| Year |
Citation |
Score |
| 2020 |
Epstein LG, Ji S. Optimal Learning Under Robustness and Time-Consistency Operations Research. DOI: 10.1287/Opre.2019.1899 |
0.319 |
|
| 2015 |
Epstein LG, Kaido H, Seo K. Robust Confidence Regions for Incomplete Models Econometrica. 84: 1799-1838. DOI: 10.1920/Wp.Cem.2015.6515 |
0.339 |
|
| 2015 |
Epstein LG, Seo K. Exchangeable capacities, parameters and incomplete theories Journal of Economic Theory. 157: 879-917. DOI: 10.1016/J.Jet.2015.02.010 |
0.589 |
|
| 2014 |
Epstein LG, Seo K. De Finetti meets Ellsberg Research in Economics. 68: 11-26. DOI: 10.2139/Ssrn.2342290 |
0.604 |
|
| 2014 |
Epstein LG, Farhi E, Strzalecki T. How much would you pay to resolve long-run risk? American Economic Review. 104: 2680-2697. DOI: 10.1257/Aer.104.9.2680 |
0.327 |
|
| 2014 |
Epstein LG, Ji S. Ambiguous volatility, possibility and utility in continuous time Journal of Mathematical Economics. 50: 269-282. DOI: 10.1016/J.Jmateco.2013.09.005 |
0.388 |
|
| 2013 |
Epstein LG, Ji S. Ambiguous volatility and asset pricing in continuous time Review of Financial Studies. 26: 1740-1786. DOI: 10.1093/Rfs/Hht018 |
0.439 |
|
| 2011 |
Epstein LG, Seo K. Symmetry or dynamic consistency? B.E. Journal of Theoretical Economics. 11. DOI: 10.2202/1935-1704.1770 |
0.377 |
|
| 2010 |
Epstein LG, Seo K. Symmetry of evidence without evidence of symmetry Theoretical Economics. 5: 313-368. DOI: 10.3982/Te596 |
0.608 |
|
| 2010 |
Epstein LG. A Paradox for the "Smooth Ambiguity" Model of Preference Econometrica. 78: 2085-2099. DOI: 10.3982/Ecta8689 |
0.378 |
|
| 2010 |
Epstein LG, Noor J, Sandroni A. Non-bayesian learning B.E. Journal of Theoretical Economics. 10. DOI: 10.2202/1935-1704.1623 |
0.667 |
|
| 2010 |
Epstein LG, Schneider M. Ambiguity and asset markets Annual Review of Financial Economics. 2: 315-346. DOI: 10.1146/Annurev-Financial-120209-133940 |
0.422 |
|
| 2009 |
Epstein LG, Seo K. Subjective states: A more robust model Games and Economic Behavior. 67: 408-427. DOI: 10.1016/J.Geb.2009.01.006 |
0.573 |
|
| 2008 |
Epstein LG. Living with risk Review of Economic Studies. 75: 1121-1141. DOI: 10.1111/J.1467-937X.2008.00504.X |
0.383 |
|
| 2007 |
Epstein LG, Schneider M. Learning under ambiguity Review of Economic Studies. 74: 1275-1303. DOI: 10.1111/J.1467-937X.2007.00464.X |
0.354 |
|
| 2006 |
Epstein LG. An axiomatic model of non-Bayesian updating Review of Economic Studies. 73: 413-436. DOI: 10.1111/J.1467-937X.2006.00381.X |
0.399 |
|
| 2003 |
Epstein LG, Miao J. A two-person dynamic equilibrium under ambiguity Journal of Economic Dynamics and Control. 27: 1253-1288. DOI: 10.1016/S0165-1889(02)00059-3 |
0.566 |
|
| 2003 |
Epstein LG, Schneider M. IID: Independently and indistinguishably distributed Journal of Economic Theory. 113: 32-50. DOI: 10.1016/S0022-0531(03)00121-2 |
0.396 |
|
| 2003 |
Epstein LG, Schneider M. Recursive multiple-priors Journal of Economic Theory. 113: 1-31. DOI: 10.1016/S0022-0531(03)00097-8 |
0.362 |
|
| 2002 |
Chen Z, Epstein LG. Ambiguity, risk, and asset returns in continuous time Econometrica. 70: 1403-1443. DOI: 10.1111/1468-0262.00337 |
0.43 |
|
| 2001 |
Epstein LG, Zhang J. Subjective Probabilities on Subjectively Unambiguous Events Econometrica. 69: 265-306. DOI: 10.1111/1468-0262.00193 |
0.374 |
|
| 2001 |
Epstein LG, Zin SE. The independence axiom and asset returns Journal of Empirical Finance. 8: 537-572. DOI: 10.1016/S0927-5398(01)00039-1 |
0.416 |
|
| 2001 |
Epstein LG, Marinacci M. The core of large differentiable TU games Journal of Economic Theory. 100: 235-273. DOI: 10.1006/Jeth.2001.2810 |
0.304 |
|
| 2000 |
Epstein LG. Are Probabilities Used in Markets ? Journal of Economic Theory. 91: 86-90. DOI: 10.1006/Jeth.1999.2590 |
0.329 |
|
| 1999 |
Epstein LG. A definition of uncertainty aversion Review of Economic Studies. 66: 579-608. DOI: 10.1111/1467-937X.00099 |
0.412 |
|
| 1999 |
Epstein LG, Zhang J. Least convex capacities Economic Theory. 13: 263-286. DOI: 10.1007/S001990050254 |
0.39 |
|
| 1999 |
Epstein LG, Peters M. A Revelation Principle for Competing Mechanisms Journal of Economic Theory. 88: 119-160. DOI: 10.1006/Jeth.1999.2542 |
0.318 |
|
| 1997 |
Epstein LG. Preference, rationalizability and equilibrium Journal of Economic Theory. 73: 1-29. DOI: 10.1006/Jeth.1996.2229 |
0.414 |
|
| 1996 |
Epstein LG, Wang T. "Beliefs about beliefs" without probabilities Econometrica. 64: 1343-1373. DOI: 10.2307/2171834 |
0.419 |
|
| 1995 |
Epstein LG, Melino A. A revealed preference analysis of asset pricing under recursive utility Review of Economic Studies. 62: 597-618. DOI: 10.2307/2298079 |
0.457 |
|
| 1995 |
Epstein LG, Wang T. Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes Journal of Economic Theory. 67: 40-82. DOI: 10.1006/Jeth.1995.1065 |
0.421 |
|
| 1994 |
Epstein LG, Wang T. Intertemporal Asset Pricing Under Knightian Uncertainty Econometrica. 62: 283-322. DOI: 10.4324/9780203358061-24 |
0.42 |
|
| 1994 |
Chew SH, Epstein LG, Segal U. The projective independence axiom Economic Theory. 4: 189-215. DOI: 10.1007/Bf01221200 |
0.308 |
|
| 1993 |
Shi S, Epstein LG. Habits and Time Preference International Economic Review. 34: 61-84. DOI: 10.2307/2526950 |
0.524 |
|
| 1993 |
Epstein LG, Le Breton M. Dynamically Consistent Beliefs Must Be Bayesian Journal of Economic Theory. 61: 1-22. DOI: 10.1006/Jeth.1993.1056 |
0.406 |
|
| 1993 |
Hong CS, Epstein LG, Wakker P. A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment Journal of Economic Theory. 59: 183-188. DOI: 10.1006/Jeth.1993.1011 |
0.368 |
|
| 1992 |
Duffie D, Epstein LG. Stochastic differential utility Econometrica. 60: 353-394. DOI: 10.2307/2951600 |
0.448 |
|
| 1992 |
Duffie D, Epstein LG. Asset Pricing with Stochastic Differential Utility Review of Financial Studies. 5: 411-436. DOI: 10.1093/Rfs/5.3.411 |
0.439 |
|
| 1991 |
Chew SH, Epstein L, Segal U. Mixture Symmetry And Quadratic Utility Econometrica. 59: 139-163. DOI: 10.2307/2938244 |
0.383 |
|
| 1991 |
Epstein LG, Zin SE. Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis Journal of Political Economy. 99: 263-286. DOI: 10.1086/261750 |
0.448 |
|
| 1990 |
Epstein LG, Zin SE. 'First-order' risk aversion and the equity premium puzzle Journal of Monetary Economics. 26: 387-407. DOI: 10.1016/0304-3932(90)90004-N |
0.379 |
|
| 1990 |
Chew SH, Epstein LG. Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour Journal of Economic Theory. 50: 54-81. DOI: 10.1016/0022-0531(90)90085-X |
0.403 |
|
| 1989 |
Chew SH, Epstein LG. The Structure of Preferences and Attitudes towards the Timing of the Resolution of Uncertainty International Economic Review. 30: 103-117. DOI: 10.2307/2526551 |
0.349 |
|
| 1989 |
Epstein LG, Zin SE. Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework Econometrica. 57: 937-969. DOI: 10.2307/1913778 |
0.43 |
|
| 1989 |
Chew SH, Epstein LG. A unifying approach to axiomatic non-expected utility theories Journal of Economic Theory. 49: 207-240. DOI: 10.1016/0022-0531(89)90079-3 |
0.34 |
|
| 1989 |
Chew SH, Epstein LG. Axiomatic rank-dependent means Annals of Operations Research. 19: 299-309. DOI: 10.1007/Bf02283526 |
0.334 |
|
| 1988 |
Epstein LG. Risk aversion and asset prices Journal of Monetary Economics. 22: 179-192. DOI: 10.1016/0304-3932(88)90018-9 |
0.425 |
|
| 1988 |
Chew SH, Epstein LG, Zilcha I. A correspondence theorem between expected utility and smooth utility Journal of Economic Theory. 46: 186-193. DOI: 10.1016/0022-0531(88)90159-7 |
0.362 |
|
| 1988 |
Chew SH, Epstein LG. The law of large numbers and the attractiveness of compound gambles Journal of Risk and Uncertainty. 1: 125-132. DOI: 10.1007/Bf00055567 |
0.353 |
|
| 1987 |
Epstein LG. The Unimportance of the Intransitivity of Separable Preferences International Economic Review. 28: 315-322. DOI: 10.2307/2526726 |
0.385 |
|
| 1987 |
Epstein LG. The Global Stability of Efficient Intertemporal Allocations Econometrica. 55: 329-355. DOI: 10.2307/1913239 |
0.399 |
|
| 1987 |
Epstein LG. A simple dynamic general equilibrium model Journal of Economic Theory. 41: 68-95. DOI: 10.1016/0022-0531(87)90006-8 |
0.386 |
|
| 1986 |
Epstein LG. Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism Journal of Economic Theory. 38: 280-297. DOI: 10.1016/0022-0531(86)90119-5 |
0.361 |
|
| 1986 |
Epstein LG. Intergenerational preference orderings Social Choice and Welfare. 3: 151-160. DOI: 10.1007/Bf00433532 |
0.322 |
|
| 1985 |
Epstein LG, Yatchew AJ. The empirical determination of technology and expectations. A simplified procedure Journal of Econometrics. 27: 235-258. DOI: 10.1016/0304-4076(85)90090-9 |
0.372 |
|
| 1983 |
Epstein LG, Denny MGS. The Multivariate Flexible Accelerator Model: Its Empirical Restrictions and an Application to U.S. Manufacturing Econometrica. 51: 647-674. DOI: 10.2307/1912152 |
0.385 |
|
| 1983 |
Epstein LG, Hynes JA. The Rate of Time Preference and Dynamic Economic Analysis Journal of Political Economy. 91: 611-635. DOI: 10.1086/261168 |
0.396 |
|
| 1983 |
Epstein LG. Intertemporal price indices for the firm Journal of Economic Dynamics and Control. 6: 109-126. DOI: 10.1016/0165-1889(83)90044-1 |
0.376 |
|
| 1983 |
Epstein LG. Decreasing absolute risk aversion and utility indices derived from cake-eating problems Journal of Economic Theory. 29: 245-264. DOI: 10.1016/0022-0531(83)90047-9 |
0.31 |
|
| 1983 |
Epstein LG. Stationary cardinal utility and optimal growth under uncertainty Journal of Economic Theory. 31: 133-152. DOI: 10.1016/0022-0531(83)90025-X |
0.387 |
|
| 1983 |
Epstein LG. Aggregating Quasi-Fixed Factors The Scandinavian Journal of Economics. 85: 191-205. DOI: 10.1007/978-1-349-07123-4_7 |
0.307 |
|
| 1982 |
Epstein LG. Comparative dynamics in the adjustment-cost model of the firm Journal of Economic Theory. 27: 77-100. DOI: 10.1016/0022-0531(82)90016-3 |
0.305 |
|
| 1981 |
Epstein LG. Duality theory and functional forms for dynamic factor demands Review of Economic Studies. 48: 81-95. DOI: 10.2307/2297122 |
0.434 |
|
| 1980 |
Epstein LG. Decision Making And The Temporal Resolution Of Uncertainty International Economic Review. 21: 269-283. DOI: 10.2307/2526180 |
0.363 |
|
| 1980 |
Epstein LG. Multivariate Risk Independence and Functional Forms for Preferences and Technologies Econometrica. 48: 973-985. DOI: 10.2307/1912942 |
0.356 |
|
| 1980 |
Epstein LG, Tanny SM. Increasing Generalized Correlation: A Definition and Some Economic Consequences Canadian Journal of Economics. 13: 16-34. DOI: 10.2307/134617 |
0.332 |
|
| 1980 |
EPSTEIN LG, TURNBULL SM. Capital Asset Prices and the Temporal Resolution of Uncertainty The Journal of Finance. 35: 627-643. DOI: 10.1111/J.1540-6261.1980.Tb03488.X |
0.323 |
|
| 1980 |
Epstein L, Denny M. Endogenous capital utilization in a short-run production model. Theory and an empiral application Journal of Econometrics. 12: 189-207. DOI: 10.1016/0304-4076(80)90006-8 |
0.401 |
|
| 1980 |
Epstein LG. On the recoverability of intertemporal preferences Economics Letters. 5: 11-14. DOI: 10.1016/0165-1765(80)90102-0 |
0.357 |
|
| 1978 |
Epstein L. Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty Review of Economic Studies. 45: 251-261. DOI: 10.2307/2297339 |
0.41 |
|
| 1975 |
Epstein L. A Disaggregate Analysis Of Consumer Choice Under Uncertainty Econometrica. 43: 877-892. DOI: 10.2307/1911331 |
0.323 |
|
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