Substitution, risk aversion, and the temporal behavior of consumption and asset returns: A theoretical framework LG Epstein, SE Zin Econometrica: Journal of the Econometric Society, 937-969, 1989 | 5435* | 1989 |
Substitution, risk aversion, and the temporal behavior of consumption and asset returns: An empirical analysis LG Epstein, SE Zin Journal of Political Economy 99 (2), 263-286, 1991 | 2447 | 1991 |
Stochastic differential utility D Duffie, LG Epstein Econometrica: Journal of the Econometric Society, 353-394, 1992 | 1511 | 1992 |
Ambiguity, risk, and asset returns in continuous time Z Chen, L Epstein Econometrica 70 (4), 1403-1443, 2002 | 1329 | 2002 |
Recursive multiple-priors LG Epstein, M Schneider Journal of Economic Theory 113 (1), 1-31, 2003 | 1161 | 2003 |
Intertemporal asset pricing under Knightian uncertainty LG Epstein, T Wang Econometrica, 1994 | 1050* | 1994 |
Ambiguity, information quality, and asset pricing LG Epstein, M Schneider The Journal of Finance 63 (1), 197-228, 2008 | 1006 | 2008 |
A definition of uncertainty aversion LG Epstein Review of Economic Studies 66, 579-608, 1999 | 806* | 1999 |
Asset pricing with stochastic differential utility D Duffie, LG Epstein The Review of Financial Studies 5 (3), 411-436, 1992 | 602 | 1992 |
Learning under ambiguity LG Epstein, M Schneider The Review of Economic Studies 74 (4), 1275-1303, 2007 | 549 | 2007 |
Ambiguity and asset markets LG Epstein, M Schneider Annu. Rev. Financ. Econ. 2 (1), 315-346, 2010 | 471 | 2010 |
The rate of time preference and dynamic economic analysis LG Epstein, JA Hynes Journal of Political Economy 91 (4), 611-635, 1983 | 388 | 1983 |
‘First-order’risk aversion and the equity premium puzzle LG Epstein, SE Zin Journal of Monetary Economics 26 (3), 387-407, 1990 | 385 | 1990 |
Duality theory and functional forms for dynamic factor demands LG Epstein The Review of Economic Studies 48 (1), 81-95, 1981 | 340 | 1981 |
Decision making and the temporal resolution of uncertainty LG Epstein International Economic Review, 269-283, 1980 | 334 | 1980 |
Increasing generalized correlation: a definition and some economic consequences LG Epstein, SM Tanny Canadian Journal of Economics, 16-34, 1980 | 328 | 1980 |
Subjective probabilities on subjectively unambiguous events LG Epstein, J Zhang Econometrica 69 (2), 265-306, 2001 | 311 | 2001 |
A simple dynamic general equilibrium model LG Epstein Journal of Economic Theory 41 (1), 68-95, 1987 | 303 | 1987 |
A two-person dynamic equilibrium under ambiguity LG Epstein, J Miao Journal of Economic Dynamics and control 27 (7), 1253-1288, 2003 | 302 | 2003 |
Dynamically consistent beliefs must be Bayesian LG Epstein, M Le Breton Journal of Economic Theory 61 (1), 1-22, 1993 | 296 | 1993 |