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Information about:
Juan Pablo Rincón-Zapatero

Personal Details | Affiliation | Works
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 RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Juan Pablo
Middle Name:
Last Name: Rincón-Zapatero
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RePEc Short-ID: pri108

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Homepage: http://www.eco.uc3m.es/personal/info_contacto/jrincon.html
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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. [Downloadable!]

  2. 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. [Downloadable!]

  3. 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. [Downloadable!]
    Other versions:

  4. Ricardo Josa-Fombellida & Juan Pablo Rincón-Zapatero, 2005. "New approach to stochastic optimal control and applications to economics," Economics Working Papers ws053219, Universidad Carlos III, Departamento de Economía. [Downloadable!]

Articles

  1. 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. [Downloadable!] (restricted)

  2. Juan Rincón-Zapatero & Carlos Rodríguez-Palmero, 2007. "Recursive utility with unbounded aggregators," Economic Theory, Springer, vol. 33(2), pages 381-391, November. [Downloadable!] (restricted)

  3. 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. [Downloadable!] (restricted)

  4. 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. [Downloadable!] (restricted)

  5. 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. [Downloadable!] (restricted)

  6. 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. [Downloadable!] (restricted)

  7. 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. [Downloadable!] (restricted)

  8. 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. [Downloadable!] (restricted)

NEP Fields

3 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-UPT: Utility Models & Prospect Theory (1) 2007-07-13 Author is listed
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This page was last updated on 2008-9-30.

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