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Heterogeneous Agent Economies with Knightian Uncertainty

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  • Wen-Fang Liu

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  • Wen-Fang Liu, 1998. "Heterogeneous Agent Economies with Knightian Uncertainty," Working Papers 0053, University of Washington, Department of Economics.
    • Handle: RePEc:udb:wpaper:0053
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    1. Mehra, Rajnish & Prescott, Edward C., 1985. "The equity premium: A puzzle," Journal of Monetary Economics, Elsevier, vol. 15(2), pages 145-161, March.
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    16. Kan Rui, 1995. "Structure of Pareto Optima When Agents Have Stochastic Recursive Preferences," Journal of Economic Theory, Elsevier, vol. 66(2), pages 626-631, August.
    17. Chateauneuf, Alain & Dana, Rose-Anne & Tallon, Jean-Marc, 2000. "Optimal risk-sharing rules and equilibria with Choquet-expected-utility," Journal of Mathematical Economics, Elsevier, vol. 34(2), pages 191-214, October.
    18. Deaton, Angus, 1992. "Understanding Consumption," OUP Catalogue, Oxford University Press, number 9780198288244, Decembrie.
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    Cited by:

    1. Sergio Santoro, 2011. "Heterogeneity and learning with complete markets," Temi di discussione (Economic working papers) 806, Bank of Italy, Economic Research and International Relations Area.
    2. Yacine AÏT‐SAHALI & Michael W. Brandt, 2001. "Variable Selection for Portfolio Choice," Journal of Finance, American Finance Association, vol. 56(4), pages 1297-1351, August.

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