"Recursive utility for Thompson aggregators: Uniqueness via concave operator theory and iterative approximations" with Robert A. Becker. Communications in Optimization Theory, forthcoming.

"Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming". Theoretical Economics, Volume 19, Issue 3, Pages 1223-1260, 2024. A previous draft, which contains some proofs not in the final version of the paper is UC3M Working Paper. Series Economics 22-07

"Housing pricing and credit constraints in competitive search", with Antonia Díaz and Belén Jerez. The Economic Journal Vol. 134, Issue 657, Pages 220-270, 2024.

"Thompson aggregators, Scott continuous Koopmans operators, and Least Fixed Point Theory", with Robert A. Becker. Mathematical Social Sciences, 112, 84-97, 2021.

"Differentiability of the value function and Euler equation in non-concave discrete time stochastic dynamic programming". Economic Theory Bulletin 8, 79-88, 2020.

"Equilibrium strategies in a defined benefit pension plan game", with Ricardo Josa-Fombellida. European Journal of Operational Research 275(1), 374-386, 2019.

"Certainty equivalence principle in stochastic differential games: an inverse problem approach", with Ricardo Josa-Fombellida. Optimal Control Applications and Methods 40(3), 545-557, 2019.

"Stochastic differential games for which the open-loop equilibrium is subgame perfect", with Ricardo Josa-Fombellida. Dynamic Games and Applications 8(2), 379-400, 2018.

"Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance", with Ricardo Josa-Fombellida and Paula López-Casado. Insurance: Mathematics and Economics 82(Sep), 73-86, 2018.

"Envelope Theorem in dynamic economic models with recursive utility", with Yanyun Zhao. Economics Letters 163(Feb), 10-12, 2018. See also the Appendix.

"Euler-Lagrange equations of stochastic differential games: application to a game of a productive asset", with Ricardo Josa-Fombellida. Economic Theory 59(1), 61-108, 2015.

"Differentiability of the value function in continuous-time economic models", with Manuel S Santos. Journal of Mathematical Analysis and Applications 394(1), 305-323, 2012.

"Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes", with Ricardo Josa-Fombellida. European Journal of Operational Research 220(2) 404–413, 2012.

"Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates", with Ricardo Josa-Fombellida. European Journal of Operational Research 201(1), 211–221, 2010.

"On a PDE arising in one-dimensional stochastic control problems", with Ricardo Josa-Fombellida. Journal of Optimization Theory and Applications 147(1), 1-26, 2010.

"Hopf-Lax formula for variational problems with non-constant discount". Journal of Geometric Mechanics 1(3), 357-368, 2009.

"Differentiability of the value function without interiority assumptions", with Manuel S Santos. Journal of Economic Theory 144(5), 1948-1964, 2009.

"On the impossibility of representing infinite utility streams", with Juan A Crespo and Carmelo Núñez. Economic Theory 40(1), 47-56, 2009.

"Mean-variance portfolio and contribution selection in stochastic pension funding", with Ricardo Josa-Fombellida. European Journal of Operational Research 187(1), 120-137, 2008.

"Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings", with Ricardo Josa-Fombellida. Computers & Operations Research 35(1), 47-65, 2008.

"Recursive utility with unbounded aggregators", with Carlos Rodríguez-Palmero. Economic Theory 33(2), 381-391, 2007.

"New approach to stochastic optimal control", with Ricardo Josa-Fombellida. Journal of Optimization Theory and Applications 135(1), 163-177, 2007.

"Optimal investment decisions with a liability: The case of defined benefit pension plans", with Ricardo Josa-Fombellida. Insurance: Mathematics and Economics 39(1), 81-98, 2006.

"Efficient Markov perfect Nash equilibria: Theory and application to dynamic fishery games", with Guiomar Martín-Herrán. Journal of Economic Dynamics and Control 29(6), 1073-1096, 2005.

"Characterization of Markovian equilibria in a class of differential games". Journal of Economic Dynamics and Control 28(7), 1243-1266, 2004.

"Optimal risk management in defined-benefit stochastic pension funds", with Ricardo Josa-Fombellida. Insurance: Mathematics and Economics 34(3), 489-503, 2004.

"Direct method comparing efficient and nonefficient payoffs in differential games", with Guiomar Martín-Herrán. Journal of Optimization Theory and Applications 119(2), 695-405, 2003.

"Existence and uniqueness of solutions to the Bellman equation in the unbounded case", with Carlos Rodríguez-Palmero. Econometrica 71(5), 1519-1555, 2003. See also a "Corrigendum". Econometrica 77, 317-318, 2009.

"Minimization of risks in pension funding by means of contributions and portfolio selection", with Ricardo Josa-Fombellida. Insurance: Mathematics and Economics 29(1), 35-45, 2001.

"Identification of efficient subgame-perfect Nash equilibria in a class of differential games", with Guiomar Martín-Herrán and Julia Martínez. Journal of Optimization Theory and Applications 104(1) 235-242, 2000.

"New method to characterize subgame perfect Nash equilibria in differential games", with Guiomar Martín-Herrán and Julia Martínez. Journal of Optimization Theory and Applications 96(2), 377-395, 1998.