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.
BibTeX
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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| 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)