Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/102269 
Year of Publication: 
2014
Series/Report no.: 
FinMaP-Working Paper No. 6
Publisher: 
Kiel University, FinMaP - Financial Distortions and Macroeconomic Performance, Kiel
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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