| Original language | English |
|---|---|
| Journal | Journal of Banking & Finance |
| Volume | 28 |
| Issue number | 8 |
| Pages (from-to) | 1987-2013 |
| ISSN | 0378-4266 |
| Publication status | Published - 2004 |
Cite this
Munk, C., & Sørensen, C. (2004). Optimal consumption and investment strategies with stochastic interest rates. Journal of Banking & Finance, 28(8), 1987-2013.
@article{4bbe5460c02111db9769000ea68e967b,
title = "Optimal consumption and investment strategies with stochastic interest rates",
keywords = "Renter, Rentetilskrivning, Investeringsplanl{\ae}gning, Hedging, Dynamic asset allocation, Term structure of interest rates",
author = "Claus Munk and Carsten S{\o}rensen",
year = "2004",
language = "English",
volume = "28",
pages = "1987--2013",
journal = "Journal of Banking & Finance",
issn = "0378-4266",
publisher = "Elsevier",
number = "8",
}
Munk, C & Sørensen, C 2004, 'Optimal consumption and investment strategies with stochastic interest rates', Journal of Banking & Finance, vol. 28, no. 8, pp. 1987-2013.
Optimal consumption and investment strategies with stochastic interest rates. / Munk, Claus; Sørensen, Carsten.
In: Journal of Banking & Finance, Vol. 28, No. 8, 2004, p. 1987-2013.Research output: Contribution to journal › Journal article › Research › peer-review
TY - JOUR
T1 - Optimal consumption and investment strategies with stochastic interest rates
AU - Munk, Claus
AU - Sørensen, Carsten
PY - 2004
Y1 - 2004
KW - Renter
KW - Rentetilskrivning
KW - Investeringsplanlægning
KW - Hedging
KW - Dynamic asset allocation
KW - Term structure of interest rates
M3 - Journal article
VL - 28
SP - 1987
EP - 2013
JO - Journal of Banking & Finance
JF - Journal of Banking & Finance
SN - 0378-4266
IS - 8
ER -
Munk C, Sørensen C. Optimal consumption and investment strategies with stochastic interest rates. Journal of Banking & Finance. 2004;28(8):1987-2013.