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 0 0 263
Differentiability of the value function in continuous-time economic models 0 0 0 43 0 0 2 161
Differentiability of the value function without interiority assumptions 0 0 0 177 0 0 1 452
Housing prices and credit constraints in competitive search 0 0 0 76 0 4 8 131
Markov Perfect Nash Equilibrium in stochastic differential games as solution of a generalized Euler Equations System 0 0 0 43 0 0 1 150
Moving the Goalposts: Differentiability of the Value Function without Interiority Assumptions 0 0 0 5 0 1 2 70
New approach to stochastic optimal control and applications to economics 0 1 1 26 0 1 1 92
On one-dimensional stochastic control problems: applications to investment models 0 0 0 23 0 1 2 76
On the impossibility of representing infinite utility streams 0 0 0 36 0 0 0 148
Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates 0 0 0 160 1 1 2 612
Recursive Utility and Thompson Aggregators, I: Constructive Existence Theory for the Koopmans Equation 0 0 2 17 0 0 2 35
Recursive Utility and Thompson Aggregators, II: Uniqueness of the Recursive Utility Representation 0 0 2 15 0 0 6 44
Recursive Utility and Turnpike Theory for GMM Thompson Aggregators 0 0 2 14 0 2 6 36
Total Working Papers 0 1 7 693 1 10 33 2,270
3 registered items for which data could not be found

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 0 1 92
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 1 2 60 2 3 4 178
Differentiability of the value function and Euler equation in non-concave discrete-time stochastic dynamic programming 0 0 0 3 0 0 2 34
Differentiability of the value function without interiority assumptions 0 0 0 60 1 1 1 199
Direct Method Comparing Efficient and Nonefficient Payoffs in Differential Games 0 0 0 0 2 2 3 6
Efficient Markov perfect Nash equilibria: theory and application to dynamic fishery games 0 0 0 50 0 0 0 154
Envelope theorem in dynamic economic models with recursive utility 0 0 0 12 0 0 1 50
Equilibrium strategies in a defined benefit pension plan game 0 0 0 2 1 1 3 23
Euler–Lagrange equations of stochastic differential games: application to a game of a productive asset 1 1 1 23 1 1 3 103
Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case 0 0 0 161 0 0 1 610
Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming 0 0 0 0 3 4 6 7
Housing Prices and Credit Constraints in Competitive Search 0 0 1 1 1 4 10 10
Housing Prices and Credit Constraints in Competitive Search 0 0 4 4 1 3 15 15
Identification of Efficient Subgame-Perfect Nash Equilibria in a Class of Differential Games1 0 0 0 1 0 0 1 4
Mean-variance portfolio and contribution selection in stochastic pension funding 0 0 0 21 0 0 1 78
Minimization of risks in pension funding by means of contributions and portfolio selection 0 0 0 69 0 0 1 169
New Approach to Stochastic Optimal Control 0 0 0 0 0 1 2 8
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 0 0 5
On the impossibility of representing infinite utility streams 0 0 0 13 0 1 1 71
Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates 0 0 0 30 0 0 2 93
Optimal investment decisions with a liability: The case of defined benefit pension plans 0 0 0 56 1 2 4 139
Optimal risk management in defined benefit stochastic pension funds 0 0 0 169 0 0 2 340
Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance 0 0 0 2 0 0 2 44
Recursive utility with unbounded aggregators 0 0 0 35 1 1 2 89
Stochastic Differential Games for Which the Open-Loop Equilibrium is Subgame Perfect 0 0 0 3 0 0 1 18
Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes 0 0 0 13 0 0 1 50
Thompson aggregators, Scott continuous Koopmans operators, and Least Fixed Point theory 0 0 0 3 0 1 2 11
Total Journal Articles 1 2 8 819 14 25 72 2,605

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Statistics updated 2025-03-03