Details about Juan Pablo Rincón-Zapatero

Access statistics for papers by Juan Pablo Rincón-Zapatero.

Last updated 2009-10-08. Update your information in the RePEc Author Service.

Short-id: pri108

Working Papers

2008

1. Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates
   Economics Working Papers, Universidad Carlos III, Departamento de Economía

2007

2. Differentiability of the value function without interiority assumptions
   Economics Working Papers, Universidad Carlos III, Departamento de Economía
   Also in Working Papers, University of Miami, Department of Economics
   See also Journal Article in Journal of Economic Theory (2009)
3. On the impossibility of representing infinite utility streams
   Economics Working Papers, Universidad Carlos III, Departamento de Economía
   See also Journal Article in Economic Theory (2009)

2005

4. New approach to stochastic optimal control and applications to economics
   Economics Working Papers, Universidad Carlos III, Departamento de Economía

Journal Articles

2009

1. Corrigendum to "Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case" Econometrica, Vol. 71, No. 5 (September, 2003), 1519-1555
   Econometrica, 2009, 77, (1), 317-318
2. Differentiability of the value function without interiority assumptions
   Journal of Economic Theory, 2009, 144, (5), 1948-1964 View citations
   See also Working Paper (2007)
3. On the impossibility of representing infinite utility streams
   Economic Theory, 2009, 40, (1), 47-56
   See also Working Paper (2007)

2008

4. Mean-variance portfolio and contribution selection in stochastic pension funding
   European Journal of Operational Research, 2008, 187, (1), 120-137 View citations

2007

5. Recursive utility with unbounded aggregators
   Economic Theory, 2007, 33, (2), 381-391 View citations

2006

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

2005

7. Efficient Markov perfect Nash equilibria: theory and application to dynamic fishery games
   Journal of Economic Dynamics and Control, 2005, 29, (6), 1073-1096 View citations

2004

8. Characterization of Markovian equilibria in a class of differential games
   Journal of Economic Dynamics and Control, 2004, 28, (7), 1243-1266
9. Optimal risk management in defined benefit stochastic pension funds
   Insurance: Mathematics and Economics, 2004, 34, (3), 489-503 View citations

2003

10. Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case
    Econometrica, 2003, 71, (5), 1519-1555 View citations

2001

11. Minimization of risks in pension funding by means of contributions and portfolio selection
    Insurance: Mathematics and Economics, 2001, 29, (1), 35-45 View citations