# Claus Munk

According to our database

Collaborative distances:

^{1}, Claus Munk authored at least 4 papers between 2003 and 2013.Collaborative distances:

## Timeline

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Book In proceedings Article PhD thesis Other## Links

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## 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