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Juan Pablo Rincón-Zapatero

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This is information that was supplied by Juan Pablo Rincón-Zapatero in registering through RePEc. If you are Juan Pablo Rincón-Zapatero , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Juan Pablo
Middle Name:
Last Name: Rincón-Zapatero
Suffix:

RePEc Short-ID: pri108

Email:
Homepage: http://www.eco.uc3m.es/~jrincon
Postal Address:
Phone:

Affiliation

Departamento de Economía
Universidad Carlos III de Madrid
Location: Madrid, Spain
Homepage: http://www.eco.uc3m.es/
Email:
Phone: +34-91 6249594
Fax: +34-91 6249329
Postal: C./ Madrid, 126, 28903 Getafe (Madrid)
Handle: RePEc:edi:deuc3es (more details at EDIRC)

Works

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Working papers

  1. Juan Pablo Rincón-Zapatero & Manuel S. Santos, 2010. "Differentiability of the value function in continuous-time economic models," Economics Working Papers we1022, Universidad Carlos III, Departamento de Economía.
  2. Ricardo Josa-Fombedilla & Juan Pablo Rincon-Zapatero, 2008. "Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates," Economics Working Papers we078148, Universidad Carlos III, Departamento de Economía.
  3. Ricardo Josa-Fombellida & Juan Pablo Rincón-Zapatero, 2008. "On one-dimensional stochastic control problems: applications to investment models," Economics Working Papers we086630, Universidad Carlos III, Departamento de Economía.
  4. Ricardo Josa-Fombellida & Juan Pablo Rincón-Zapatero, 2008. "Markov Perfect Nash Equilibrium in stochastic differential games as solution of a generalized Euler Equations System," Economics Working Papers we086731, Universidad Carlos III, Departamento de Economía.
  5. Juan A. Crespo & Carmelo Núñez & Juan Pablo Rincón-Zapatero, 2007. "On the impossibility of representing infinite utility streams," Economics Working Papers we075530, Universidad Carlos III, Departamento de Economía.
  6. Manuel S. Santos & Juan Pablo Rincon-Zapatero, 2007. "Moving the Goalposts: Differentiability of the Value Function without Interiority Assumptions," Working Papers 0614, University of Miami, Department of Economics.
  7. Juan Pablo Rincon-Zapatero & Manuel S. Santos, 2007. "Differentiability of the value function without interiority assumptions," Economics Working Papers we071405, Universidad Carlos III, Departamento de Economía.
  8. Ricardo Josa-Fombellida & Juan Pablo Rincón-Zapatero, 2005. "New approach to stochastic optimal control and applications to economics," Economics Working Papers we053219, Universidad Carlos III, Departamento de Economía.

Articles

  1. Josa-Fombellida, Ricardo & Rincón-Zapatero, Juan Pablo, 2012. "Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes," European Journal of Operational Research, Elsevier, vol. 220(2), pages 404-413.
  2. Josa-Fombellida, Ricardo & Rincón-Zapatero, Juan Pablo, 2010. "Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates," European Journal of Operational Research, Elsevier, vol. 201(1), pages 211-221, February.
  3. Juan Pablo Rincón-Zapatero & Carlos Rodríguez-Palmero, 2009. "Corrigendum to "Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case" Econometrica, Vol. 71, No. 5 (September, 2003), 1519-1555," Econometrica, Econometric Society, vol. 77(1), pages 317-318, 01.
  4. Rincón-Zapatero, Juan Pablo & Santos, Manuel S., 2009. "Differentiability of the value function without interiority assumptions," Journal of Economic Theory, Elsevier, vol. 144(5), pages 1948-1964, September.
  5. Juan Crespo & Carmelo Nuñez & Juan Rincón-Zapatero, 2009. "On the impossibility of representing infinite utility streams," Economic Theory, Springer, vol. 40(1), pages 47-56, July.
  6. Josa-Fombellida, Ricardo & Rincon-Zapatero, Juan Pablo, 2008. "Mean-variance portfolio and contribution selection in stochastic pension funding," European Journal of Operational Research, Elsevier, vol. 187(1), pages 120-137, May.
  7. Juan Rincón-Zapatero & Carlos Rodríguez-Palmero, 2007. "Recursive utility with unbounded aggregators," Economic Theory, Springer, vol. 33(2), pages 381-391, November.
  8. Josa-Fombellida, Ricardo & Rincon-Zapatero, Juan Pablo, 2006. "Optimal investment decisions with a liability: The case of defined benefit pension plans," Insurance: Mathematics and Economics, Elsevier, vol. 39(1), pages 81-98, August.
  9. Martin-Herran, G. & Rincon-Zapatero, J.P., 2005. "Efficient Markov perfect Nash equilibria: theory and application to dynamic fishery games," Journal of Economic Dynamics and Control, Elsevier, vol. 29(6), pages 1073-1096, June.
  10. Rincon-Zapatero, J. P., 2004. "Characterization of Markovian equilibria in a class of differential games," Journal of Economic Dynamics and Control, Elsevier, vol. 28(7), pages 1243-1266, April.
  11. Josa-Fombellida, Ricardo & Rincon-Zapatero, Juan Pablo, 2004. "Optimal risk management in defined benefit stochastic pension funds," Insurance: Mathematics and Economics, Elsevier, vol. 34(3), pages 489-503, June.
  12. Juan Pablo RincÛn-Zapatero & Carlos RodrÌguez-Palmero, 2003. "Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case," Econometrica, Econometric Society, vol. 71(5), pages 1519-1555, 09.
  13. Josa-Fombellida, Ricardo & Rincon-Zapatero, Juan Pablo, 2001. "Minimization of risks in pension funding by means of contributions and portfolio selection," Insurance: Mathematics and Economics, Elsevier, vol. 29(1), pages 35-45, August.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-DGE: Dynamic General Equilibrium (1) 2007-03-31. Author is listed
  2. NEP-HPE: History & Philosophy of Economics (1) 2010-10-16. Author is listed
  3. NEP-UPT: Utility Models & Prospect Theory (1) 2007-07-13. Author is listed

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