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Heterogeneous Agent Economies with Knightian Uncertainty

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  • Wen-Fang Liu

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  • Wen-Fang Liu, 2002. "Heterogeneous Agent Economies with Knightian Uncertainty," Working Papers UWEC-2002-11, University of Washington, Department of Economics.
    • Handle: RePEc:udb:wpaper:uwec-2002-11
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    Cited by:

    1. 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.
    2. 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.

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