The following pages link to Claus Munk (Q375482):
Displaying 14 items.
- Stochastic duration and fast coupon bond option pricing in multi-factor models (Q375483) (← links)
- The costs of suboptimal dynamic asset allocation: general results and applications to interest rate risk, stock volatility risk, and growth/value tilts (Q413330) (← links)
- Portfolio management with stochastic interest rates and inflation ambiguity (Q481372) (← links)
- Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good (Q951456) (← links)
- The Markov chain approximation approach for numerical solution of stochastic control problems: experiences from Merton's problem. (Q1856015) (← links)
- Asset allocation over the life cycle: how much do taxes matter? (Q1994153) (← links)
- Hedging recessions (Q2338516) (← links)
- Consumption habits and humps (Q2403450) (← links)
- Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences (Q2654415) (← links)
- (Q3606195) (← links)
- The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices * (Q4526200) (← links)
- Optimal Housing, Consumption, and Investment Decisions over the Life Cycle (Q5198879) (← links)
- Housing Habits and Their Implications for Life-Cycle Consumption and Investment* (Q5237871) (← links)
- Solving life-cycle problems with biometric risk by artificial insurance markets (Q5865316) (← links)
