Rabitsch, Katrin and Stepanchuk, Serhiy (2014) A two-period model with portfolio choice: Understanding results from different solution methods. Economics Letters, 124 (2). pp. 239-242. ISSN 0165-1765
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Official URL: http://dx.doi.org/10.1016/j.econlet.2014.05.028
Abstract
Using a stylized two-period model we compare portfolio solutions from two local solution approaches - the approach of Judd and Guu (2001) and the approach of Devereux and Sutherland (2010, 2011) - with the true nonlinear portfolio solution.
Item Type: | Article |
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Keywords: | Country portfolios / Solution methods / Size of uncertainty |
Classification Codes: | JEL E44, F41, G11, G15 |
Divisions: | Departments > Volkswirtschaft > AuĂenwirtschaft und Entwicklung |
Version of the Document: | Published |
Variance from Published Version: | None |
Depositing User: | ePub Administrator |
Date Deposited: | 01 Dec 2014 15:17 |
Last Modified: | 19 Jul 2020 11:56 |
Related URLs: | |
FIDES Link: | https://bach.wu.ac.at/d/research/results/67241/ |
URI: | https://epub.wu.ac.at/id/eprint/4395 |
Available Versions of this Item
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A Two Period Model with Portfolio Choice: Understanding
Results from Different Solution Methods. (deposited 29 Jan 2014 11:00)
- A two-period model with portfolio choice: Understanding results from different solution methods. (deposited 01 Dec 2014 15:17) [Currently Displayed]
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