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Claus Munk
Publication Activity (10 Years)
Years Active: 2003-2013
Publications (10 Years): 0
Top Topics
Constrained Problems
Risk Averse
Algebraic Equations
Market Clearing
Top Venues
Manag. Sci.
J. Econ. Theory
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Publications
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Björn Bick
,
Holger Kraft
,
Claus Munk
Solving Constrained Consumption-Investment Problems by Simulation of Artificial Market Strategies.
Manag. Sci.
59 (2) (2013)
Peter Ove Christensen
,
Kasper Larsen
,
Claus Munk
Equilibrium in securities markets with heterogeneous investors and unspanned income risk.
J. Econ. Theory
147 (3) (2012)
Holger Kraft
,
Claus Munk
Optimal Housing, Consumption, and Investment Decisions over the Life Cycle.
Manag. Sci.
57 (6) (2011)
Claus Munk
The Markov chain approximation approach for numerical solution of stochastic control problems: experiences from Merton's problem.
Appl. Math. Comput.
136 (1) (2003)