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 0 3 5 268
Differentiability of the value function in continuous-time economic models 0 0 0 43 0 0 0 161
Differentiability of the value function without interiority assumptions 0 1 1 178 1 5 7 459
Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming 0 0 0 22 1 1 2 23
Housing Prices and Credit Constraints in Competitive Search 0 0 0 67 7 8 8 135
Housing prices and credit constraints in competitive search 0 0 0 16 3 3 3 36
Housing prices and credit constraints in competitive search 0 0 0 76 1 2 11 138
Markov Perfect Nash Equilibrium in stochastic differential games as solution of a generalized Euler Equations System 0 0 0 43 1 1 1 151
Moving the Goalposts: Differentiability of the Value Function without Interiority Assumptions 0 0 0 5 0 0 1 70
New approach to stochastic optimal control and applications to economics 0 0 1 26 1 1 2 93
On one-dimensional stochastic control problems: applications to investment models 0 0 0 23 0 0 2 77
On the impossibility of representing infinite utility streams 0 0 0 36 0 1 1 149
Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates 0 0 0 160 0 1 3 614
Recursive Utility and Thompson Aggregators, I: Constructive Existence Theory for the Koopmans Equation 0 0 0 17 3 3 4 39
Recursive Utility and Thompson Aggregators, II: Uniqueness of the Recursive Utility Representation 0 0 0 15 0 1 1 45
Recursive Utility and Turnpike Theory for GMM Thompson Aggregators 0 0 0 14 2 3 5 39
Total Working Papers 0 1 2 799 20 33 56 2,497

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 1 93
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 3 62 0 2 9 184
Differentiability of the value function and Euler equation in non-concave discrete-time stochastic dynamic programming 0 0 0 3 2 3 3 37
Differentiability of the value function without interiority assumptions 0 1 3 63 2 4 8 206
Direct Method Comparing Efficient and Nonefficient Payoffs in Differential Games 0 0 0 0 1 2 4 8
Efficient Markov perfect Nash equilibria: theory and application to dynamic fishery games 0 0 1 51 0 1 2 156
Envelope theorem in dynamic economic models with recursive utility 0 0 0 12 0 3 5 55
Equilibrium strategies in a defined benefit pension plan game 0 1 3 5 1 3 6 28
Euler–Lagrange equations of stochastic differential games: application to a game of a productive asset 0 1 3 25 2 6 16 118
Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case 0 0 0 161 1 3 5 615
Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming 0 0 1 1 0 1 9 12
Housing Prices and Credit Constraints in Competitive Search 0 0 1 5 4 5 14 26
Housing Prices and Credit Constraints in Competitive Search 0 1 2 3 5 7 15 21
Identification of Efficient Subgame-Perfect Nash Equilibria in a Class of Differential Games1 0 0 0 1 0 2 3 7
Mean-variance portfolio and contribution selection in stochastic pension funding 0 0 0 21 0 0 2 80
Minimization of risks in pension funding by means of contributions and portfolio selection 0 0 0 69 1 2 2 171
New Approach to Stochastic Optimal Control 0 0 0 0 3 4 5 12
New Method to Characterize Subgame Perfect Nash Equilibria in Differential Games 0 0 0 0 0 0 0 5
On a PDE Arising in One-Dimensional Stochastic Control Problems 0 0 0 0 0 2 2 7
On the impossibility of representing infinite utility streams 0 0 0 13 2 4 8 78
Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates 0 0 0 30 0 3 3 96
Optimal investment decisions with a liability: The case of defined benefit pension plans 0 0 0 56 0 0 2 139
Optimal risk management in defined benefit stochastic pension funds 0 0 0 169 0 0 0 340
Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance 0 0 0 2 1 2 3 47
Recursive utility with unbounded aggregators 0 0 0 35 1 2 3 91
Stochastic Differential Games for Which the Open-Loop Equilibrium is Subgame Perfect 0 0 0 3 0 1 2 20
Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes 0 0 0 13 0 0 1 51
Thompson aggregators, Scott continuous Koopmans operators, and Least Fixed Point theory 0 0 0 3 1 1 4 14
Total Journal Articles 0 4 17 834 28 64 137 2,717

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Statistics updated 2025-12-06