Quotation Rabitsch, Katrin and Stepanchuk, Serhiy. 2014. A two-period model with portfolio choice: Understanding results from different solution methods. Economics Letters 124 (2), 239-242.


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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.

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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Journal article
Journal Economics Letters
Citation Index SSCI
WU Journalrating 2009 A
WU-Journal-Rating new FIN-A, STRAT-B, VW-B, WH-B
Language English
Title A two-period model with portfolio choice: Understanding results from different solution methods
Volume 124
Number 2
Year 2014
Page from 239
Page to 242
Reviewed? Y
URL http://dx.doi.org/10.1016/j.econlet.2014.05.028
DOI http://dx.doi.org/10.1016/j.econlet.2014.05.028

Associations

Projects
FinMaP: Financial Distortions and Macroeconomic Performance
People
Rabitsch-Schilcher, Katrin (Details)
External
Stepanchuk, Serhiy (Ecole Politechnique Federale de Lausanne, Switzerland)
Organization
Department of Economics DP (Details)
Department of Economics (Kubin) (Details)
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