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

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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Year of publication:	2014
Authors:	Rabitsch, Katrin ; Stepanchuk, Serhiy
Published in:	Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 124.2014, 2, p. 239-242
Publisher:	Elsevier
Subject:	Country portfolios \| Solution methods \| Size of uncertainty

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Type of publication:	Article
Classification:	E44 - Financial Markets and the Macroeconomy ; F41 - Open Economy Macroeconomics ; G11 - Portfolio Choice ; G15 - International Financial Markets
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010933294