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

@inproceedings{Rabitsch2014ATM,
  title={A two-period model with portfolio choice: Understanding results from different solution methods},
  author={Katrin Rabitsch and Serhiy Stepanchuk},
  year={2014}
}
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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