Dynamic Asset Allocation with Stochastic Income and Interest Rates

Claus Munk, Carsten Sørensen

Research output: Contribution to conference without publisher/journalPaperResearchpeer-review

Original languageEnglish
Publication date2007
Number of pages50
Publication statusPublished - 2007
EventEuropean Finance Association - Zürich, Switzerland
Duration: 23. Aug 200626. Aug 2006
Conference number: 33

Conference

ConferenceEuropean Finance Association
Number33
CountrySwitzerland
CityZürich
Period23/08/200626/08/2006

Cite this

Munk, C., & Sørensen, C. (2007). Dynamic Asset Allocation with Stochastic Income and Interest Rates. Paper presented at European Finance Association, Zürich, Switzerland.
Munk, Claus ; Sørensen, Carsten. / Dynamic Asset Allocation with Stochastic Income and Interest Rates. Paper presented at European Finance Association, Zürich, Switzerland.50 p.
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title = "Dynamic Asset Allocation with Stochastic Income and Interest Rates",
author = "Claus Munk and Carsten S{\o}rensen",
year = "2007",
language = "English",
note = "null ; Conference date: 23-08-2006 Through 26-08-2006",

}

Munk, C & Sørensen, C 2007, 'Dynamic Asset Allocation with Stochastic Income and Interest Rates', Paper presented at European Finance Association, Zürich, Switzerland, 23/08/2006 - 26/08/2006.

Dynamic Asset Allocation with Stochastic Income and Interest Rates. / Munk, Claus; Sørensen, Carsten.

2007. Paper presented at European Finance Association, Zürich, Switzerland.

Research output: Contribution to conference without publisher/journalPaperResearchpeer-review

TY - CONF

T1 - Dynamic Asset Allocation with Stochastic Income and Interest Rates

AU - Munk, Claus

AU - Sørensen, Carsten

PY - 2007

Y1 - 2007

M3 - Paper

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Munk C, Sørensen C. Dynamic Asset Allocation with Stochastic Income and Interest Rates. 2007. Paper presented at European Finance Association, Zürich, Switzerland.