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Asset pricing with stochastic differential utility
Duffie, Darrell; Epstein, Larry G. - 1991
Persistent link: https://www.econbiz.de/10000827226
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'First order' risk aversion and the equity premium puzzle
Epstein, Larry G.; Zin, Stanley E. - 1989
Persistent link: https://www.econbiz.de/10000785554
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Intertemporal asset pricing under Knightian uncertainty
Epstein, Larry G.; Wang, Tan - 1992
Persistent link: https://www.econbiz.de/10000868003
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A revealed preference analysis of asset pricing under recursive utility
Epstein, Larry G. - 1993
Persistent link: https://www.econbiz.de/10000876952
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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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Asset pricing with stochastic differential utility
Duffie, Darrell - In: The review of financial studies 5 (1992) 3, pp. 411-436
Persistent link: https://www.econbiz.de/10001129385
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Substitution, risk aversion, and the temporal behavior of consumption and asset returns : an empirical analysis
Epstein, Larry G. - In: Journal of political economy 99 (1991) 2, pp. 263-286
Persistent link: https://www.econbiz.de/10001105913
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Substitution, risk aversion, and the temporal behavior of consumption and asset returns : a theoretical framework
Epstein, Larry G. - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 4, pp. 937-969
Persistent link: https://www.econbiz.de/10001070938
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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