Foundations for Financial Economics
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Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans
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On Intertemporal Preferences with a Continuous Time Dimension II: The Case of Uncertainty
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Optimal Consumption and Portfolio Rules with Local Substitution
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On Intertemporal Preferences with a Continuous Time Dimension II: The Case of Uncertainty
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Optimal Consumption and Portfolio Rules with Durability and Habit Formation
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Continuous time stopping games
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Optimal Consumption and Portfolio Rules with Local Substitution
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Optimal Consumption and Portfolio Rules with Durability and Local Substitution
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On Intertemporal Preferences for Uncertain Consumption: A Continuous Time Approach
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Multiperiod Securities Markets With Differential Information: Martingales and Resolution Times
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Consumption-portfolio Policies: An Inverse Optimal Problem
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Optimal Consumption and Portfolio Policies With an Infinite Horizon: Existence and Convergence
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Continuous time stopping games
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Multiperiod Securities Markets With Differential Information: Martingales and Resolution Times
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Multiperiod Securities Markets With Differential Information: Martingales and Resolution Times
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The Treasury Bill Auction and the When-issued Market
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A note on the necessary condition for linear sharing and separation
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An overview of modern financial economics
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The Economics of Treasury Securities Markets
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A rational anticipations general equilibrium asset pricing model: the case of diffusion information
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Information structures and viable price systems
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A Theory of Continuous Trading When Lumpiness of Consumption Is Allowed (Classic Reprint)
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On intertemporal preferences in continuous time: the case of certainty
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Information structure and equilibrium asset prices
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On Intertemporal Preferences in Continuous Time: The Case of Certainty
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