Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/102269
Authors: 
Rabitsch, Katrin
Stepanchuk, Serhiy
Year of Publication: 
2014
Series/Report no.: 
FinMaP-Working Paper 6
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.
Subjects: 
Country Portfolios
Solution Methods
JEL: 
E44
F41
G11
G15
Document Type: 
Working Paper
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