A two-period model with portfolio choice: understanding results from different solution methods
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Publication:485593
DOI10.1016/J.ECONLET.2014.05.028zbMATH Open1302.91177OpenAlexW2147167865MaRDI QIDQ485593FDOQ485593
Authors: Katrin Rabitsch, Serhiy Stepanchuk 
Publication date: 12 January 2015
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2014.05.028
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Cites Work
- The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments
- A method for solving general equilibrium models with incomplete markets and many financial assets
- Solving dynamic general equilibrium models using a second-order approximation to the policy function
- Country portfolio dynamics
- Stationary Equilibria in Asset-Pricing Models with Incomplete Markets and Collateral
- Asymptotic methods for asset market equilibrium analysis
- A two-period model with portfolio choice: understanding results from different solution methods
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