Claus Munk

Available identifiers

Publication	Date of Publication	Type
Solving life-cycle problems with biometric risk by artificial insurance markets	2022-06-13	Paper
Hedging recessions	2019-11-21	Paper
Housing Habits and Their Implications for Life-Cycle Consumption and Investment*	2019-10-25	Paper
Asset allocation over the life cycle: how much do taxes matter?	2018-11-01	Paper
Consumption habits and humps	2017-09-08	Paper
Portfolio management with stochastic interest rates and inflation ambiguity	2014-12-12	Paper
Stochastic duration and fast coupon bond option pricing in multi-factor models	2013-10-30	Paper
Equilibrium in securities markets with heterogeneous investors and unspanned income risk	2012-05-14	Paper
The costs of suboptimal dynamic asset allocation: general results and applications to interest rate risk, stock volatility risk, and growth/value tilts	2012-05-04	Paper
Optimal Housing, Consumption, and Investment Decisions over the Life Cycle	2011-08-09	Paper
Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences	2010-01-19	Paper
https://portal.mardi4nfdi.de/entity/Q3606195	2009-02-26	Paper
Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good	2008-10-24	Paper
The Markov chain approximation approach for numerical solution of stochastic control problems: experiences from Merton's problem.	2003-01-28	Paper
The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices *	2002-09-22	Paper

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