Optimal consumption and investment strategies with stochastic interest rates

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@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",

}

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 -