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

by Katrin Rabitsch and Serhiy Stepanchuk

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
Publisher:	Kiel : Univ.
Subject:	Country Portfolios \| Solution Methods \| Portfolio-Management \| Portfolio selection \| Kapitalmarktrendite \| Capital market returns \| Prognoseverfahren \| Forecasting model

Extent:	Online-Ressource (12 S.) graph. Darst.
Series:	Finmap working paper. - Kiel : Univ., ZDB-ID 2785854-6. - Vol. 6
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature
Language:	English
Notes:	Systemvoraussetzung: Acrobat Reader
Other identifiers:	hdl:10419/102269 [Handle]
Classification:	E44 - Financial Markets and the Macroeconomy ; F41 - Open Economy Macroeconomics ; G11 - Portfolio Choice ; G15 - International Financial Markets
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10010406866