A two-period model with portfolio choice: Understanding results from different solution methods

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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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
Keywords:	Country portfolios / Solution methods / Size of uncertainty
Classification Codes:	JEL E44, F41, G11, G15
Divisions:	Departments > Volkswirtschaft > Außenwirtschaft und Entwicklung
Version of the Document:	Published
Variance from Published Version:	None
Depositing User:	ePub Administrator
Date Deposited:	01 Dec 2014 14:17
Last Modified:	29 Mar 2019 07:38
Related URLs:	Publisher
FIDES Link:	https://bach.wu.ac.at/d/research/results/67241/
URI:	https://epub.wu.ac.at/id/eprint/4395

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• A Two Period Model with Portfolio Choice: Understanding Results from Different Solution Methods. (deposited 29 Jan 2014 10:00)
  • A two-period model with portfolio choice: Understanding results from different solution methods. (deposited 01 Dec 2014 14:17) [Currently Displayed]

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