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Stochastic differential utility
Duffie, Darrell - In: Econometrica : journal of the Econometric Society, an … 60 (1992) 2, pp. 353-394
Persistent link: https://www.econbiz.de/10001124365
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Risk aversion and asset prices
Epstein, Larry G. - In: Journal of monetary economics 22 (1988), pp. 179-192
Persistent link: https://www.econbiz.de/10001051192
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Dynamically consistent beliefs must be Bayesian
Epstein, Larry G. - In: Journal of economic theory 61 (1993) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001151597
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'First-order' risk aversion and the equity premium puzzle
Epstein, Larry G. - In: Journal of monetary economics 26 (1990) 3, pp. 387-407
Persistent link: https://www.econbiz.de/10001102487
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Mixture symmetry and quadratic utility
Chew, Soo-Hong - In: Econometrica : journal of the Econometric Society, an … 59 (1991) 1, pp. 139-163
Persistent link: https://www.econbiz.de/10001102748
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"Beliefs about beliefs" without probabilities
Epstein, Larry G. - In: Econometrica : journal of the Econometric Society, an … 64 (1996) 6, pp. 1343-1373
Persistent link: https://www.econbiz.de/10001210422
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Uncertainty, risk-neutral measures and security price booms and crashes
Epstein, Larry G. - In: Journal of economic theory 67 (1995) 1, pp. 40-82
Persistent link: https://www.econbiz.de/10001189113
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A revealed preference analysis of asset pricing under recursive utility
Epstein, Larry G. - In: The review of economic studies 62 (1995) 4, pp. 597-618
Persistent link: https://www.econbiz.de/10001189787
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Intertemporal asset pricing under Knightian uncertainty
Epstein, Larry G. - In: Econometrica : journal of the Econometric Society, an … 62 (1994) 2, pp. 283-322
Persistent link: https://www.econbiz.de/10001169519
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Uncertainty, risk-neutral measures and security price booms and crashes
Epstein, Larry G.; Wang, Tan - 1994
Persistent link: https://www.econbiz.de/10000891363