| Dynamic asset allocation with stochastic income and interest rates C Munk, C Sørensen Journal of Financial economics 96 (3), 433-462, 2010 | 291* | 2010 |
| Dynamic asset allocation under mean-reverting returns, stochastic interest rates, and inflation uncertainty: are popular recommendations consistent with rational behavior? C Munk, C Sørensen, TN Vinther International Review of Economics & Finance 13 (2), 141-166, 2004 | 184 | 2004 |
| Optimal consumption and investment strategies with stochastic interest rates C Munk, C Sørensen Journal of Banking & Finance 28 (8), 1987-2013, 2004 | 180 | 2004 |
| Optimal housing, consumption, and investment decisions over the life cycle H Kraft, C Munk Management Science 57 (6), 1025-1041, 2011 | 144 | 2011 |
| Financial asset pricing theory C Munk Oxford University Press, USA, 2013 | 139 | 2013 |
| Portfolio and consumption choice with stochastic investment opportunities and habit formation in preferences C Munk Journal of Economic Dynamics and Control 32 (11), 3560-3589, 2008 | 122 | 2008 |
| Stochastic duration and fast coupon bond option pricing in multi-factor models C Munk Review of Derivatives Research 3, 157-181, 1999 | 111 | 1999 |
| Robust portfolio choice with ambiguity and learning about return predictability N Branger, LS Larsen, C Munk Journal of Banking & Finance 37 (5), 1397-1411, 2013 | 95 | 2013 |
| Optimal consumption/investment policies with undiversifiable income risk and liquidity constraints C Munk Journal of Economic Dynamics and Control 24 (9), 1315-1343, 2000 | 92 | 2000 |
| Financial markets and investments C Munk Copenhagen, Denmark: Lecture notes, 2018 | 80 | 2018 |
| Fixed income modelling C Munk Oxford University Press, USA, 2011 | 70 | 2011 |
| Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good A Damgaard, B Fuglsbjerg, C Munk Journal of Economic Dynamics and Control 28 (2), 209-253, 2003 | 68 | 2003 |
| The costs of suboptimal dynamic asset allocation: General results and applications to interest rate risk, stock volatility risk, and growth/value tilts LS Larsen, C Munk Journal of Economic Dynamics and Control 36 (2), 266-293, 2012 | 63 | 2012 |
| Solving constrained consumption–investment problems by simulation of artificial market strategies B Bick, H Kraft, C Munk Management Science 59 (2), 485-503, 2013 | 58 | 2013 |
| Portfolio management with stochastic interest rates and inflation ambiguity C Munk, A Rubtsov Annals of Finance 10, 419-455, 2014 | 57 | 2014 |
| Consumption habits and humps H Kraft, C Munk, FT Seifried, S Wagner Economic Theory 64, 305-330, 2017 | 42 | 2017 |
| Equilibrium in securities markets with heterogeneous investors and unspanned income risk PO Christensen, K Larsen, C Munk Journal of Economic Theory 147 (3), 1035-1063, 2012 | 42 | 2012 |
| Housing habits and their implications for life-cycle consumption and investment H Kraft, C Munk, S Wagner Review of Finance 22 (5), 1737-1762, 2018 | 37 | 2018 |
| The Markov chain approximation approach for numerical solution of stochastic control problems: experiences from Merton’s problem C Munk Applied Mathematics and Computation 136 (1), 47-77, 2003 | 30 | 2003 |
| Options in compensation: Promises and pitfalls CR Flor, H Frimor, C Munk Journal of Accounting Research 52 (3), 703-732, 2014 | 29 | 2014 |
Peter FeldhütterProfessor of FinanceVerified email at feldhutter.com
