Stochastic Differential Utility

Brownian Motion and Stochastic Calculus

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Optimization by Vector Space Methods

1970 • 6,346 citations

Markov Processes: Characterization and Convergence.

1987 • 4,826 citations

Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework

1989 • 4,242 citations

An intertemporal asset pricing model with stochastic consumption and investment opportunities

1979 • 2,786 citations

Deterministic and Stochastic Optimal Control.

1976 • 2,757 citations

Viscosity solutions of Hamilton-Jacobi equations

1983 • 2,628 citations

Habit Formation: A Resolution of the Equity Premium Puzzle

1990 • 2,223 citations

Temporal Resolution of Uncertainty and Dynamic Choice Theory

1978 • 1,849 citations

Controlled Diffusion Processes

1980 • 1,343 citations

A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox

1983 • 627 citations

Intertemporally Dependent Preferences and the Volatility of Consumption and Wealth

1989 • 553 citations

Time preference, the consumption function, and optimum asset holdings

1989 • 453 citations

Optimal growth with many consumers

1984 • 384 citations

IMPLEMENTING ARROW-DEBREU EQUILIBRIA BY CONTINUOUS TRADING OF FEW LONG-LIVED SECURITIES

2005 • 370 citations

‘First-order’ risk aversion and the equity premium puzzle

1990 • 286 citations

The Representation of Functionals of Brownian Motion by Stochastic Integrals

1970 • 242 citations

Stationary cardinal utility and optimal growth under uncertainty

1983 • 218 citations

5. The Price Equilibrium Existence Problem in Topological Vector Lattices

2016 • 218 citations

Portfolio choice with non-expected utility in continuous time

1989 • 147 citations

The Global Stability of Efficient Intertemporal Allocations

1987 • 131 citations

Fully nonlinear, uniformly elliptic equations under natural structure conditions

1983 • 127 citations

The Structure of Intertemporal Preferences under Uncertainty and Time Consistent Plans

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Optimal Consumption‐Portfolio Policies With Habit Formation¹

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Smooth preferences and the approximate expected utility hypothesis

1987 • 31 citations