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

C-Tier
Journal: Economics Letters
Year: 2014
Volume: 124
Issue: 2
Pages: 239-242

Authors (2)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:124:y:2014:i:2:p:239-242
Journal Field
General
Author Count
2
Added to Database
2026-01-29