Larry G. Epstein

Boston University - College of Arts and Sciences

Department of Economics, Room 352

270 Bay State Road

Boston, MA 02215

United States

SCHOLARLY PAPERS

6

DOWNLOADS

575

SSRN CITATIONS
Rank 7,147

SSRN RANKINGS

Top 7,147

in Total Papers Citations

89

CROSSREF CITATIONS

97

Scholarly Papers (6)

1.

Ambiguous Volatility and Asset Pricing in Continuous Time

CIRANO - Scientific Publications 2012s-29
Number of pages: 60 Posted: 08 Jan 2013
Larry G. Epstein and Shaolin Ji
Boston University - College of Arts and Sciences and Shandong University, School of Mathematics
Downloads 258 (148,170)
Citation 20

Abstract:

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ambiguity, option pricing, recursive utility, G-Brownian motion, robust stochastic volatility, sentiment, overconfidence, optimism

2.

Cold Feet

Theoretical Economics, Vol. 2, pp. 231-259, 2007
Number of pages: 31 Posted: 27 Dec 2009
Larry G. Epstein and Igor Kopylov
Boston University - College of Arts and Sciences and University of California, Irvine
Downloads 134 (264,892)

Abstract:

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cold feet, pessimism, temptation, choice of belief

3.
Downloads 93 (341,459)
Citation 74

How Much Would You Pay to Resolve Long-Run Risk?

Number of pages: 23 Posted: 22 Sep 2013
Larry G. Epstein, Emmanuel Farhi and Tomasz Strzalecki
Boston University - College of Arts and Sciences, Harvard University - Department of Economics and Harvard University - Harvard Institute of Economic Research
Downloads 62 (435,643)

Abstract:

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How Much Would You Pay to Resolve Long-Run Risk?

NBER Working Paper No. w19541
Number of pages: 24 Posted: 18 Oct 2013 Last Revised: 24 May 2021
Larry G. Epstein, Emmanuel Farhi and Tomasz Strzalecki
Boston University - College of Arts and Sciences, Harvard University - Department of Economics and Harvard University - Harvard Institute of Economic Research
Downloads 31 (579,486)
Citation 26

Abstract:

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4.

Supplemental Appendix for 'Non-Bayesian Updating: A Theoretical Framework'

PIER Working Paper No. 08-017
Number of pages: 18 Posted: 19 May 2008
Larry G. Epstein, Jawwad Noor and Alvaro Sandroni
Boston University - College of Arts and Sciences, Boston University - Department of Economics and University of Pennsylvania - Department of Economics
Downloads 49 (478,539)
Citation 13

Abstract:

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NonBayesian, Learning

5.
Downloads 41 (513,794)

De Finetti Meets Ellsberg

Number of pages: 35 Posted: 17 Oct 2013
Larry G. Epstein and Kyoungwon Seo
Boston University - College of Arts and Sciences and Seoul National University
Downloads 28 (598,827)

Abstract:

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exchangeability, partial identification, ambiguity, multiple equilibria, maxmin expected utility, incomplete models, multiple likelihoods

De Finetti Meets Ellsberg

CIRANO - Scientific Publications 2013s-35
Number of pages: 37 Posted: 19 Oct 2013
Larry G. Epstein and Kyoungwon Seo
Boston University - College of Arts and Sciences and Seoul National University
Downloads 13 (713,451)

Abstract:

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Savage/de Finetti classic model, Ellsberg Paradox

6.

Ambiguity and Asset Markets

Annual Review of Financial Economics, Vol. 2, pp. 315-346, 2010
Posted: 12 Nov 2010
Larry G. Epstein and Martin Schneider
Boston University - College of Arts and Sciences and Stanford University

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