Claus Munk

1.8k total citations
58 papers, 1.0k citations indexed

About

Claus Munk is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Claus Munk has authored 58 papers receiving a total of 1.0k indexed citations (citations by other indexed papers that have themselves been cited), including 43 papers in Finance, 43 papers in Economics and Econometrics and 17 papers in Accounting. Recurrent topics in Claus Munk's work include Stochastic processes and financial applications (33 papers), Economic theories and models (29 papers) and Financial Markets and Investment Strategies (26 papers). Claus Munk is often cited by papers focused on Stochastic processes and financial applications (33 papers), Economic theories and models (29 papers) and Financial Markets and Investment Strategies (26 papers). Claus Munk collaborates with scholars based in Denmark, Germany and United States. Claus Munk's co-authors include Carsten Sørensen, Holger Kraft, Linda Sandris Larsen, Nicole Branger, Alexey Rubtsov, Anders Damgaard, Kasper Larsen, Peter Christensen, Sebastian Wagner and Hans Frimor and has published in prestigious journals such as Journal of Financial Economics, Management Science and Journal of Accounting Research.

In The Last Decade

Claus Munk

54 papers receiving 954 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Claus Munk Denmark 16 701 606 365 273 145 58 1.0k
Holger Kraft Germany 19 858 1.2× 710 1.2× 241 0.7× 298 1.1× 260 1.8× 98 1.2k
Luca Benzoni United States 13 1.3k 1.8× 806 1.3× 363 1.0× 196 0.7× 75 0.5× 41 1.6k
Yeung L. Chan United States 5 612 0.9× 558 0.9× 203 0.6× 75 0.3× 109 0.8× 6 830
Christian Schlag Germany 15 817 1.2× 644 1.1× 254 0.7× 69 0.3× 81 0.6× 81 1.0k
Julien Hugonnier Switzerland 16 754 1.1× 521 0.9× 301 0.8× 56 0.2× 95 0.7× 48 953
Piero Gottardi Italy 16 342 0.5× 620 1.0× 236 0.6× 55 0.2× 106 0.7× 68 792
Nicole Branger Germany 14 554 0.8× 363 0.6× 78 0.2× 113 0.4× 120 0.8× 94 675
Pok‐sang Lam United States 10 528 0.8× 593 1.0× 153 0.4× 31 0.1× 58 0.4× 14 784
G. O. Bierwag United States 18 719 1.0× 442 0.7× 148 0.4× 101 0.4× 87 0.6× 47 894
John B. Donaldson United States 17 578 0.8× 1.0k 1.7× 344 0.9× 47 0.2× 41 0.3× 48 1.3k

Countries citing papers authored by Claus Munk

Since Specialization
Citations

This map shows the geographic impact of Claus Munk's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Claus Munk with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Claus Munk more than expected).

Fields of papers citing papers by Claus Munk

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Claus Munk. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Claus Munk. The network helps show where Claus Munk may publish in the future.

Co-authorship network of co-authors of Claus Munk

This figure shows the co-authorship network connecting the top 25 collaborators of Claus Munk. A scholar is included among the top collaborators of Claus Munk based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Claus Munk. Claus Munk is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Ernst, T J, Holger Kraft, & Claus Munk. (2024). Portfolio Choice with ETFs. SSRN Electronic Journal. 1 indexed citations
2.
Larsen, Linda Sandris, et al.. (2023). How Do Interest-Only Mortgages Affect Consumption and Saving over the Life Cycle?. Management Science. 70(3). 1970–1991. 4 indexed citations
3.
Larsen, Linda Sandris & Claus Munk. (2023). The Design and Welfare Implications of Mandatory Pension Plans. Journal of Financial and Quantitative Analysis. 58(8). 3420–3449. 6 indexed citations
4.
Munk, Claus. (2020). A mean-variance benchmark for household portfolios over the life cycle. Journal of Banking & Finance. 116. 105833–105833. 2 indexed citations
5.
Branger, Nicole, Linda Sandris Larsen, & Claus Munk. (2019). Hedging recessions. Journal of Economic Dynamics and Control. 107. 103715–103715. 3 indexed citations
6.
Kraft, Holger, et al.. (2019). Predictors and portfolios over the life cycle. Journal of Banking & Finance. 100. 1–27. 5 indexed citations
7.
Munk, Claus. (2015). Financial Asset Pricing Theory. CBS Research Portal (Copenhagen Business School). 2 indexed citations
8.
Munk, Claus. (2013). Financial Asset Pricing Theory. Oxford University Press eBooks. 39 indexed citations
9.
Kraft, Holger, Claus Munk, Frank Thomas Seifried, & Sebastian Wagner. (2013). Habits and Humps. SSRN Electronic Journal.
10.
Kraft, Holger, et al.. (2012). Asset Allocation Over the Life Cycle: How Much do Taxes Matter?. SSRN Electronic Journal. 1 indexed citations
11.
Kraft, Holger, et al.. (2011). Asset Allocation Over the Life Cycle: How Much Do Taxes Matter?. SSRN Electronic Journal. 1 indexed citations
12.
Kraft, Holger, et al.. (2009). Investment, Income, and Incompleteness. SSRN Electronic Journal. 5 indexed citations
13.
Munk, Claus & Carsten Sørensen. (2009). Dynamic Asset Allocation with Stochastic Income and Interest Rates. SSRN Electronic Journal. 37 indexed citations
14.
Kraft, Holger & Claus Munk. (2007). Bond durations: Corporates vs. Treasuries. Journal of Banking & Finance. 31(12). 3720–3741. 8 indexed citations
15.
Munk, Claus & Carsten Sørensen. (2003). Optimal consumption and investment strategies with stochastic interest rates. Journal of Banking & Finance. 28(8). 1987–2013. 74 indexed citations
16.
Munk, Claus. (2003). Dynamic Asset Allocation. University of Southern Denmark Research Portal (University of Southern Denmark). 15 indexed citations
17.
Munk, Claus. (2002). The Markov chain approximation approach for numerical solution of stochastic control problems: experiences from Merton’s problem. Applied Mathematics and Computation. 136(1). 47–77. 1 indexed citations
18.
19.
Munk, Claus & Carsten Sørensen. (2001). Optimal Consumption and Investment Strategies with Stochastic Interest Rates. SSRN Electronic Journal. 12 indexed citations
20.
Munk, Claus. (1998). Stochastic Duration and Fast Coupon Bond Option Pricing in Multi-Factor Models. SSRN Electronic Journal. 14 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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2026