A. , K. , and A. A. Marcet, Internal Rationality, Imperfect Market Knowledge and Asset Prices, Journal of Economic Theory, vol.146, pp.1224-1252, 2011.

A. , C. , and A. A. Ania, The Asset Market Game, Journal of Mathematical Economics, vol.41, pp.67-90, 2005.

A. , C. , and A. K. Schlag, Imitation and Learning, 2007.

A. , R. , I. Evstigneev, and A. K. Schenk-hoppe, Asset Market Games of Survival: A Synthesis of Evolutionary and Dynamic Games, Swiss Finance Institute Research Paper Series, pp.8-11, 2011.

A. , J. , S. Huck, and A. J. Oechssler, Imitation -theory and experimental evidence, Journal of Economic Theory, vol.136, pp.217-235, 2007.

B. , P. , and A. S. Chattopadhyay, Consumption Dynamics in General Equilibrium: A Characterization When Markets Are Incomplete, Journal of Economic Theory, vol.145, pp.2133-2185, 2010.

B. , L. , and A. D. Easley, Learning to Be Rational, Journal of Economic Theory Evolution and Market Behavior Journal of Economic Theory, vol.26, issue.58, pp.340-351, 1982.

B. , G. , P. Dindo, and A. D. Giachini, Long-Run Heterogeneity in a Lucas-Tree Economy, 2015.

B. , N. , C. Schlag, and A. L. Wu, Nobody is Perfect: Asset Pricing and Long-Run Survival When Heterogeneous Investors Exhibit Different Kinds of Filtering Errors, Journal of Economic Dynamics and Control, vol.61, pp.303-333, 2015.

M. Bray, Learning, estimation, and the stability of rational expectations, Journal of Economic Theory, vol.26, issue.2, pp.318-339, 1982.
DOI : 10.1016/0022-0531(82)90007-2

M. Bray and A. D. Kreps, Rational Learning and Rational Expectations, Arrow and the Ascent of Modern Economic Theory, pp.597-625, 1987.
DOI : 10.1007/978-1-349-07239-2_19

B. , W. A. , C. H. Hommes, and A. F. Wagener, Evolutionary dynamics in financial markets with many trader types, Computing in Economics and Finance, vol.119, pp.215-239, 2001.

C. , Y. L. , H. Cole, and A. H. Lustig, Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies in an Endowment Economy, Review of Economic Dynamics, vol.20, pp.215-239, 2015.

C. , F. , S. Mukerji, K. Sheppard, and A. J. Tallon, Ambiguity and the Historical Equity Premium, Economics Series Working Paper, p.550, 2011.
URL : https://hal.archives-ouvertes.fr/halshs-00594096

C. , S. , and A. J. Ganguli, Ambiguity and Rational Expectations Equilibria, Review of Economic Studies, vol.78, pp.821-845, 2011.

C. , T. , and A. E. Sciubba, Belief Heterogeneity and Survival in Incomplete Markets, Economic Theory, vol.49, pp.37-58, 2012.

E. , D. , and A. L. Yang, Loss Aversion, Survival and Asset Prices, 2014.

E. , J. , and A. A. Guerdjikova, Case-based belief formation under ambiguity, Mathematical Social Sciences, vol.60, pp.161-177, 2010.
URL : https://hal.archives-ouvertes.fr/hal-01609350

E. , L. , and A. M. Schneider, Learning under Ambiguity, Review of Economic Studies, vol.74, pp.1275-1130, 2007.

E. , L. , and A. S. Zin, Substitution, risk aversion and the temporal behavior of consumption and asset returns: a theoretical framework, Econometrica, vol.57, pp.937-969, 1989.

E. , G. W. , and A. S. Honkapohja, Learning and Expectations in Macroeconomics, 2001.

E. , I. , T. Hens, and A. K. Schenk-hoppe, Market Selection of Financial Trading Strategies: Global Stability, Mathematical Finance, vol.12, pp.329-339, 2002.

E. , I. , T. Hens, and A. K. Schenk-hoppé, Evolutionary Stable Stock Markets, Economic Theory, vol.27, pp.449-468, 2006.

G. , I. , A. Postlewaite, and A. D. Schmeidler, Is It Always Rational to Satisfy Savage's Axioms, Economics and Philosophy, vol.25, pp.285-296, 2009.

G. , I. , and A. D. Schmeidler, A Theory of Case-Based Decisions, 2001.
URL : https://hal.archives-ouvertes.fr/hal-00756321

G. , A. , and A. J. Quiggin, Market Survival with Differential Financial Constraints, 2017.

G. , A. , and A. E. Sciubba, Survival with Ambiguity, Journal of Economic Theory, vol.155, pp.50-94, 2015.
URL : https://hal.archives-ouvertes.fr/hal-01609134

G. , W. M. , and A. M. Yaari, An Evolutionary Approach to Explain Reciprocal Behavior in a Simple Strategic Game, Explaining Process and Change ? Approaches to Evolutionary Economics, pp.23-34, 1992.

H. , T. , and A. R. Shenk-hoppé, An Evolutionary Portfolio Theory, p.74, 2001.

H. , J. , and A. K. Schlag, Sophisticated imitation in cyclic games, Journal of Evolutionary Economics, vol.10, pp.523-543, 2000.

J. , N. , and A. J. Miao, Ambiguity, Learning and Asset Returns, Econometrica, vol.80, pp.559-591, 2012.

K. , L. , S. Ross, J. Wang, and A. M. Westerfield, The Price Impact and Survival of Irrational Traders, Journal of Finance, vol.61, pp.195-229, 2006.

L. , L. J. And-t, and . Sargent, Recursive Macroeconomic Theory, 2004.

L. , J. B. , A. Shleifer, L. H. Summers, and A. R. Waldmann, Noise Trader Risk in Financial Markets, Journal of Political Economy, vol.98, pp.703-738, 1990.

M. , U. , and A. S. Nagel, Depression Babies: Do Macroeconomics Experiences affect Risk Taking?, Quarterly Journal of Economics, vol.126, pp.373-416, 2011.

M. , A. J. And-t, and . Sargent, The Fate of Systems with "Adaptive" Expectations, American Economic Review, vol.78, pp.168-172, 1988.

M. , A. J. And-t, and . Sargent, Convergence of Least-Squares Learning Mechanisms in Self-Referential Linear Stochastic Models, Journal of Economic Theory, vol.48, pp.337-368, 1989.

M. , S. , and A. R. Tweedy, Markov Chains and Stochastic Stability, 1993.

N. , N. , A. Romm, and A. A. Zimper, The impact of statistical learning on violations of the surething principle, Journal of Risk and Uncertainty, vol.50, pp.97-115, 2015.

S. , H. , and A. M. Statman, Behavioral Finance in the Financial Crisis: Market efficiency, Minsky, and Keynes, Rethinking the Financial Crisis, 2012.

U. , R. , and A. T. Wang, Model Misspecification and Underdiversification, Journal of Finance, vol.58, pp.2465-2486, 2003.

Z. , A. , and A. W. Ma, Bayesian learning withmultiple priors and non-vanishing ambiguity, Economic Theory, vol.10, pp.169-188