Dynamic Asset Allocation with Stochastic Income and Interest Rates

Claus Munk, Carsten Sørensen

Research output: Contribution to conferencePaperResearch

Original languageEnglish
Publication date2005
Publication statusPublished - 2005
Event33rd Annual Meeting of the European Finance Association (EFA 2006) - Zurich, Switzerland
Duration: 23 Aug 200626 Aug 2006
Conference number: 33

Conference

Conference33rd Annual Meeting of the European Finance Association (EFA 2006)
Number33
CountrySwitzerland
CityZurich
Period23/08/200626/08/2006

Cite this

Munk, C., & Sørensen, C. (2005). Dynamic Asset Allocation with Stochastic Income and Interest Rates. Paper presented at 33rd Annual Meeting of the European Finance Association (EFA 2006), Zurich, Switzerland.
Munk, Claus ; Sørensen, Carsten. / Dynamic Asset Allocation with Stochastic Income and Interest Rates. Paper presented at 33rd Annual Meeting of the European Finance Association (EFA 2006), Zurich, Switzerland.
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title = "Dynamic Asset Allocation with Stochastic Income and Interest Rates",
keywords = "Portef{\o}ljeanalyse, Portef{\o}ljestyring, Renterisiko, Asset allocation, Hedging",
author = "Claus Munk and Carsten S{\o}rensen",
note = "Sider: 52; null ; Conference date: 23-08-2006 Through 26-08-2006",
year = "2005",
language = "English",

}

Munk, C & Sørensen, C 2005, 'Dynamic Asset Allocation with Stochastic Income and Interest Rates' Paper presented at, Zurich, Switzerland, 23/08/2006 - 26/08/2006, .

Dynamic Asset Allocation with Stochastic Income and Interest Rates. / Munk, Claus; Sørensen, Carsten.

2005. Paper presented at 33rd Annual Meeting of the European Finance Association (EFA 2006), Zurich, Switzerland.

Research output: Contribution to conferencePaperResearch

TY - CONF

T1 - Dynamic Asset Allocation with Stochastic Income and Interest Rates

AU - Munk, Claus

AU - Sørensen, Carsten

N1 - Sider: 52

PY - 2005

Y1 - 2005

KW - Porteføljeanalyse

KW - Porteføljestyring

KW - Renterisiko

KW - Asset allocation

KW - Hedging

M3 - Paper

ER -

Munk C, Sørensen C. Dynamic Asset Allocation with Stochastic Income and Interest Rates. 2005. Paper presented at 33rd Annual Meeting of the European Finance Association (EFA 2006), Zurich, Switzerland.