According to our database1, Claus Munk authored at least 4 papers between 2003 and 2013.
Legend:Book In proceedings Article PhD thesis Other
Solving Constrained Consumption-Investment Problems by Simulation of Artificial Market Strategies.
Management Science, 2013
Equilibrium in securities markets with heterogeneous investors and unspanned income risk.
J. Economic Theory, 2012
Optimal Housing, Consumption, and Investment Decisions over the Life Cycle.
Management Science, 2011
The Markov chain approximation approach for numerical solution of stochastic control problems: experiences from Merton's problem.
Applied Mathematics and Computation, 2003