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 1 27 292
Differentiability of the value function in continuous-time economic models 0 0 0 43 2 2 18 179
Differentiability of the value function without interiority assumptions 0 0 1 178 0 0 21 475
Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming 0 0 1 23 1 1 22 44
Housing Prices and Credit Constraints in Competitive Search 0 0 0 67 1 1 25 152
Housing prices and credit constraints in competitive search 0 0 0 76 0 1 21 157
Housing prices and credit constraints in competitive search 0 0 1 17 0 2 22 55
Markov Perfect Nash Equilibrium in stochastic differential games as solution of a generalized Euler Equations System 0 0 0 43 0 0 6 156
Moving the Goalposts: Differentiability of the Value Function without Interiority Assumptions 0 0 0 5 1 3 7 77
New approach to stochastic optimal control and applications to economics 0 0 0 26 1 1 13 105
On one-dimensional stochastic control problems: applications to investment models 0 0 0 23 0 2 8 85
On the impossibility of representing infinite utility streams 0 0 0 36 0 0 7 155
Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates 0 0 0 160 0 0 10 623
Recursive Utility and Thompson Aggregators, I: Constructive Existence Theory for the Koopmans Equation 0 0 0 17 0 0 9 45
Recursive Utility and Thompson Aggregators, II: Uniqueness of the Recursive Utility Representation 0 0 0 15 0 0 15 59
Recursive Utility and Turnpike Theory for GMM Thompson Aggregators 0 0 0 14 0 1 11 47
Total Working Papers 0 0 3 801 6 15 242 2,706

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 6 98
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 0 62 0 1 10 192
Differentiability of the value function and Euler equation in non-concave discrete-time stochastic dynamic programming 0 1 1 4 0 3 17 51
Differentiability of the value function without interiority assumptions 0 0 2 64 2 3 32 234
Direct Method Comparing Efficient and Nonefficient Payoffs in Differential Games 0 0 0 0 0 1 11 17
Efficient Markov perfect Nash equilibria: theory and application to dynamic fishery games 0 0 1 52 0 0 11 166
Envelope theorem in dynamic economic models with recursive utility 0 0 0 12 0 0 11 63
Equilibrium strategies in a defined benefit pension plan game 0 0 3 7 0 0 16 41
Euler–Lagrange equations of stochastic differential games: application to a game of a productive asset 0 0 2 26 0 1 21 133
Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case 0 0 0 161 1 1 14 626
Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming 0 0 0 1 0 2 19 30
Housing Prices and Credit Constraints in Competitive Search 0 1 2 4 0 1 21 35
Housing Prices and Credit Constraints in Competitive Search 0 0 0 5 1 2 15 36
Identification of Efficient Subgame-Perfect Nash Equilibria in a Class of Differential Games1 0 0 0 1 0 0 11 16
Mean-variance portfolio and contribution selection in stochastic pension funding 0 0 0 21 0 0 7 87
Minimization of risks in pension funding by means of contributions and portfolio selection 0 0 0 69 0 0 5 174
New Approach to Stochastic Optimal Control 0 0 0 0 0 1 10 18
New Method to Characterize Subgame Perfect Nash Equilibria in Differential Games 0 0 0 0 0 0 10 15
On a PDE Arising in One-Dimensional Stochastic Control Problems 0 0 0 0 0 1 9 14
On the impossibility of representing infinite utility streams 0 0 0 13 0 1 12 86
Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates 0 0 1 31 0 2 17 110
Optimal investment decisions with a liability: The case of defined benefit pension plans 0 0 1 57 0 0 14 153
Optimal risk management in defined benefit stochastic pension funds 0 0 0 169 0 0 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 0 12 57
Recursive utility with unbounded aggregators 0 0 0 35 0 0 13 102
Stochastic Differential Games for Which the Open-Loop Equilibrium is Subgame Perfect 0 0 0 3 0 1 8 27
Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes 0 0 1 14 0 1 9 60
Thompson aggregators, Scott continuous Koopmans operators, and Least Fixed Point theory 0 0 0 3 0 1 11 24
Total Journal Articles 0 2 15 845 4 24 365 3,018

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Statistics updated 2026-09-10