Optimal consumption and investment strategies with stochastic interest rates

Claus Munk, Carsten Sørensen

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalJournal of Banking & Finance
Volume28
Issue number8
Pages (from-to)1987-2013
ISSN0378-4266
Publication statusPublished - 2004

Cite this

@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",

}

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 journalJournal articleResearchpeer-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 -