Working Papers

  1. Robustness, the Risk-Free Rate, and Consumption Volatility in General Equilibrium, with Jun Nie and Eric R. Young (2017). [PDF version]
  2. Ignorance, Uncertainty, and Strategic Consumption-Portfolio Decisions, with Jun Nie and Haijun Wang (2017). [PDF version][Online Appendix]
  3. Portfolio Choice with Information-Processing Limits, with Altantsetseg Batchuluun and Eric R. Young (2017). [PDF version]
  4. The Negative Growth-Volatility Relationship and the Gains from Financial Integration, with Jun Nie and Eric R. Young (2016). [PDF version]
  5. Robust Production and Inventory Behavior, with Jun Nie, Xiaowen Wang, Eric R. Young (2017). Coming soon.








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