1), 119-160 Downloads View citations (131)
    See also Working Paper A REVELATION PRINCIPLE FOR COMPETING MECHANISMS, Working Papers (1996) Downloads View citations (9) (1996)
  3. Least convex capacities
    Economic Theory, 1999, 13, (2), 263-286 Downloads View citations (5)

1997

  1. Preference, Rationalizability and Equilibrium
    Journal of Economic Theory, 1997, 73, (1), 1-29 Downloads View citations (54)

1996

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

1995

  1. A Revealed Preference Analysis of Asset Pricing Under Recursive Utility
    The Review of Economic Studies, 1995, 62, (4), 597-618 Downloads View citations (8)
    See also Working Paper A Revealed Preference Analysis of Asset Pricing Under Recursive Utility, NBER Working Papers (1993) Downloads (1993)
  2. Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes
    Journal of Economic Theory, 1995, 67, (1), 40-82 Downloads View citations (50)

1994

  1. Intertemporal Asset Pricing Under Knightian Uncertainty
    Econometrica, 1994, 62, (2), 283-322 Downloads View citations (429)
  2. The Projective Independence Axiom
    Economic Theory, 1994, 4, (2), 189-215 View citations (7)

1993

  1. A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment
    Journal of Economic Theory, 1993, 59, (1), 183-188 Downloads View citations (15)
  2. Dynamically Consistent Beliefs Must Be Bayesian
    Journal of Economic Theory, 1993, 61, (1), 1-22 Downloads View citations (122)
  3. Habits and Time Preference
    International Economic Review, 1993, 34, (1), 61-84 Downloads View citations (54)

1992

  1. Asset Pricing with Stochastic Differential Utility
    The Review of Financial Studies, 1992, 5, (3), 411-36 Downloads View citations (352)
  2. Quadratic Social Welfare Functions
    Journal of Political Economy, 1992, 100, (4), 691-712 Downloads View citations (97)
  3. Stochastic Differential Utility
    Econometrica, 1992, 60, (2), 353-94 Downloads View citations (391)

1991

  1. Mixture Symmetry and Quadratic Utility
    Econometrica, 1991, 59, (1), 139-63 Downloads View citations (76)
  2. Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis
    Journal of Political Economy, 1991, 99, (2), 263-86 Downloads View citations (924)

1990

  1. 'First-order' risk aversion and the equity premium puzzle
    Journal of Monetary Economics, 1990, 26, (3), 387-407 Downloads View citations (112)
    See also Working Paper First order risk aversion and the equity premium puzzle, Levine's Working Paper Archive (2010) Downloads View citations (5) (2010)
  2. Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour
    Journal of Economic Theory, 1990, 50, (1), 54-81 Downloads View citations (43)

1989

  1. A unifying approach to axiomatic non-expected utility theories
    Journal of Economic Theory, 1989, 49, (2), 207-240 Downloads View citations (47)
  2. Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
    Econometrica, 1989, 57, (4), 937-69 Downloads View citations (2368)
    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) Downloads View citations (9) (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)
  3. The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty
    International Economic Review, 1989, 30, (1), 103-17 Downloads View citations (39)

1988

  1. A correspondence theorem between expected utility and smooth utility
    Journal of Economic Theory, 1988, 46, (1), 186-193 Downloads View citations (6)
    See also Working Paper A Correspondence Theorem Between Expected Utility and Smooth Utility, Foerder Institute for Economic Research Working Papers (1986) Downloads (1986)
  2. Risk aversion and asset prices
    Journal of Monetary Economics, 1988, 22, (2), 179-192 Downloads View citations (44)
  3. The Law of Large Numbers and the Attractiveness of Compound Gambles
    Journal of Risk and Uncertainty, 1988, 1, (1), 125-32

1987

  1. A simple dynamic general equilibrium model
    Journal of Economic Theory, 1987, 41, (1), 68-95 Downloads View citations (158)
  2. The Global Stability of Efficient Intertemporal Allocations
    Econometrica, 1987, 55, (2), 329-55 Downloads View citations (58)
  3. The Unimportance of the Intransitivity of Separable Preferences
    International Economic Review, 1987, 28, (2), 315-22 Downloads View citations (5)

1986

  1. Implicitly additive utility and the nature of optimal economic growth
    Journal of Mathematical Economics, 1986, 15, (2), 111-128 Downloads View citations (6)
  2. Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism
    Journal of Economic Theory, 1986, 38, (2), 280-297 Downloads View citations (9)

1985

  1. Decreasing Risk Aversion and Mean-Variance Analysis
    Econometrica, 1985, 53, (4), 945-61 Downloads View citations (23)
  2. Non-parametric hypothesis testing procedures and applications to demand analysis
    Journal of Econometrics, 1985, 30, (1-2), 149-169 Downloads View citations (26)
  3. The empirical determination of technology and expectations: A simplified procedure
    Journal of Econometrics, 1985, 27, (2), 235-258 Downloads View citations (28)

1983

  1. Decreasing absolute risk aversion and utility indices derived from cake-eating problems
    Journal of Economic Theory, 1983, 29, (2), 245-264 Downloads View citations (5)
  2. Intertemporal price indices for the firm
    Journal of Economic Dynamics and Control, 1983, 6, (1), 109-126 Downloads
  3. Stationary cardinal utility and optimal growth under uncertainty
    Journal of Economic Theory, 1983, 31, (1), 133-152 Downloads View citations (108)
  4. The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing
    Econometrica, 1983, 51, (3), 647-74 Downloads View citations (86)
  5. The Rate of Time Preference and Dynamic Economic Analysis
    Journal of Political Economy, 1983, 91, (4), 611-35 Downloads View citations (151)

1982

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

1981

  1. Duality Theory and Functional Forms for Dynamic Factor Demands
    The Review of Economic Studies, 1981, 48, (1), 81-95 Downloads View citations (108)
  2. Generalized Duality and Integrability
    Econometrica, 1981, 49, (3), 655-78 Downloads View citations (11)

1980

  1. Capital Asset Prices and the Temporal Resolution of Uncertainty
    Journal of Finance, 1980, 35, (3), 627-43 Downloads View citations (12)
  2. Decision Making and the Temporal Resolution of Uncertainty
    International Economic Review, 1980, 21, (2), 269-83 Downloads View citations (103)
  3. Endogenous capital utilization in a short-run production model: Theory and an empiral application
    Journal of Econometrics, 1980, 12, (2), 189-207 Downloads View citations (60)
  4. Increasing Generalized Correlation: A Definition and Some Economic Consequences
    Canadian Journal of Economics, 1980, 13, (1), 16-34 Downloads View citations (151)
  5. Multivariate Risk Independence and Functional Forms for Preferences and Technologies
    Econometrica, 1980, 48, (4), 973-85 Downloads View citations (2)
  6. On the recoverability of intertemporal preferences
    Economics Letters, 1980, 5, (1), 11-14 Downloads

1978

  1. Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty
    The Review of Economic Studies, 1978, 45, (2), 251-261 Downloads View citations (17)
  2. The Le Chatelier Principle in optimal control problems
    Journal of Economic Theory, 1978, 19, (1), 103-122 Downloads View citations (7)

1975

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

1974

  1. Some Economic Effects of Immigration: A General Equilibrium Analysis
    Canadian Journal of Economics, 1974, 7, (2), 174-90 Downloads 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 Downloads View citations (9)
    See also Journal Article Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework, Econometric Society (1989) Downloads View citations (2368) (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

  1. Comment
    Palgrave Macmillan
 
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