Dynamic Asset Allocation with Stochastic Income and Interest Rates

Claus Munk, Carsten Sørensen

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalJournal of Financial Economics
Volume96
Issue number3
Pages (from-to)433-462
ISSN0304-405X
DOIs
Publication statusPublished - 2010

Cite this

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title = "Dynamic Asset Allocation with Stochastic Income and Interest Rates",
author = "Claus Munk and Carsten S{\o}rensen",
year = "2010",
doi = "10.1016/j.jfineco.2010.01.004",
language = "English",
volume = "96",
pages = "433--462",
journal = "Journal of Financial Economics",
issn = "0304-405X",
publisher = "Elsevier",
number = "3",

}

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

In: Journal of Financial Economics, Vol. 96, No. 3, 2010, p. 433-462 .

Research output: Contribution to journalJournal articleResearchpeer-review

TY - JOUR

T1 - Dynamic Asset Allocation with Stochastic Income and Interest Rates

AU - Munk, Claus

AU - Sørensen, Carsten

PY - 2010

Y1 - 2010

U2 - 10.1016/j.jfineco.2010.01.004

DO - 10.1016/j.jfineco.2010.01.004

M3 - Journal article

VL - 96

SP - 433

EP - 462

JO - Journal of Financial Economics

JF - Journal of Financial Economics

SN - 0304-405X

IS - 3

ER -