"Recursive utility for Thompson aggregators: Uniqueness via concave operator theory and iterative approximations" with Robert A. Becker. Communications in Optimization Theory, Vol. 2025 (2025), Article ID 43, pp. 1-39.

"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.