Work

Optimal consumption and investment strategies with stochastic interest rates

Year: 2003

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2003.07.002

Authors: Claus Munk, Carsten Sørensen

Institutions: University of Southern Denmark, Copenhagen Business School

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Copenhagen Business School

OpenAlex ID: W1604073885

FWCI: 7.155

Cites: 51

Cited by: 113

Related to: 10