Claus Munk

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

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2013

Solving Constrained Consumption-Investment Problems by Simulation of Artificial Market Strategies.

Björn Bick, Holger Kraft, Claus Munk

Manag. Sci., 2013

2012

Equilibrium in securities markets with heterogeneous investors and unspanned income risk.

Peter Ove Christensen, Kasper Larsen, Claus Munk

J. Econ. Theory, 2012

2011

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

Holger Kraft, Claus Munk

Manag. Sci., 2011

2003

The Markov chain approximation approach for numerical solution of stochastic control problems: experiences from Merton's problem.

Claus Munk

Appl. Math. Comput., 2003