Access Statistics for Juan Pablo Rincón-Zapatero

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Differentiability of the Value Function without Interiority Assumptions 0 0 0 58 3 13 27 290
Differentiability of the value function in continuous-time economic models 0 0 0 43 2 6 10 171
Differentiability of the value function without interiority assumptions 0 0 1 178 2 6 23 475
Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming 0 0 1 23 2 10 20 41
Housing Prices and Credit Constraints in Competitive Search 0 0 0 67 5 5 23 150
Housing prices and credit constraints in competitive search 0 0 0 76 3 7 24 156
Housing prices and credit constraints in competitive search 1 1 1 17 7 7 20 53
Markov Perfect Nash Equilibrium in stochastic differential games as solution of a generalized Euler Equations System 0 0 0 43 0 2 6 156
Moving the Goalposts: Differentiability of the Value Function without Interiority Assumptions 0 0 0 5 0 3 4 74
New approach to stochastic optimal control and applications to economics 0 0 0 26 3 4 12 104
On one-dimensional stochastic control problems: applications to investment models 0 0 0 23 2 3 7 83
On the impossibility of representing infinite utility streams 0 0 0 36 0 1 5 153
Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates 0 0 0 160 1 6 10 622
Recursive Utility and Thompson Aggregators, I: Constructive Existence Theory for the Koopmans Equation 0 0 0 17 2 4 10 45
Recursive Utility and Thompson Aggregators, II: Uniqueness of the Recursive Utility Representation 0 0 0 15 2 3 12 56
Recursive Utility and Turnpike Theory for GMM Thompson Aggregators 0 0 0 14 2 3 10 46
Total Working Papers 1 1 3 801 36 83 223 2,675

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Characterization of Markovian equilibria in a class of differential games 0 0 0 28 1 1 5 97
Corrigendum to "Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case" Econometrica, Vol. 71, No. 5 (September, 2003), 1519-1555 0 0 2 62 2 3 13 191
Differentiability of the value function and Euler equation in non-concave discrete-time stochastic dynamic programming 0 0 0 3 4 6 14 48
Differentiability of the value function without interiority assumptions 0 0 3 64 2 9 29 229
Direct Method Comparing Efficient and Nonefficient Payoffs in Differential Games 0 0 0 0 1 2 10 16
Efficient Markov perfect Nash equilibria: theory and application to dynamic fishery games 0 1 2 52 4 7 12 166
Envelope theorem in dynamic economic models with recursive utility 0 0 0 12 4 4 12 62
Equilibrium strategies in a defined benefit pension plan game 1 2 4 7 3 8 16 40
Euler–Lagrange equations of stochastic differential games: application to a game of a productive asset 0 1 3 26 5 8 28 131
Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case 0 0 0 161 0 4 15 625
Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming 0 0 1 1 7 9 21 28
Housing Prices and Credit Constraints in Competitive Search 0 0 1 3 1 6 21 34
Housing Prices and Credit Constraints in Competitive Search 0 0 0 5 5 6 14 33
Identification of Efficient Subgame-Perfect Nash Equilibria in a Class of Differential Games1 0 0 0 1 4 6 12 16
Mean-variance portfolio and contribution selection in stochastic pension funding 0 0 0 21 4 5 9 87
Minimization of risks in pension funding by means of contributions and portfolio selection 0 0 0 69 1 1 5 174
New Approach to Stochastic Optimal Control 0 0 0 0 0 0 9 17
New Method to Characterize Subgame Perfect Nash Equilibria in Differential Games 0 0 0 0 2 2 10 15
On a PDE Arising in One-Dimensional Stochastic Control Problems 0 0 0 0 0 0 8 13
On the impossibility of representing infinite utility streams 0 0 0 13 1 2 14 85
Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates 0 1 1 31 2 8 14 107
Optimal investment decisions with a liability: The case of defined benefit pension plans 0 0 1 57 4 5 13 152
Optimal risk management in defined benefit stochastic pension funds 0 0 0 169 5 8 13 353
Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance 0 0 1 3 0 3 12 56
Recursive utility with unbounded aggregators 0 0 0 35 3 4 13 102
Stochastic Differential Games for Which the Open-Loop Equilibrium is Subgame Perfect 0 0 0 3 1 2 8 26
Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes 0 0 1 14 1 2 8 59
Thompson aggregators, Scott continuous Koopmans operators, and Least Fixed Point theory 0 0 0 3 3 4 12 23
Total Journal Articles 1 5 20 843 70 125 370 2,985

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Statistics updated 2026-05-06