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Larry Epstein

Global rank #89 99%

Institution: McGill University

Primary Field: Theory (weighted toward more recent publications)

First Publication: 1978

Most Recent: 2025

RePEc ID: pep2 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.68 0.67 0.00 4.02
Last 10 Years 1.68 1.68 0.67 0.00 10.72
All Time 21.45 39.21 12.40 0.00 177.63

Publication Statistics

Raw Publications 57
Coauthorship-Adjusted Count 76.74

Publications (57)

Year Article Journal Tier Authors
2025 Approximate optimality and the risk/reward tradeoff given repeated gambles Economic Theory B 3
2024 Hard-to-Interpret Signals Journal of the European Economic Association A 2
2023 A central limit theorem, loss aversion and multi-armed bandits Journal of Economic Theory A 3
2019 Ambiguous Correlation Review of Economic Studies S 2
2016 Robust Confidence Regions for Incomplete Models Econometrica S 3
2015 Exchangeable capacities, parameters and incomplete theories Journal of Economic Theory A 2
2014 How Much Would You Pay to Resolve Long-Run Risk? American Economic Review S 3
2014 Ambiguous volatility, possibility and utility in continuous time Journal of Mathematical Economics B 2
2013 Ambiguous Volatility and Asset Pricing in Continuous Time The Review of Financial Studies A 2
2009 Subjective states: A more robust model Games and Economic Behavior B 2
2008 Ambiguity, Information Quality, and Asset Pricing Journal of Finance A 2
2008 Living with Risk Review of Economic Studies S 1
2007 Mutual absolute continuity of multiple priors Journal of Economic Theory A 2
2007 Learning Under Ambiguity Review of Economic Studies S 2
2006 An Axiomatic Model of Non-Bayesian Updating Review of Economic Studies S 1
2003 A two-person dynamic equilibrium under ambiguity Journal of Economic Dynamics and Control B 2
2003 Recursive multiple-priors Journal of Economic Theory A 2
2003 IID: independently and indistinguishably distributed Journal of Economic Theory A 2
2001 Sharing Ambiguity American Economic Review S 1
2001 The Core of Large Differentiable TU Games Journal of Economic Theory A 2
2000 Are Probabilities Used in Markets ? Journal of Economic Theory A 1
1999 A Revelation Principle for Competing Mechanisms Journal of Economic Theory A 2
1999 A Definition of Uncertainty Aversion Review of Economic Studies S 1
1999 Least convex capacities Economic Theory B 2
1997 Preference, Rationalizability and Equilibrium Journal of Economic Theory A 1
1995 Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes Journal of Economic Theory A 2
1995 A Revealed Preference Analysis of Asset Pricing Under Recursive Utility Review of Economic Studies S 2
1994 The Projective Independence Axiom. Economic Theory B 3
1993 A Unifying Approach to Axiomatic Non-expected Utility Theories: Correction and Comment Journal of Economic Theory A 3
1993 Dynamically Consistent Beliefs Must Be Bayesian Journal of Economic Theory A 2
1992 Asset Pricing with Stochastic Differential Utility. The Review of Financial Studies A 2
1992 Quadratic Social Welfare Functions. Journal of Political Economy S 2
1991 Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis. Journal of Political Economy S 2
1990 Nonexpected utility preferences in a temporal framework with an application to consumption-savings behaviour Journal of Economic Theory A 2
1990 'First-order' risk aversion and the equity premium puzzle Journal of Monetary Economics A 2
1989 A unifying approach to axiomatic non-expected utility theories Journal of Economic Theory A 2
1988 A correspondence theorem between expected utility and smooth utility Journal of Economic Theory A 3
1988 The Law of Large Numbers and the Attractiveness of Compound Gambles. Journal of Risk and Uncertainty B 2
1988 Risk aversion and asset prices Journal of Monetary Economics A 1
1987 A simple dynamic general equilibrium model Journal of Economic Theory A 1
1986 Intergenerational consumption rules: An axiomatization of utilitarianism and egalitarianism Journal of Economic Theory A 1
1986 Implicitly additive utility and the nature of optimal economic growth Journal of Mathematical Economics B 1
1985 The empirical determination of technology and expectations : A simplified procedure Journal of Econometrics A 2
1985 Non-parametric hypothesis testing procedures and applications to demand analysis Journal of Econometrics A 2
1983 repec:bla:scandj:v:85:y:1983:i:2:p:191-205 Scandanavian Journal of Economics B 1
1983 Intertemporal price indices for the firm Journal of Economic Dynamics and Control B 1
1983 Decreasing absolute risk aversion and utility indices derived from cake-eating problems Journal of Economic Theory A 1
1983 Stationary cardinal utility and optimal growth under uncertainty Journal of Economic Theory A 1
1983 The Rate of Time Preference and Dynamic Economic Analysis. Journal of Political Economy S 2
1982 Comparative dynamics in the adjustment-cost model of the firm Journal of Economic Theory A 1
1982 Integrability of Incomplete Systems of Demand Functions Review of Economic Studies S 1
1981 Duality Theory and Functional Forms for Dynamic Factor Demands Review of Economic Studies S 1
1980 Endogenous capital utilization in a short-run production model : Theory and an empiral application Journal of Econometrics A 2
1980 Capital Asset Prices and the Temporal Resolution of Uncertainty. Journal of Finance A 2
1980 On the recoverability of intertemporal preferences Economics Letters C 1
1978 The Le Chatelier Principle in optimal control problems Journal of Economic Theory A 1
1978 Production Flexibility and the Behaviour of the Competitive Firm under Price Uncertainty Review of Economic Studies S 1