Claus Munk

发表

Optimal Housing, Consumption, and Investment Decisions over the Life Cycle

Holger Kraft, Claus Munk, Claus Munk, 2011, Manag. Sci..

Uncertainty, Information, and Stochastic Processes

Claus Munk, 2013 .

The Markov chain approximation approach for numerical solution of stochastic control problems: experiences from Merton's problem

Claus Munk, 2003, Appl. Math. Comput..

Equilibrium in Securities Markets with Heterogeneous Investors and Unspanned Income Risk

Peter Ove Christensen, Claus Munk, Kasper Larsen, 2011, J. Econ. Theory.

Solving Life Cycle Problems With Biometric Risk by Artificial Insurance Markets

Holger Kraft, Claus Munk, Christoph Hambel, 2018 .

Solving Constrained Consumption-Investment Problems by Simulation of Artificial Market Strategies

Holger Kraft, Claus Munk, Björn Bick, 2012, Manag. Sci..

Stochastic duration and fast coupon bond option pricing in multi-factor models

Claus Munk, Claus Munk, 1998 .

Solving life-cycle problems with biometric risk by artificial insurance markets

Holger Kraft, Claus Munk, Christoph Hambel, 2021, Scandinavian Actuarial Journal.

Dynamic asset allocation with stochastic income and interest rates.

Claus Munk, Claus Munk, Carsten Sørensen, 2010 .

Dynamic asset allocation under mean-reverting returns, stochastic interest rates, and inflation uncertainty: Are popular recommendations consistent with rational behavior?

Claus Munk, Claus Munk, Carsten Sørensen, 2004 .

Portfolio and Consumption Choice with Stochastic Investment Opportunities and Habit Formation in Preferences

Claus Munk, Claus Munk, 2002 .

Fixed Income Modelling

Claus Munk, Claus Munk, 2011 .

No-Arbitrage Bounds on Contingent Claims Prices with Convex Constraints on the Dollar Investments of the Hedge Portfolio

Claus Munk, Claus Munk, 1997 .

The Valuation of Contingent Claims Under Portfolio Constraints: Reservation Buying and Selling Prices

Claus Munk, Claus Munk, 1998 .