Bo Huang

The University of Manchester

United Kingdom

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Scholarly Papers (1)

1.

Wealth Dynamics and Asset Prices with Heterogeneous Beliefs under Smooth Ambiguity

Number of pages: 57 Posted: 27 Apr 2022 Last Revised: 28 Feb 2024
Bo Huang and Hening Liu
The University of Manchester and The University of Manchester - Alliance Manchester Business School
Downloads 192 (339,564)

Abstract:

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Asset prices, heterogeneous agents, Kalman filter, long run risk, smooth ambiguity