A two-period model with portfolio choice: Understanding results from different solution methods
Work
Year: 2014
Type: article
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 th... more
Source: Economics Letters
Authors Katrin Rabitsch, Serhiy Stepanchuk
Institutions University of Vienna, Vienna University of Economics and Business, École Polytechnique Fédérale de Lausanne
Cites: 18
Cited by: 2
Related to: 10
FWCI: 0.363
Citation percentile (by year/subfield): 64.2
Subfield: Finance
Domain: Social Sciences
Open Access status: hybrid
APC paid (est): $2,690