Concepedia
Statistics
Publications
32
Citations
1.5K
H-Index
22
Active since
1998
Affiliations
Copenhagen Business School(Current)
University of Southern Denmark
Goethe University Frankfurt
Aarhus University
Odense Municipality
Claus Munk is an author at Copenhagen Business School specializing in economics, finance, and business.
Top concepts
FinanceBusinessEconomicsAsset PricingFinancial EconomicsManagementAsset AllocationEconomic AnalysisEmpirical FinancePortfolio Selection
Publications per year
1998–2023
Dynamic asset allocation with stochastic income and interest rates
Claus Munk, Carsten Sørensen · Journal of Financial Economics · 2010 · 204 citations
Economics, Financial Economics, Asset Pricing +6
Optimal consumption and investment strategies with stochastic interest rates
Claus Munk, Carsten Sørensen · Journal of Banking & Finance · 2003 · 115 citations
Optimal Consumption, Economics, Term Structure Model +5
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
Empirical Finance, Economics, Asset Pricing +11
Robust portfolio choice with ambiguity and learning about return predictability
Nicole Branger, Linda Sandris Larsen, Claus Munk · Journal of Banking & Finance · 2012 · 104 citations
Mathematical Programming, Economics, Portfolio Optimization +10
Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences
Claus Munk · Journal of Economic Dynamics and Control · 2008 · 101 citations
Economics, Financial Economics, Asset Pricing +13
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