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 8 17 22 285
Differentiability of the value function in continuous-time economic models 0 0 0 43 4 8 8 169
Differentiability of the value function without interiority assumptions 0 0 1 178 4 14 21 473
Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming 0 1 1 23 4 12 14 35
Housing Prices and Credit Constraints in Competitive Search 0 0 0 67 0 10 18 145
Housing prices and credit constraints in competitive search 0 0 0 16 0 10 13 46
Housing prices and credit constraints in competitive search 0 0 0 76 4 15 22 153
Markov Perfect Nash Equilibrium in stochastic differential games as solution of a generalized Euler Equations System 0 0 0 43 1 4 5 155
Moving the Goalposts: Differentiability of the Value Function without Interiority Assumptions 0 0 0 5 2 3 3 73
New approach to stochastic optimal control and applications to economics 0 0 0 26 0 7 8 100
On one-dimensional stochastic control problems: applications to investment models 0 0 0 23 1 4 5 81
On the impossibility of representing infinite utility streams 0 0 0 36 0 3 4 152
Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates 0 0 0 160 5 7 9 621
Recursive Utility and Thompson Aggregators, I: Constructive Existence Theory for the Koopmans Equation 0 0 0 17 2 4 8 43
Recursive Utility and Thompson Aggregators, II: Uniqueness of the Recursive Utility Representation 0 0 0 15 1 9 10 54
Recursive Utility and Turnpike Theory for GMM Thompson Aggregators 0 0 0 14 1 5 8 44
Total Working Papers 0 1 2 800 37 132 178 2,629

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 3 4 96
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 1 5 11 189
Differentiability of the value function and Euler equation in non-concave discrete-time stochastic dynamic programming 0 0 0 3 1 6 9 43
Differentiability of the value function without interiority assumptions 0 1 4 64 4 18 25 224
Direct Method Comparing Efficient and Nonefficient Payoffs in Differential Games 0 0 0 0 1 7 9 15
Efficient Markov perfect Nash equilibria: theory and application to dynamic fishery games 0 0 1 51 2 5 7 161
Envelope theorem in dynamic economic models with recursive utility 0 0 0 12 0 3 8 58
Equilibrium strategies in a defined benefit pension plan game 1 1 4 6 4 8 13 36
Euler–Lagrange equations of stochastic differential games: application to a game of a productive asset 0 0 2 25 2 7 22 125
Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case 0 0 0 161 2 8 13 623
Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming 0 0 1 1 1 8 13 20
Housing Prices and Credit Constraints in Competitive Search 0 0 2 3 3 10 21 31
Housing Prices and Credit Constraints in Competitive Search 0 0 1 5 1 2 13 28
Identification of Efficient Subgame-Perfect Nash Equilibria in a Class of Differential Games1 0 0 0 1 2 5 8 12
Mean-variance portfolio and contribution selection in stochastic pension funding 0 0 0 21 0 2 4 82
Minimization of risks in pension funding by means of contributions and portfolio selection 0 0 0 69 0 2 4 173
New Approach to Stochastic Optimal Control 0 0 0 0 0 5 9 17
New Method to Characterize Subgame Perfect Nash Equilibria in Differential Games 0 0 0 0 0 8 8 13
On a PDE Arising in One-Dimensional Stochastic Control Problems 0 0 0 0 0 6 8 13
On the impossibility of representing infinite utility streams 0 0 0 13 1 6 13 84
Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates 1 1 1 31 5 8 11 104
Optimal investment decisions with a liability: The case of defined benefit pension plans 0 1 1 57 0 8 8 147
Optimal risk management in defined benefit stochastic pension funds 0 0 0 169 3 8 8 348
Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance 0 1 1 3 3 9 12 56
Recursive utility with unbounded aggregators 0 0 0 35 0 7 9 98
Stochastic Differential Games for Which the Open-Loop Equilibrium is Subgame Perfect 0 0 0 3 1 5 7 25
Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes 0 1 1 14 1 7 8 58
Thompson aggregators, Scott continuous Koopmans operators, and Least Fixed Point theory 0 0 0 3 0 5 8 19
Total Journal Articles 2 6 21 840 38 181 293 2,898

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Statistics updated 2026-03-04