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Larry G. Epstein

Larry G. Epstein

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Economics and Finance
Canada
2026

D-Index & Metrics

Economics and Finance

D-Index
61
Citations
27263
World Ranking
763
National Ranking
11

Research.com Recognitions

  • 2026 - Research.com Economics and Finance in Canada Leader Award
  • 2025 - Research.com Economics and Finance in Canada Leader Award
  • 2024 - Research.com Economics and Finance in Canada Leader Award
  • 2022 - Research.com Economics and Finance in Canada Leader Award
  • 2013 - Fellow of the American Academy of Arts and Sciences
  • 1989 - Fellows of the Econometric Society

Overview

Larry G. Epstein is affiliated with McGill University in Canada. Their research primarily focuses on areas within Decision Sciences and Economics, Econometrics and Finance. The subfields of study include Management Science and Operations Research, General Decision Sciences, Economics and Econometrics, Artificial Intelligence, and Statistics and Probability.

The main topics addressed in their work cover Decision-Making and Behavioral Economics, Risk and Portfolio Optimization, Advanced Bandit Algorithms Research, Auction Theory and Applications, Bayesian Modeling and Causal Inference, Economic and Environmental Valuation, and Forecasting Techniques and Applications.

Epstein has published in multiple venues, with frequent contributions to:

  • arXiv (Cornell University)
  • Journal of Economic Theory
  • Operations Research
  • Journal of the European Economic Association
  • SSRN Electronic Journal

Among recent papers authored or co-authored by Epstein are:

  • Optimal Learning Under Robustness and Time-Consistency, 2020, Operations Research
  • Hard-to-Interpret Signals, 2023, Journal of the European Economic Association

In collaboration with other researchers, Epstein has been involved in work such as:

  • A central limit theorem, loss aversion and multi-armed bandits, 2023, Journal of Economic Theory
  • A Central Limit Theorem for Sets of Probability Measures, 2020, arXiv (Cornell University)
  • A Central Limit Theorem, Loss Aversion and Multi-Armed Bandits, 2021, arXiv (Cornell University)

Frequent co-authors include:

  • Zengjing Chen
  • Guodong Zhang
  • Shaolin Ji
  • Yoram Halevy

Larry G. Epstein has been recognized with the following awards:

  • Fellow of the American Academy of Arts and Sciences, 2013
  • Fellows of the Econometric Society, 1989

Best Publications

  • Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework

    Larry G. Epstein;Stanley E. Zin

  • Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis

    Larry G. Epstein;Stanley E. Zin

  • Stochastic differential utility

    D. Duffie;L. G. Epstein;C. Skiadas

  • Ambiguity, risk, and asset returns in continuous time

    Zengjing Chen;Larry Epstein

  • Recursive multiple-priors

    Larry G. Epstein;Martin Schneider

  • Ambiguity, Information Quality, and Asset Pricing

    Larry G. Epstein;Martin Schneider

  • Intertemporal asset pricing under knightian uncertainty

    Larry G. Epstein;Tan Wang

  • A definition of uncertainty aversion

    Larry G. Epstein

  • Ambiguity and Asset Markets

    Larry Epstein;Martin Schneider

  • Asset Pricing with Stochastic Differential Utility

    Darrell Duffie;Larry G. Epstein

  • Intertemporal Asset Pricing under Knightian Uncertainty

    Unknown

  • Learning Under Ambiguity

    Larry G. Epstein;Martin Schneider

  • First order risk aversion and the equity premium puzzle

    Larry Epstein;Stanley Zin

  • 'First-order' risk aversion and the equity premium puzzle*

    Larry G. Epstein;Stanley E. Zin

  • The Rate of Time Preference and Dynamic Economic Analysis

    Larry G. Epstein;J. Allan Hynes

  • Duality Theory and Functional Forms for Dynamic Factor Demands

    Larry G. Epstein

  • DECISION MAKING AND THE TEMPORAL RESOLUTION OF UNCERTAINTY

    Larry G. Epstein

  • Ambiguity and Asset Markets

    Larry G. Epstein;Martin Schneider

  • A two-person dynamic equilibrium under ambiguity

    Larry G. Epstein;Jianjun Miao

  • Increasing Generalized Correlation: A Definition and Some Economic Consequences

    Larry G. Epstein;Stephen M. Tanny

  • Dynamically Consistent Beliefs must be Bayesian

    Larry G. Epstein;Michel Le Breton

  • SUBJECTIVE PROBABILITIES ON SUBJECTIVELY UNAMBIGUOUS EVENTS

    Larry G. Epstein;Jiankang Zhang

  • A simple dynamic general equilibrium model

    Larry G Epstein

Frequent Co-Authors

Massimo Marinacci
Massimo Marinacci Bocconi University
Emmanuel Farhi
Emmanuel Farhi Harvard University
Darrell Duffie
Darrell Duffie Stanford University
Jianjun Miao
Jianjun Miao Zhejiang University
Itzhak Zilcha
Itzhak Zilcha Tel Aviv University
Peter P. Wakker
Peter P. Wakker Erasmus University Rotterdam
Shouyong Shi
Shouyong Shi Queen's University

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