Juan Pablo Rincón-Zapatero
Names
| first: |
Juan Pablo |
| last: |
Rincón-Zapatero |
Identifer
Contact
Affiliations
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Universidad Carlos III de Madrid
/ Departamento de Economía
Research profile
author of:
- Housing Prices and Credit Constraints in Competitive Search (repec:cte:werepe:28874)
by Díaz, Antonia & Jerez, Belén & Rincón-Zapatero, Juan Pablo - Housing prices and credit constraints in competitive search (repec:cte:werepe:30623)
by Díaz Rodríguez, Antonia & Jerez, Belén & Rincón-Zapatero, Juan Pablo - Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming (repec:cte:werepe:35342)
by Rincón-Zapatero, Juan Pablo - Housing prices and credit constraints in competitive search (repec:cte:werepe:35536)
by Díaz, Antonia & Jerez, Belén & Rincón-Zapatero, Juan Pablo - New approach to stochastic optimal control and applications to economics (repec:cte:werepe:we053219)
by Josa-Fombellida, Ricardo & Rincón-Zapatero, Juan Pablo - Differentiability of the value function without interiority assumptions (repec:cte:werepe:we071405)
by Rincón-Zapatero, Juan Pablo & Santos, Manuel S. - On the impossibility of representing infinite utility streams (repec:cte:werepe:we075530)
by Crespo, Juan A. & Núñez, Carmelo & Rincón-Zapatero, Juan Pablo - Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates (repec:cte:werepe:we078148)
by Josa-Fombellida, Ricardo & Rincón-Zapatero, Juan Pablo - On one-dimensional stochastic control problems: applications to investment models (repec:cte:werepe:we086630)
by Josa-Fombellida, Ricardo & Rincón-Zapatero, Juan Pablo - Markov Perfect Nash Equilibrium in stochastic differential games as solution of a generalized Euler Equations System (repec:cte:werepe:we086731)
by Josa-Fombellida, Ricardo & Rincón-Zapatero, Juan Pablo - Differentiability of the value function in continuous-time economic models (repec:cte:werepe:we1022)
by Rincón-Zapatero, Juan Pablo & Santos, Manuel S. - Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case (repec:ecm:emetrp:v:71:y:2003:i:5:p:1519-1555)
by Juan Pablo RincÛn-Zapatero & Carlos RodrÌguez-Palmero - Corrigendum to "Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case" Econometrica, Vol. 71, No. 5 (September, 2003), 1519-1555 (repec:ecm:emetrp:v:77:y:2009:i:1:p:317-318)
by Juan Pablo Rincón-Zapatero & Carlos Rodríguez-Palmero - Characterization of Markovian equilibria in a class of differential games (repec:eee:dyncon:v:28:y:2004:i:7:p:1243-1266)
by Rincon-Zapatero, J. P. - Efficient Markov perfect Nash equilibria: theory and application to dynamic fishery games (repec:eee:dyncon:v:29:y:2005:i:6:p:1073-1096)
by Martin-Herran, G. & Rincon-Zapatero, J.P. - Envelope theorem in dynamic economic models with recursive utility (repec:eee:ecolet:v:163:y:2018:i:c:p:10-12)
by Rincón-Zapatero, Juan Pablo & Zhao, Yanyun - Mean-variance portfolio and contribution selection in stochastic pension funding (repec:eee:ejores:v:187:y:2008:i:1:p:120-137)
by Josa-Fombellida, Ricardo & Rincon-Zapatero, Juan Pablo - Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates (repec:eee:ejores:v:201:y:2010:i:1:p:211-221)
by Josa-Fombellida, Ricardo & Rincón-Zapatero, Juan Pablo - Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes (repec:eee:ejores:v:220:y:2012:i:2:p:404-413)
by Josa-Fombellida, Ricardo & Rincón-Zapatero, Juan Pablo - Equilibrium strategies in a defined benefit pension plan game (repec:eee:ejores:v:275:y:2019:i:1:p:374-386)
by Josa-Fombellida, Ricardo & Rincón-Zapatero, Juan Pablo - Minimization of risks in pension funding by means of contributions and portfolio selection (repec:eee:insuma:v:29:y:2001:i:1:p:35-45)
by Josa-Fombellida, Ricardo & Rincon-Zapatero, Juan Pablo - Optimal risk management in defined benefit stochastic pension funds (repec:eee:insuma:v:34:y:2004:i:3:p:489-503)
by Josa-Fombellida, Ricardo & Rincon-Zapatero, Juan Pablo - Optimal investment decisions with a liability: The case of defined benefit pension plans (repec:eee:insuma:v:39:y:2006:i:1:p:81-98)
by Josa-Fombellida, Ricardo & Rincon-Zapatero, Juan Pablo - Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance (repec:eee:insuma:v:82:y:2018:i:c:p:73-86)
by Josa-Fombellida, Ricardo & López-Casado, Paula & Rincón-Zapatero, Juan Pablo - Differentiability of the value function without interiority assumptions (repec:eee:jetheo:v:144:y:2009:i:5:p:1948-1964)
by Rincón-Zapatero, Juan Pablo & Santos, Manuel S. - Thompson aggregators, Scott continuous Koopmans operators, and Least Fixed Point theory (repec:eee:matsoc:v:112:y:2021:i:c:p:84-97)
by Becker, Robert A. & Rincón-Zapatero, Juan Pablo - Recursive Utility and Thompson Aggregators, I: Constructive Existence Theory for the Koopmans Equation (repec:inu:caeprp:2018006)
by Robert Becker & Juan Pablo Rincon-Zapatero - Recursive Utility and Thompson Aggregators, II: Uniqueness of the Recursive Utility Representation (repec:inu:caeprp:2018008)
by Robert Becker & Juan Pablo Rincon-Zapatero - Recursive Utility and Turnpike Theory for GMM Thompson Aggregators (repec:inu:caeprp:2020001)
by Robert A. Becker & Juan Pablo Rincon-Zapatero - Moving the Goalposts: Differentiability of the Value Function without Interiority Assumptions (repec:mia:wpaper:0614)
by Manuel S. Santos & Juan Pablo Rincon-Zapatero - Differentiability of the Value Function without Interiority Assumptions (repec:mia:wpaper:0704)
by Manuel Santos & Juan Pablo Rincon-Zapatero - Housing Prices and Credit Constraints in Competitive Search (repec:oup:econjl:v:134:y:2023:i:657:p:220-270.)
by Antonia Díaz & Belén Jerez & Juan Pablo Rincón-Zapatero - Housing Prices and Credit Constraints in Competitive Search (repec:oup:econjl:v:134:y:2024:i:657:p:220-270.)
by Antonia Díaz & Belén Jerez & Juan Pablo Rincón-Zapatero - Stochastic Differential Games for Which the Open-Loop Equilibrium is Subgame Perfect (repec:spr:dyngam:v:8:y:2018:i:2:d:10.1007_s13235-017-0221-y)
by Ricardo Josa-Fombellida & Juan Pablo Rincón-Zapatero - Differentiability of the value function and Euler equation in non-concave discrete-time stochastic dynamic programming (repec:spr:etbull:v:8:y:2020:i:1:d:10.1007_s40505-019-00166-4)
by Juan Pablo Rincón-Zapatero - Recursive utility with unbounded aggregators (repec:spr:joecth:v:33:y:2007:i:2:p:381-391)
by Juan Rincón-Zapatero & Carlos Rodríguez-Palmero - On the impossibility of representing infinite utility streams (repec:spr:joecth:v:40:y:2009:i:1:p:47-56)
by Juan Crespo & Carmelo Nuñez & Juan Rincón-Zapatero - Euler–Lagrange equations of stochastic differential games: application to a game of a productive asset (repec:spr:joecth:v:59:y:2015:i:1:p:61-108)
by Ricardo Josa-Fombellida & Juan Rincón-Zapatero - Identification of Efficient Subgame-Perfect Nash Equilibria in a Class of Differential Games1 (repec:spr:joptap:v:104:y:2000:i:1:d:10.1023_a:1004693109541)
by J. P. Rincón-Zapatero & G. Martín-Herrán & J. Martínez - Direct Method Comparing Efficient and Nonefficient Payoffs in Differential Games (repec:spr:joptap:v:119:y:2003:i:2:d:10.1023_b:jota.0000005453.96575.2a)
by J.P. Rincón-Zapatero & G. Martín-Herrán - New Approach to Stochastic Optimal Control (repec:spr:joptap:v:135:y:2007:i:1:d:10.1007_s10957-007-9262-5)
by R. Josa-Fombellida & J. P. Rincón-Zapatero - On a PDE Arising in One-Dimensional Stochastic Control Problems (repec:spr:joptap:v:147:y:2010:i:1:d:10.1007_s10957-010-9712-3)
by Ricardo Josa-Fombellida & Juan Pablo Rincón-Zapatero - New Method to Characterize Subgame Perfect Nash Equilibria in Differential Games (repec:spr:joptap:v:96:y:1998:i:2:d:10.1023_a:1022674215872)
by J. P. Rincón-Zapatero & J. Martínez & G. Martín-Herrán - Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming (repec:the:publsh:5161)
by Rincón-Zapatero, Juan Pablo