The Markov chain approximation approach for numerical solution of stochastic control problems: experiences from Merton's problem. - Claus Munk (Appl. Math. Comput., 2003)

Optimal Housing, Consumption, and Investment Decisions over the Life Cycle. - Holger Kraft; Claus Munk (Manag. Sci., 2011)

Equilibrium in securities markets with heterogeneous investors and unspanned income risk. - Peter Ove Christensen; Kasper Larsen; Claus Munk (J. Econ. Theory, 2012)

Solving Constrained Consumption-Investment Problems by Simulation of Artificial Market Strategies. - Björn Bick; Holger Kraft; Claus Munk (Manag. Sci., 2013)

How Do Interest-Only Mortgages Affect Consumption and Saving over the Life Cycle? - Linda Sandris Larsen; Claus Munk; Rikke Sejer Nielsen; Jesper Rangvid (Manag. Sci., 2024)