Concepedia
Statistics
Publications
33
Citations
1.6K
H-Index
22
Active since
1998
Affiliations
Copenhagen Business School(Current)
University of Southern Denmark
Goethe University Frankfurt
Aarhus University
University of Münster
Claus Munk is an author at Copenhagen Business School specializing in economics, financial economics, and finance.
Publications per year
1998–2023
Dynamic asset allocation with stochastic income and interest rates
Claus Munk, Carsten Sørensen · Journal of Financial Economics · 2010 · 207 citations
Business, Economics, Finance +16
Optimal consumption and investment strategies with stochastic interest rates
Claus Munk, Carsten Sørensen · Journal of Banking & Finance · 2003 · 115 citations · Full text
Social Sciences, Economics, Finance +17
Dynamic asset allocation under mean-reverting returns, stochastic interest rates, and inflation uncertainty
Claus Munk, Carsten Sørensen, Tina Nygaard Vinther · International Review of Economics & Finance · 2003 · 110 citations
Robust portfolio choice with ambiguity and learning about return predictability
Nicole Branger, Linda Sandris Larsen, Claus Munk · Journal of Banking & Finance · 2012 · 108 citations
Business, Economics, Finance +14
Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences
Claus Munk · Journal of Economic Dynamics and Control · 2008 · 102 citations
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