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. (doi:10.1016/j.econlet.2014.05.028).
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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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Accepted/In Press date: 26 May 2014
e-pub ahead of print date: 1 June 2014
Published date: August 2014
Organisations:
Economics
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Local EPrints ID: 402799
URI: http://eprints.soton.ac.uk/id/eprint/402799
ISSN: 0165-1765
PURE UUID: d20054ba-24df-4242-b990-223ecdea782c
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Date deposited: 15 Nov 2016 15:18
Last modified: 15 Mar 2024 03:26
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