Claus Munk

According to our database1, Claus Munk authored at least 4 papers between 2003 and 2013.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2013
Solving Constrained Consumption-Investment Problems by Simulation of Artificial Market Strategies.
Management Science, 2013

2012
Equilibrium in securities markets with heterogeneous investors and unspanned income risk.
J. Economic Theory, 2012

2011
Optimal Housing, Consumption, and Investment Decisions over the Life Cycle.
Management Science, 2011

2003
The Markov chain approximation approach for numerical solution of stochastic control problems: experiences from Merton's problem.
Applied Mathematics and Computation, 2003


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