This project shows how to solve optimal portfolio problems in Dynare and Matlab. The optimal portfolio share may be chosen by agents to maximize expected utility, or by the government to maximize a social welfare function.
Solving for optimal portfolios using Dynare in Matlab.
This project shows how to solve optimal portfolio problems in Dynare and Matlab. The optimal portfolio share may be chosen by agents to maximize expected utility, or by the government to maximize a social welfare function.