Optimal Consumption and Portfolio Rules with Durability and Habit Formation

Principles of Economics

1890 • 10,033 citations

Optimum consumption and portfolio rules in a continuous-time model

1971 • 6,065 citations

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1983 • 2,628 citations

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Habit Formation: A Resolution of the Equity Premium Puzzle

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An Intertemporal General Equilibrium Model of Asset Prices

1985 • 2,096 citations

Numerical Methods for Stochastic Control Problems in Continuous Time

1990 • 1,492 citations

Controlled Diffusion Processes

1980 • 1,343 citations

Optimal Growth with Intertemporally Dependent Preferences

1973 • 614 citations

Intertemporally Dependent Preferences and the Volatility of Consumption and Wealth

1989 • 553 citations

Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications

1989 • 461 citations

Probability Methods for Approximations in Stochastic Control and for Elliptic Equations

1977 • 358 citations

Asset Prices in an Exchange Economy with Habit Formation

1991 • 261 citations

The Interaction Between Time-Nonseparable Preferences and Time Aggregation

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1988 • 189 citations

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1991 • 76 citations

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