28 books
Information Structures and Viable Price Systems (Classic Reprint)
A Theory of Continuous Trading When Lumpiness of Consumption Is Allowed (Classic Reprint)
Entry and Exit
Continuous Time Stopping Games (Classic Reprint)
Information Structure and Equilibrium Asset Prices (Classic Reprint)
An Overview of Modern Financial Economics (Classic Reprint)
Continuous Time Stopping Games with Monotone Reward Structures (Classic Reprint)
The Economics of Treasury Securities Markets
A Rational Anticipations General Equilibrium Asset Pricing Model
A Theory of Continuous Trading When Lumpiness of Consumption Is Allowed
On Intertemporal Preferences in Continuous Time
Optimal Consumption and Portfolio Rules with Durability and Local Substitution
An Overview of Modern Financial Economics
Optimal Consumption and Portfolio Rules with Durability and Habit Formation
On Intertemporal Preferences for Uncertain Consumption
Multiperiod Securities Markets with Differential Information
Optimal Consumption and Portfolio Policies with an Infinite Horizon
Optimal Consumption and Portfolio Rules with Local Substitution
Numerical Analysis of a Free-Boundary Singular Control Problem in Financial Economics
On Intertemporal Preferences with a Continuous Time Dimension II
Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans
A Note on the Necessary Condition for Linear Sharing and Separation
Consumption-Portfolio Policies
Information Structure and Equilibrium Asset Prices
