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person:"Munk, Claus"
subject:"Portfolio-Management"
~subject:"Decision under uncertainty"
~subject:"Stochastic process"
~type:"article"
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Munk, Claus
Fabozzi, Frank J.
74
Escudero, Laureano F.
39
Wong, Wing Keung
34
Escobar, Marcos
31
Korn, Ralf
31
Gollier, Christian
28
Račev, Svetlozar T.
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21
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21
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21
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20
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20
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19
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19
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18
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18
Grant, Simon
18
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18
Kit, Pong Wong
18
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18
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18
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18
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18
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18
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18
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17
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16
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16
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16
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16
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16
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16
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16
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Journal of economic dynamics & control
5
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3
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1
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1
European finance review : the official journal of the European Finance Association
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ECONIS (ZBW)
13
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1
Bequest motives in consumption-portfolio decisions with recursive utility
Kraft, Holger
;
Munk, Claus
;
Weiss, Farina
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013461758
Saved in:
2
Hedging recessions
Branger, Nicole
;
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012312632
Saved in:
3
Portfolio management with stochastic interest rates and inflation ambiguity
Munk, Claus
;
Rubtsov, Alexey
- In:
Annals of finance
10
(
2014
)
3
,
pp. 419-455
Persistent link: https://www.econbiz.de/10010399796
Saved in:
4
Asset allocation over the life cycle : how much do taxes matter?
Fischer, Marcel
;
Kraft, Holger
;
Munk, Claus
- In:
Journal of economic dynamics & control
37
(
2013
)
11
,
pp. 2217-2240
Persistent link: https://www.econbiz.de/10010196889
Saved in:
5
Long-run relations between labor income, stock prices, and house prices and their implications for household decisions
Ascheberg, Marius
;
Kraft, Holger
;
Munk, Claus
;
Weiss, Farina
- In:
Essays on empirical asset pricing, dynamic asset …
,
(pp. 97-146)
.
2013
Persistent link: https://www.econbiz.de/10010412567
Saved in:
6
Robust portfolio choice with ambiguity and learning about return predictability
Branger, Nicole
;
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1397-1411
Persistent link: https://www.econbiz.de/10009729098
Saved in:
7
The costs of suboptimal dynamic asset allocation : general results and applications to interest rate risk, stock volatility risk, and growth/value tilts
Larsen, Linda Sandris
;
Munk, Claus
- In:
Journal of economic dynamics & control
36
(
2012
)
2
,
pp. 266-293
Persistent link: https://www.econbiz.de/10009489609
Saved in:
8
Dynamic asset allocation with stochastic income and interest rates
Munk, Claus
;
Sørensen, Carsten
- In:
Journal of financial economics
96
(
2010
)
3
,
pp. 433-462
Persistent link: https://www.econbiz.de/10003991270
Saved in:
9
Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences
Munk, Claus
- In:
Journal of economic dynamics & control
32
(
2008
)
11
,
pp. 3560-3589
Persistent link: https://www.econbiz.de/10003780974
Saved in:
10
Optimal consumption and investment strategies with stochastic interest rates
Munk, Claus
;
Sørensen, Carsten
- In:
Journal of banking & finance
28
(
2004
)
8
,
pp. 1987-2013
Persistent link: https://www.econbiz.de/10002118373
Saved in:
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