Zobrazeno 1 - 10
of 232
pro vyhledávání: '"Epstein, Larry G."'
Autor:
Epstein, Larry G, Patel, Kaushil
Given only aggregate choice data and limited information about how menus are distributed across the population, we describe what can be inferred robustly about the distribution of preferences (or more general decision rules). We strengthen and genera
Externí odkaz:
http://arxiv.org/abs/2405.09500
This paper studies a sequential decision problem where payoff distributions are known and where the riskiness of payoffs matters. Equivalently, it studies sequential choice from a repeated set of independent lotteries. The decision-maker is assumed t
Externí odkaz:
http://arxiv.org/abs/2210.08077
This paper studies a multi-armed bandit problem where the decision-maker is loss averse, in particular she is risk averse in the domain of gains and risk loving in the domain of losses. The focus is on large horizons. Consequences of loss aversion fo
Externí odkaz:
http://arxiv.org/abs/2106.05472
Autor:
Chen, Zengjing, Epstein, Larry G.
We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is) defined by a
Externí odkaz:
http://arxiv.org/abs/2006.16875
Akademický článek
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Publikováno v:
In Journal of Economic Theory April 2023 209
Autor:
Chen, Zengjing, Epstein, Larry G.
Publikováno v:
In Stochastic Processes and their Applications October 2022 152:424-451
Autor:
Epstein, Larry G., Ji, Shaolin
We model learning in a continuous-time Brownian setting where there is prior ambiguity. The associated model of preference values robustness and is time-consistent. It is applied to study optimal learning when the choice between actions can be postpo
Externí odkaz:
http://arxiv.org/abs/1708.01890
Akademický článek
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Autor:
EPSTEIN, LARRY G., HALEVY, YORAM
Publikováno v:
The Review of Economic Studies, 2019 Mar 01. 862 (307), 668-693.
Externí odkaz:
https://www.jstor.org/stable/26611527