10
H index
11
i10 index
246
Citations
Juan Pablo Rincón-Zapatero : Citation Profile
Universidad Carlos III de Madrid | RESEARCH PRODUCTION: 25 Articles 16 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (1998 - 2022). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Juan Pablo Rincón-Zapatero. | Is cited by:
| Cites to:
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Main data
Where Juan Pablo Rincón-Zapatero has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Optimization Theory and Applications | 5 |
| Insurance: Mathematics and Economics | 4 |
| European Journal of Operational Research | 4 |
| Economic Theory | 3 |
| Journal of Economic Dynamics and Control | 2 |
| Econometrica | 2 |
Recent works citing Juan Pablo Rincón-Zapatero (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Optimal management of DB pension fund under both underfunded and overfunded cases. (2023). Xia, YI ; Liang, Zongxia ; Guan, Guohui. In: Papers. RePEc:arx:papers:2302.08731. Full description at Econpapers || Download paper |
| 2023 | Competitive search with two-sided risk aversion. (2023). Jerez, Belen. In: European Economic Review. RePEc:eee:eecrev:v:157:y:2023:i:c:s001429212300096x. Full description at Econpapers || Download paper |
| 2023 | Optimal management of DC pension fund under the relative performance ratio and VaR constraint. (2023). Xia, YI ; Liang, Zongxia ; Guan, Guohui. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:2:p:868-886. Full description at Econpapers || Download paper |
| 2023 | A defined benefit pension plan game with Brownian and Poisson jumps uncertainty. (2023). Lopez-Casado, Paula ; Josa-Fombellida, Ricardo. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:3:p:1294-1311. Full description at Econpapers || Download paper |
Works by Juan Pablo Rincón-Zapatero:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Housing Prices and Credit Constraints in Competitive Search In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 2 |
| 2020 | Housing prices and credit constraints in competitive search.(2020) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2022 | Housing prices and credit constraints in competitive search.(2022) In: UC3M Working papers. Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2022 | Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2005 | New approach to stochastic optimal control and applications to economics In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Differentiability of the value function without interiority assumptions In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 22 |
| 2009 | Differentiability of the value function without interiority assumptions.(2009) In: Journal of Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
| 2007 | Differentiability of the Value Function without Interiority Assumptions.(2007) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2007 | On the impossibility of representing infinite utility streams In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 24 |
| 2009 | On the impossibility of representing infinite utility streams.(2009) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | article | |
| 2008 | Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 23 |
| 2010 | Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates.(2010) In: European Journal of Operational Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
| 2008 | On one-dimensional stochastic control problems: applications to investment models In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Markov Perfect Nash Equilibrium in stochastic differential games as solution of a generalized Euler Equations System In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Differentiability of the value function in continuous-time economic models In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
| 2003 | Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case In: Econometrica. [Citation analysis] | article | 34 |
| 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 In: Econometrica. [Full Text][Citation analysis] | article | 1 |
| 2004 | Characterization of Markovian equilibria in a class of differential games In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 5 |
| 2005 | Efficient Markov perfect Nash equilibria: theory and application to dynamic fishery games In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 4 |
| 2018 | Envelope theorem in dynamic economic models with recursive utility In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2008 | Mean-variance portfolio and contribution selection in stochastic pension funding In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 17 |
| 2012 | Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 16 |
| 2019 | Equilibrium strategies in a defined benefit pension plan game In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 6 |
| 2001 | Minimization of risks in pension funding by means of contributions and portfolio selection In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 22 |
| 2004 | Optimal risk management in defined benefit stochastic pension funds In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 22 |
| 2006 | Optimal investment decisions with a liability: The case of defined benefit pension plans In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 10 |
| 2018 | Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 5 |
| 2021 | Thompson aggregators, Scott continuous Koopmans operators, and Least Fixed Point theory In: Mathematical Social Sciences. [Full Text][Citation analysis] | article | 1 |
| 2018 | Recursive Utility and Thompson Aggregators, I: Constructive Existence Theory for the Koopmans Equation In: CAEPR Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Recursive Utility and Thompson Aggregators, II: Uniqueness of the Recursive Utility Representation In: CAEPR Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Recursive Utility and Turnpike Theory for GMM Thompson Aggregators In: CAEPR Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Moving the Goalposts: Differentiability of the Value Function without Interiority Assumptions In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Stochastic Differential Games for Which the Open-Loop Equilibrium is Subgame Perfect In: Dynamic Games and Applications. [Full Text][Citation analysis] | article | 0 |
| 2020 | Differentiability of the value function and Euler equation in non-concave discrete-time stochastic dynamic programming In: Economic Theory Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2007 | Recursive utility with unbounded aggregators In: Economic Theory. [Full Text][Citation analysis] | article | 17 |
| 2015 | Euler–Lagrange equations of stochastic differential games: application to a game of a productive asset In: Economic Theory. [Full Text][Citation analysis] | article | 2 |
| 2000 | Identification of Efficient Subgame-Perfect Nash Equilibria in a Class of Differential Games1 In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] | article | 0 |
| 2003 | Direct Method Comparing Efficient and Nonefficient Payoffs in Differential Games In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] | article | 0 |
| 2007 | New Approach to Stochastic Optimal Control In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] | article | 0 |
| 2010 | On a PDE Arising in One-Dimensional Stochastic Control Problems In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] | article | 0 |
| 1998 | New Method to Characterize Subgame Perfect Nash Equilibria in Differential Games In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] | article | 10 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team