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Details about Juan Pablo Rincón-Zapatero

E-mail:
Homepage:http://www.eco.uc3m.es/~jrincon
Workplace:Departamento de Economía (Department of Economics), Universidad Carlos III de Madrid (Carlos III University of Madrid), (more information at EDIRC)

Access statistics for papers by Juan Pablo Rincón-Zapatero.

Last updated 2019-10-10. Update your information in the RePEc Author Service.

Short-id: pri108


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Working Papers

2019

  1. Housing Prices and Credit Constraints in Competitive Search
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads

2018

  1. Recursive Utility and Thompson Aggregators, I: Constructive Existence Theory for the Koopmans Equation
    CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington Downloads
  2. Recursive Utility and Thompson Aggregators, II: Uniqueness of the Recursive Utility Representation
    CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington Downloads

2010

  1. Differentiability of the Value Function in Continuous–Time Economic Models
    Working Papers, University of Miami, Department of Economics Downloads View citations (2)
    Also in UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía (2010) Downloads View citations (1)

2008

  1. Markov Perfect Nash Equilibrium in stochastic differential games as solution of a generalized Euler Equations System
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads
  2. On one-dimensional stochastic control problems: applications to investment models
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads
  3. Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads
    See also Journal Article in European Journal of Operational Research (2010)

2007

  1. Differentiability of the Value Function without Interiority Assumptions
    Working Papers, University of Miami, Department of Economics View citations (1)
    Also in UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía (2007) Downloads View citations (5)

    See also Journal Article in Journal of Economic Theory (2009)
  2. Moving the Goalposts: Differentiability of the Value Function without Interiority Assumptions
    Working Papers, University of Miami, Department of Economics Downloads View citations (1)
  3. On the impossibility of representing infinite utility streams
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads View citations (9)
    See also Journal Article in Economic Theory (2009)

2005

  1. New approach to stochastic optimal control and applications to economics
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads

Journal Articles

2019

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

2018

  1. Envelope theorem in dynamic economic models with recursive utility
    Economics Letters, 2018, 163, (C), 10-12 Downloads View citations (1)
  2. Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance
    Insurance: Mathematics and Economics, 2018, 82, (C), 73-86 Downloads
  3. Stochastic Differential Games for Which the Open-Loop Equilibrium is Subgame Perfect
    Dynamic Games and Applications, 2018, 8, (2), 379-400 Downloads

2015

  1. Euler–Lagrange equations of stochastic differential games: application to a game of a productive asset
    Economic Theory, 2015, 59, (1), 61-108 Downloads

2012

  1. Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes
    European Journal of Operational Research, 2012, 220, (2), 404-413 Downloads View citations (10)

2010

  1. On a PDE Arising in One-Dimensional Stochastic Control Problems
    Journal of Optimization Theory and Applications, 2010, 147, (1), 1-26 Downloads
  2. Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates
    European Journal of Operational Research, 2010, 201, (1), 211-221 Downloads View citations (16)
    See also Working Paper (2008)

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 Downloads View citations (1)
  2. Differentiability of the value function without interiority assumptions
    Journal of Economic Theory, 2009, 144, (5), 1948-1964 Downloads View citations (12)
    See also Working Paper (2007)
  3. On the impossibility of representing infinite utility streams
    Economic Theory, 2009, 40, (1), 47-56 Downloads View citations (12)
    See also Working Paper (2007)

2008

  1. Mean-variance portfolio and contribution selection in stochastic pension funding
    European Journal of Operational Research, 2008, 187, (1), 120-137 Downloads View citations (19)

2007

  1. New Approach to Stochastic Optimal Control
    Journal of Optimization Theory and Applications, 2007, 135, (1), 163-177 Downloads
  2. Recursive utility with unbounded aggregators
    Economic Theory, 2007, 33, (2), 381-391 Downloads View citations (16)

2006

  1. Optimal investment decisions with a liability: The case of defined benefit pension plans
    Insurance: Mathematics and Economics, 2006, 39, (1), 81-98 Downloads View citations (11)

2005

  1. Efficient Markov perfect Nash equilibria: theory and application to dynamic fishery games
    Journal of Economic Dynamics and Control, 2005, 29, (6), 1073-1096 Downloads View citations (5)

2004

  1. Characterization of Markovian equilibria in a class of differential games
    Journal of Economic Dynamics and Control, 2004, 28, (7), 1243-1266 Downloads View citations (5)
  2. Optimal risk management in defined benefit stochastic pension funds
    Insurance: Mathematics and Economics, 2004, 34, (3), 489-503 Downloads View citations (21)

2003

  1. Direct Method Comparing Efficient and Nonefficient Payoffs in Differential Games
    Journal of Optimization Theory and Applications, 2003, 119, (2), 395-405 Downloads
  2. Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case
    Econometrica, 2003, 71, (5), 1519-1555 Downloads View citations (33)

2001

  1. Minimization of risks in pension funding by means of contributions and portfolio selection
    Insurance: Mathematics and Economics, 2001, 29, (1), 35-45 Downloads View citations (19)

2000

  1. Identification of Efficient Subgame-Perfect Nash Equilibria in a Class of Differential Games1
    Journal of Optimization Theory and Applications, 2000, 104, (1), 235-242 Downloads

1998

  1. New Method to Characterize Subgame Perfect Nash Equilibria in Differential Games
    Journal of Optimization Theory and Applications, 1998, 96, (2), 377-395 Downloads View citations (5)
 
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