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 3 6 269
Differentiability of the value function in continuous-time economic models 0 0 0 43 2 2 2 163
Differentiability of the value function without interiority assumptions 0 0 1 178 1 4 8 460
Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming 1 1 1 23 3 4 5 26
Housing Prices and Credit Constraints in Competitive Search 0 0 0 67 2 10 10 137
Housing prices and credit constraints in competitive search 0 0 0 16 4 7 7 40
Housing prices and credit constraints in competitive search 0 0 0 76 5 6 13 143
Markov Perfect Nash Equilibrium in stochastic differential games as solution of a generalized Euler Equations System 0 0 0 43 1 2 2 152
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 0 26 1 2 2 94
On one-dimensional stochastic control problems: applications to investment models 0 0 0 23 1 1 2 78
On the impossibility of representing infinite utility streams 0 0 0 36 1 2 2 150
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 1 4 5 40
Recursive Utility and Thompson Aggregators, II: Uniqueness of the Recursive Utility Representation 0 0 0 15 2 3 3 47
Recursive Utility and Turnpike Theory for GMM Thompson Aggregators 0 0 0 14 0 3 5 39
Total Working Papers 1 1 2 800 25 54 76 2,522

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 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 1 9 184
Differentiability of the value function and Euler equation in non-concave discrete-time stochastic dynamic programming 0 0 0 3 1 4 4 38
Differentiability of the value function without interiority assumptions 0 1 3 63 1 5 9 207
Direct Method Comparing Efficient and Nonefficient Payoffs in Differential Games 0 0 0 0 3 5 7 11
Efficient Markov perfect Nash equilibria: theory and application to dynamic fishery games 0 0 1 51 1 2 3 157
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 3 6 9 31
Euler–Lagrange equations of stochastic differential games: application to a game of a productive asset 0 1 3 25 1 7 17 119
Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case 0 0 0 161 1 4 6 616
Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming 0 0 1 1 4 5 13 16
Housing Prices and Credit Constraints in Competitive Search 0 0 1 5 0 5 13 26
Housing Prices and Credit Constraints in Competitive Search 0 1 2 3 1 7 16 22
Identification of Efficient Subgame-Perfect Nash Equilibria in a Class of Differential Games1 0 0 0 1 1 3 4 8
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 0 1 2 171
New Approach to Stochastic Optimal Control 0 0 0 0 1 5 5 13
New Method to Characterize Subgame Perfect Nash Equilibria in Differential Games 0 0 0 0 6 6 6 11
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 1 5 9 79
Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates 0 0 0 30 1 4 4 97
Optimal investment decisions with a liability: The case of defined benefit pension plans 0 0 0 56 2 2 4 141
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 4 48
Recursive utility with unbounded aggregators 0 0 0 35 1 3 4 92
Stochastic Differential Games for Which the Open-Loop Equilibrium is Subgame Perfect 0 0 0 3 1 2 3 21
Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes 1 1 1 14 2 2 3 53
Thompson aggregators, Scott continuous Koopmans operators, and Least Fixed Point theory 0 0 0 3 2 3 5 16
Total Journal Articles 1 5 18 835 35 95 169 2,752

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Statistics updated 2026-01-09