Optimal consumption and investment strategies in dynamic stochastic economies

Carsten Sørensen, Claus Munk

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

Original languageEnglish
Title of host publicationStochastic Economic Dynamics
EditorsBjarne S. Jensen, Tapio Palokangas
Number of pages46
Place of PublicationFrederiksberg
PublisherCopenhagen Business School Press
Publication date2007
Pages271-316
ISBN (Print)9788763001854
Publication statusPublished - 2007

Cite this

Sørensen, C., & Munk, C. (2007). Optimal consumption and investment strategies in dynamic stochastic economies. In B. S. Jensen, & T. Palokangas (Eds.), Stochastic Economic Dynamics (pp. 271-316). Frederiksberg: Copenhagen Business School Press.
Sørensen, Carsten ; Munk, Claus. / Optimal consumption and investment strategies in dynamic stochastic economies. Stochastic Economic Dynamics. editor / Bjarne S. Jensen ; Tapio Palokangas. Frederiksberg : Copenhagen Business School Press, 2007. pp. 271-316
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title = "Optimal consumption and investment strategies in dynamic stochastic economies",
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author = "Carsten S{\o}rensen and Claus Munk",
year = "2007",
language = "English",
isbn = "9788763001854",
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}

Sørensen, C & Munk, C 2007, Optimal consumption and investment strategies in dynamic stochastic economies. in BS Jensen & T Palokangas (eds), Stochastic Economic Dynamics. Copenhagen Business School Press, Frederiksberg, pp. 271-316.

Optimal consumption and investment strategies in dynamic stochastic economies. / Sørensen, Carsten; Munk, Claus.

Stochastic Economic Dynamics. ed. / Bjarne S. Jensen; Tapio Palokangas. Frederiksberg : Copenhagen Business School Press, 2007. p. 271-316.

Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

TY - CHAP

T1 - Optimal consumption and investment strategies in dynamic stochastic economies

AU - Sørensen, Carsten

AU - Munk, Claus

PY - 2007

Y1 - 2007

KW - udenforområde

KW - Stokastiske processer

KW - Matematisk økonomi

M3 - Book chapter

SN - 9788763001854

SP - 271

EP - 316

BT - Stochastic Economic Dynamics

A2 - Jensen, Bjarne S.

A2 - Palokangas, Tapio

PB - Copenhagen Business School Press

CY - Frederiksberg

ER -

Sørensen C, Munk C. Optimal consumption and investment strategies in dynamic stochastic economies. In Jensen BS, Palokangas T, editors, Stochastic Economic Dynamics. Frederiksberg: Copenhagen Business School Press. 2007. p. 271-316