Heterogeneous Agent Economies with Knightian Uncertainty
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Bibliographic InfoPaper provided by University of Washington, Department of Economics in its series Working Papers with number 0053.
Date of creation: Oct 1998
Date of revision:
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- Segal, Uzi & Spivak, Avia, 1990.
"First order versus second order risk aversion,"
Journal of Economic Theory,
Elsevier, vol. 51(1), pages 111-125, June.
- Ait-Sahalia, Y. & Brandt, M.W., 2001.
"Variable Selection for Portfolio Choice,"
34, Manitoba - Department of Economics.
- Yacine AÏT-SAHALIA, & Michael W. BRANDT, 2001. "Variable Selection for Portfolio Choice," FAME Research Paper Series rp34, International Center for Financial Asset Management and Engineering.
- Yacine Ait-Sahalia & Michael W. Brandt, 2001. "Variable Selection for Portfolio Choice," NBER Working Papers 8127, National Bureau of Economic Research, Inc.
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