Production and Portfolio Choice under Jump-Diffusion Productivity Shocks

Published: 21 July 2026| Version 1 | DOI: 10.17632/hvmb8zkjx5.1
Contributor:
Camilo Castillo

Description

This replication package contains the Python source code used to reproduce the numerical simulations and figures reported in the article Production and Portfolio Choice under Jump-Diffusion Productivity Shocks. The package includes independent implementations for the CARA and CRRA utility specifications and does not require any external datasets, as all results are generated through computational simulations.

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Categories

Welfare, Optimal Control Theory, Input-Output Model

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