Claus Munk

Claus Munk is a Professor at Copenhagen Business School's Department of Finance, where he researches dynamic asset allocation, life-cycle financial planning, and housing economics. His work employs stochastic modeling to analyze consumption-investment decisions under uncertainty.

Research interests focus on:

• Optimal portfolio strategies across life stages
• Housing market interactions with financial decisions
• Retirement savings mechanisms and decumulation
• Stochastic interest rate and income risk modeling
• Welfare implications of financial regulations

Publication analysis reveals consistent focus on life-cycle finance since 1998, with recent emphasis on retirement systems (2019), mortgage structures (2018), and ETF-based portfolios (2024). Methodologically, his work combines theoretical frameworks with empirical validation using household data.

Professor Munk maintains research collaborations with Goethe University Frankfurt economists and co-advises projects through Copenhagen Business School. His personal academic website is available at: http://sites.google.com/view/clausmunk/home