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CLAUS MUNK

Professor
Department of Finance
Copenhagen Business School
Denmark

Professor Business and Management
Biography

Claus Munk holds a PhD in economics (1997) and an MSc in Mathematics-Economics (1993) from the University of Southern Denmark, and has held various academic positions at both the University of Southern Denmark and Aarhus University. His primary research areas are asset allocation, general asset pricing theory, financial derivatives, and the application of numerical methods in finance. His research has been published in journals such as Journal of Financial Economics, Management Science, Journal of Economic Theory, Journal of Banking and Finance, European Finance Review, and Journal of Economic Dynamics and Control. He is also the author of the book 'Fixed Income Modelling' that was published by Oxford University Press in 2011.

Research Intrest

" Investment and consumption decisions of individuals and households Asset allocation Asset pricing theory"

List of Publications
Bick, B., Kraft, H., & Munk, C. (2013). Solving Constrained Consumption-Investment Problems by Simulation of Artificial Market Strategies. Management Science, 37(5), 1397-1411.
Munk, C., & Sørensen, C. (2010). Dynamic Asset Allocation with Stochastic Income and Interest Rates. Journal of Financial Economics, 96(3), 433-462.
"Christensen, P.O., Larsen, K., & Munk, C. (2012). Equilibrium in Securities Markets with Heterogeneous Agents and Unspanned Income Risk. Journal of Economic Theory, 147(3), 1035-1063. "

Global Scientific Words in Business and Management

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