Working Papers

  1. Ignorance, Pervasive Uncertainty, and Household Finance, with Jun Nie and Haijun Wang (2020). Under the 2nd round review at Journal of Economic Theory. [PDF version][Online Appendix]
  2. Ambiguity and Information Processing in a Model of Intermediary Asset Pricing, with Leyla Jianyu Han and Ken Kasa (2019). [PDF version][Online Appendix]
  3. Income Risks and Optimal Attention-Consumption Allocation, with Penghui Yin (2020). [PDF version]
  4. Growth and Welfare Gains from Financial Integration under Model Uncertainty, with Jun Nie and Eric R. Young (2019). [PDF version]







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