Working Papers

  1. Rational Inattention and the Dynamics of Consumption and Wealth in General Equilibrium, with Jun Nie，Gaowang Wang and Eric R. Young (2017). [PDF version] [Online Appendix] Conditionally accepted at Journal of Economic Theory.
  2. The Negative Growth-Volatility Relationship and the Gains from Financial Integration, with Jun Nie and Eric R. Young (2016). [PDF version]
  3. Robustness, the Risk-Free Rate, and Consumption Volatility in General Equilibrium, with Jun Nie and Eric R. Young (2017). [PDF version]
  4. Unknown Income Growth, Model Uncertainty, and Strategic Asset Allocation, with Jun Nie and Haijun Wang (2016). [PDF version]
  5. Robustness, Inventory Behavior, and the Production Smoothing Hypothesis, with Jun Nie and Xiaowen Wang (2016).
  6. Portfolio Choice with Information-Processing Limits, with Altantsetseg Batchuluun and Eric R. Young (2014). [PDF version]








*: Papers posted here are supported by Hong Kong Government's General Research Fund (GRF) under grant No. HKU749900, 749711, and 749510H.