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). Copenhagen Business School Press.