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On Intertemporal Preferences in Continuous Time: The Case of Certainty
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References

  • 1971Utility Theory for Decision Making2,460 cited
  • 1990Habit Formation: A Resolution of the Equity Premium Puzzle2,129 cited
  • 1973Optimal Growth with Intertemporally Dependent Preferences593 cited
  • 1989Intertemporally Dependent Preferences and the Volatility of Consumption and Wealth527 cited
  • 1986The Price Equilibrium Existence Problem in Topological Vector Lattices254 cited
  • 1975A model of equilibrium with differentiated commodities213 cited
  • 2012Realization Utility with Reference-Dependent Preferences169 cited
  • 2010On irreversible investment144 cited

Cited by

  • 2001Evolutionary dynamics on infinite strategy spaces182 cited
  • 2008Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets103 cited
  • 1993Optimal Consumption and Portfolio Rules with Durability and Local Substitution99 cited
  • 2001Risk Aversion in International Relations Theory80 cited
  • 2004High-Water Marks: High Risk Appetites? Convex Compensation, Long Horizons, and Portfolio Choice58 cited
  • 2003American Options, Multi–armed Bandits, and Optimal Consumption Plans: A Unifying View50 cited
  • 2002Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs

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41 cited
  • 2004Market clearing, utility functions, and securities prices26 cited
  • 2000Non-time additive utility optimization—the case of certainty24 cited
  • 2001Probabilistic Aspects of Financial Risk23 cited
  • 2022Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players19 cited
  • 2014Ratchet consumption over finite and infinite planning horizons18 cited
  • 1997Optimal consumption and portfolio rules with durability and habit formation17 cited
  • 2010Risk Preferences and their Robust Representation0 cited