A two-person dynamic equilibrium under ambiguity

Journal of Economic Dynamics and Control

Volumn 27, Issue 7, 2003, Pages 1253-1288

  Epstein, Larry G ^a   Miao, Jianjun ^a  

^a UNIVERSITY OF ROCHESTER   (United States)

Author keywords

Ambiguity; Asset returns; Continuous time; Dynamic general equilibrium; Ellsberg Paradox; Heterogenous agent economics; Home bias; Knightian uncertainty

Indexed keywords

EID: 0037405053     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1889(02)00059-3     Document Type: Article

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