Claus Munk
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Copenhagen Business School
Research profile
author of:
- Options in Compensation: Promises and Pitfalls (RePEc:bla:joares:v:52:y:2014:i:3:p:703-732)
by Christian Riis Flor & Hans Frimor & Claus Munk - The Design and Welfare Implications of Mandatory Pension Plans (RePEc:cup:jfinqa:v:58:y:2023:i:8:p:3420-3449_7)
by Larsen, Linda S. & Munk, Claus - Hedging recessions (RePEc:eee:dyncon:v:107:y:2019:i:c:2)
by Branger, Nicole & Larsen, Linda Sandris & Munk, Claus - Optimal consumption/investment policies with undiversifiable income risk and liquidity constraints (RePEc:eee:dyncon:v:24:y:2000:i:9:p:1315-1343)
by Munk, Claus - Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good (RePEc:eee:dyncon:v:28:y:2003:i:2:p:209-253)
by Damgaard, Anders & Fuglsbjerg, Brian & Munk, Claus - Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences (RePEc:eee:dyncon:v:32:y:2008:i:11:p:3560-3589)
by Munk, Claus - The costs of suboptimal dynamic asset allocation: General results and applications to interest rate risk, stock volatility risk, and growth/value tilts (RePEc:eee:dyncon:v:36:y:2012:i:2:p:266-293)
by Larsen, Linda Sandris & Munk, Claus - Asset allocation over the life cycle: How much do taxes matter? (RePEc:eee:dyncon:v:37:y:2013:i:11:p:2217-2240)
by Fischer, Marcel & Kraft, Holger & Munk, Claus - Predictors and portfolios over the life cycle (RePEc:eee:jbfina:v:100:y:2019:i:c:p:1-27)
by Kraft, Holger & Munk, Claus & Weiss, Farina - A mean-variance benchmark for household portfolios over the life cycle (RePEc:eee:jbfina:v:116:y:2020:i:c:s037842662030100x)
by Munk, Claus - Bequest motives in consumption-portfolio decisions with recursive utility (RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000280)
by Kraft, Holger & Munk, Claus & Weiss, Farina - Optimal consumption and investment strategies with stochastic interest rates (RePEc:eee:jbfina:v:28:y:2004:i:8:p:1987-2013)
by Munk, Claus & Sorensen, Carsten - Bond durations: Corporates vs. Treasuries (RePEc:eee:jbfina:v:31:y:2007:i:12:p:3720-3741)
by Kraft, Holger & Munk, Claus - Robust portfolio choice with ambiguity and learning about return predictability (RePEc:eee:jbfina:v:37:y:2013:i:5:p:1397-1411)
by Branger, Nicole & Larsen, Linda Sandris & Munk, Claus - Equilibrium in securities markets with heterogeneous investors and unspanned income risk (RePEc:eee:jetheo:v:147:y:2012:i:3:p:1035-1063)
by Christensen, Peter Ove & Larsen, Kasper & Munk, Claus - Dynamic asset allocation with stochastic income and interest rates (RePEc:eee:jfinec:v:96:y:2010:i:3:p:433-462)
by Munk, Claus & Sørensen, Carsten - Price bounds on bond options, swaptions, caps, and floors assuming only nonnegative interest rates (RePEc:eee:reveco:v:11:y:2002:i:4:p:335-347)
by Munk, Claus - Dynamic asset allocation under mean-reverting returns, stochastic interest rates, and inflation uncertainty: Are popular recommendations consistent with rational behavior? (RePEc:eee:reveco:v:13:y:2004:i:2:p:141-166)
by Munk, Claus & Sorensen, Carsten & Nygaard Vinther, Tina - Optimal Consumption and Investment Strategies with Stochastic Interest Rates (RePEc:hhs:cbsfin:2000_009)
by Sørensen, Carsten & Munk, Claus - Portfolio Choice under Inflation: Are Popular Recommendations Consistent with Rational Behavior? (RePEc:hhs:cbsfin:2001_006)
by Munk, Claus & Sørensen, Carsten & Vinther, Tina Nygaard - Optimal Housing, Consumption, and Investment Decisions over the Life Cycle (RePEc:inm:ormnsc:v:57:y:2011:i:6:p:1025-1041)
by Holger Kraft & Claus Munk - Solving Constrained Consumption-Investment Problems by Simulation of Artificial Market Strategies (RePEc:inm:ormnsc:v:59:y:2013:i:2:p:485-503)
by Björn Bick & Holger Kraft & Claus Munk - Portfolio management with stochastic interest rates and inflation ambiguity (RePEc:kap:annfin:v:10:y:2014:i:3:p:419-455)
by Claus Munk & Alexey Rubtsov - Stochastic duration and fast coupon bond option pricing in multi-factor models (RePEc:kap:revdev:v:3:y:1999:i:2:p:157-181)
by Claus Munk - Housing Habits and Their Implications for Life-Cycle Consumption and Investment
[The evolution of homeownership rates in selected OECD countries: demographic and public policy influences] (RePEc:oup:revfin:v:22:y:2018:i:5:p:1737-1762.)
by Holger Kraft & Claus Munk & Sebastian Wagner - The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices (RePEc:oup:revfin:v:3:y:1999:i:3:p:347-388.)
by Claus Munk - Fixed Income Modelling (RePEc:oxp:obooks:9780198716440)
by Munk, Claus - Financial Asset Pricing Theory (RePEc:oxp:obooks:9780198716457)
by Munk, Claus - Fixed Income Modelling (RePEc:oxp:obooks:9780199575084)
by Munk, Claus - Optimal Consumption/Investment Choice with Undiversifiable Income Risk: Numerical Solution (RePEc:sce:scecf7:134)
by Claus Munk - Consumption habits and humps (RePEc:spr:joecth:v:64:y:2017:i:2:d:10.1007_s00199-016-0984-1)
by Holger Kraft & Claus Munk & Frank Thomas Seifried & Sebastian Wagner - Solving life-cycle problems with biometric risk by artificial insurance markets (RePEc:taf:sactxx:v:2022:y:2022:i:4:p:307-327)
by Christoph Hambel & Holger Kraft & Claus Munk - Optimal Consumption/Investment Policies with Undiversifiable Income Risk and Borrowing Constraints (RePEc:wpa:wuwpfi:9712003)
by Claus Munk - No-Arbitrage Bounds on Contingent Claims Prices with Convex Constraints on the Dollar Investments of the Hedge Portfolio (RePEc:wpa:wuwpfi:9712006)
by Claus Munk - The Markov Chain Approximation Approach for Numerical Solution of Stochastic Control Problems: Experiences from Merton's Problem (RePEc:wpa:wuwpfi:9802002)
by Claus Munk - Predictors and portfolios over the life cycle: Skill vs. luck (RePEc:zbw:safewp:139)
by Kraft, Holger & Munk, Claus & Weiss, Farina - Consumption habits and humps (RePEc:zbw:safewp:15)
by Kraft, Holger & Munk, Claus & Seifried, Frank Thomas & Wagner, Sebastian - Consumption and wage humps in a life-cycle model with education (RePEc:zbw:safewp:53)
by Kraft, Holger & Munk, Claus & Seifried, Frank Thomas & Steffensen, Mogens - Housing habits and their implications for life-cycle consumption and investment (RePEc:zbw:safewp:85)
by Kraft, Holger & Munk, Claus & Wagner, Sebastian