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 1 6 28 291
Differentiability of the value function in continuous-time economic models 0 0 0 43 6 8 16 177
Differentiability of the value function without interiority assumptions 0 0 1 178 0 2 23 475
Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming 0 0 1 23 2 8 21 43
Housing Prices and Credit Constraints in Competitive Search 0 0 0 67 1 6 24 151
Housing prices and credit constraints in competitive search 0 0 0 76 0 3 22 156
Housing prices and credit constraints in competitive search 0 1 1 17 0 7 20 53
Markov Perfect Nash Equilibrium in stochastic differential games as solution of a generalized Euler Equations System 0 0 0 43 0 1 6 156
Moving the Goalposts: Differentiability of the Value Function without Interiority Assumptions 0 0 0 5 0 1 4 74
New approach to stochastic optimal control and applications to economics 0 0 0 26 0 4 12 104
On one-dimensional stochastic control problems: applications to investment models 0 0 0 23 0 2 7 83
On the impossibility of representing infinite utility streams 0 0 0 36 2 3 7 155
Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates 0 0 0 160 1 2 10 623
Recursive Utility and Thompson Aggregators, I: Constructive Existence Theory for the Koopmans Equation 0 0 0 17 0 2 10 45
Recursive Utility and Thompson Aggregators, II: Uniqueness of the Recursive Utility Representation 0 0 0 15 3 5 15 59
Recursive Utility and Turnpike Theory for GMM Thompson Aggregators 0 0 0 14 0 2 10 46
Total Working Papers 0 1 3 801 16 62 235 2,691

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 0 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 0 2 13 191
Differentiability of the value function and Euler equation in non-concave discrete-time stochastic dynamic programming 0 0 0 3 0 5 14 48
Differentiability of the value function without interiority assumptions 0 0 3 64 2 7 31 231
Direct Method Comparing Efficient and Nonefficient Payoffs in Differential Games 0 0 0 0 0 1 10 16
Efficient Markov perfect Nash equilibria: theory and application to dynamic fishery games 0 1 2 52 0 5 12 166
Envelope theorem in dynamic economic models with recursive utility 0 0 0 12 1 5 13 63
Equilibrium strategies in a defined benefit pension plan game 0 1 4 7 1 5 17 41
Euler–Lagrange equations of stochastic differential games: application to a game of a productive asset 0 1 3 26 1 7 29 132
Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case 0 0 0 161 0 2 15 625
Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming 0 0 1 1 0 8 21 28
Housing Prices and Credit Constraints in Competitive Search 0 0 0 5 1 6 15 34
Housing Prices and Credit Constraints in Competitive Search 0 0 1 3 0 3 21 34
Identification of Efficient Subgame-Perfect Nash Equilibria in a Class of Differential Games1 0 0 0 1 0 4 11 16
Mean-variance portfolio and contribution selection in stochastic pension funding 0 0 0 21 0 5 9 87
Minimization of risks in pension funding by means of contributions and portfolio selection 0 0 0 69 0 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 0 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 0 1 14 85
Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates 0 0 1 31 1 4 15 108
Optimal investment decisions with a liability: The case of defined benefit pension plans 0 0 1 57 1 6 14 153
Optimal risk management in defined benefit stochastic pension funds 0 0 0 169 0 5 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 1 1 13 57
Recursive utility with unbounded aggregators 0 0 0 35 0 4 13 102
Stochastic Differential Games for Which the Open-Loop Equilibrium is Subgame Perfect 0 0 0 3 0 1 8 26
Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes 0 0 1 14 0 1 8 59
Thompson aggregators, Scott continuous Koopmans operators, and Least Fixed Point theory 0 0 0 3 0 4 12 23
Total Journal Articles 0 3 20 843 9 96 378 2,994

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Statistics updated 2026-06-04