Juan Pablo Rincón-Zapatero : Citation Profile


Are you Juan Pablo Rincón-Zapatero?

Universidad Carlos III de Madrid

10

H index

10

i10 index

225

Citations

RESEARCH PRODUCTION:

25

Articles

17

Papers

RESEARCH ACTIVITY:

   24 years (1998 - 2022). See details.
   Cites by year: 9
   Journals where Juan Pablo Rincón-Zapatero has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 16 (6.64 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pri108
   Updated: 2022-09-24    RAS profile: 2022-08-11    
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Relations with other researchers


Works with:

Becker, Robert (4)

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:

Menoncin, Francesco (12)

Kamihigashi, Takashi (10)

Dubey, Ram (9)

Alcantud, José (8)

Rouillon, Sébastien (6)

Matkowski, Janusz (5)

Szydlowski, Martin (5)

Nowak, Andrzej (5)

Strulovici, Bruno (5)

Scaillet, Olivier (5)

Nowak, Andrzej (5)

Cites to:

LE VAN, CUONG (12)

Vailakis, Yiannis (11)

Martins-da-Rocha, V. Filipe (10)

Reffett, Kevin (8)

Boyd, John (8)

Stokey, Nancy (8)

Menoncin, Francesco (8)

Kamihigashi, Takashi (7)

Lucas, Robert (6)

Marinacci, Massimo (6)

AMIR, Rabah (6)

Main data


Where Juan Pablo Rincón-Zapatero has published?


Journals with more than one article published# docs
Journal of Optimization Theory and Applications5
Insurance: Mathematics and Economics4
European Journal of Operational Research4
Economic Theory3
Econometrica2
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía11
CAEPR Working Papers / Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington3
Working Papers / University of Miami, Department of Economics3

Recent works citing Juan Pablo Rincón-Zapatero (2022 and 2021)


YearTitle of citing document
2021MEMORY, MULTIPLE EQUILIBRIA AND EMERGING MARKET CRISES. (2021). Pierri, Damian. In: Documentos de trabajo del Instituto Interdisciplinario de Economía Política (IIEP-BAIRES). RePEc:ake:iiepdt:202162.

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2021On social welfare orders satisfying anonymity and asymptotic density-one Pareto. (2020). Dubey, Ram ; Ruscitti, Francesco ; Laguzzi, Giorgio. In: Papers. RePEc:arx:papers:2008.05879.

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2021Equitable preference relations on infinite utility streams. (2020). Laguzzi, Giorgio ; Dubey, Ram S. In: Papers. RePEc:arx:papers:2012.06481.

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2021Robust equilibrium strategies in a defined benefit pension plan game. (2021). Liang, Zongxia ; Hu, Jiaqi ; Guan, Guohui. In: Papers. RePEc:arx:papers:2103.09121.

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2022Competitive search with two-sided risk aversion. (2022). Jerez, Belen. In: UC3M Working papers. Economics. RePEc:cte:werepe:34383.

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2021A stochastic differential game of duopolistic competition with sticky prices. (2021). Labrecciosa, Paola ; Colombo, Luca. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:122:y:2021:i:c:s0165188920301986.

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2021Advertising and quality improving strategies in a supply chain when facing potential crises. (2021). Navas, Jorge ; Lu, Lijue. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:3:p:839-851.

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2022Optimal dynamic longevity hedge with basis risk. (2022). Zhang, Jinggong ; Weng, Chengguo ; Tan, Ken Seng. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:1:p:325-337.

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2022Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty. (2022). Yannacopoulos, A N ; Weber, G.-W., ; Szczepaski, M ; Kolodziejczyk, K ; Dopierala, L ; Baltas, I. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:3:p:1162-1174.

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2022Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility. (2022). Wang, Suxin ; Zhao, Hui. In: European Journal of Operational Research. RePEc:eee:ejores:v:301:y:2022:i:3:p:1166-1180.

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2021The envelope theorem, Euler and Bellman equations, without differentiability. (2021). Werner, Jan ; Marimon, Ramon. In: Journal of Economic Theory. RePEc:eee:jetheo:v:196:y:2021:i:c:s0022053121001265.

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2021Equitable preference relations on infinite utility streams. (2021). Laguzzi, Giorgio ; Dubey, Ram Sewak. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:97:y:2021:i:c:s0304406821001051.

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2021Superset-robust collective choice rules. (2021). Cato, Sususmu ; Bossert, Walter. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:109:y:2021:i:c:p:126-136.

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2021On social welfare orders satisfying anonymity and asymptotic density-one Pareto. (2021). Ruscitti, Francesco ; Laguzzi, Giorgio ; Dubey, Ram Sewak. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:111:y:2021:i:c:p:26-33.

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2021Advances in growth and macroeconomic dynamics: In memory of Carine Nourry. (2021). Boucekkine, Raouf ; Venditti, Alain ; Seegmuller, Thomas. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:112:y:2021:i:c:p:1-6.

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2021An heterogeneous-agent New-Monetarist model with an application to unemployment. (2021). Wong, Tsz-Nga ; Weill, Pierre-Olivier ; Rocheteau, Guillaume. In: Journal of Monetary Economics. RePEc:eee:moneco:v:117:y:2021:i:c:p:64-90.

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2022Optimal Control Strategies for the Premium Policy of an Insurance Firm with Jump Diffusion Assets and Stochastic Interest Rate. (2022). Guerdouh, Dalila ; Vives, Josep ; Khelfallah, Nabil. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:143-:d:772943.

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2022Performance attribution, time-weighted rate of return, and clean finite change sensitivity index. (2022). Magni, Carlo Alberto ; Marchioni, Andrea. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:1:d:10.1057_s41260-021-00250-0.

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2022HARI: Characteristics of a new defined lifestyle (DL) retirement planning product. (2022). Malladi, Rama. In: Journal of Financial Services Marketing. RePEc:pal:jofsma:v:27:y:2022:i:2:d:10.1057_s41264-021-00108-x.

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2021Memory, Multiple Equilibria and Emerging Market Crises. (2021). Pierri, Damian ; Reffett, Kevin. In: Working Papers. RePEc:sad:wpaper:154.

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2021Symmetric Markovian Games of Commons with Potentially Sustainable Endogenous Growth. (2021). Koulovatianos, Christos ; Hakobyan, Zaruhi. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:11:y:2021:i:1:d:10.1007_s13235-020-00349-w.

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2021How stationarity contradicts intergenerational equity. (2021). Asheim, Geir ; Banerjee, Kuntal ; Mitra, Tapan. In: Economic Theory. RePEc:spr:joecth:v:72:y:2021:i:2:d:10.1007_s00199-020-01296-8.

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Works by Juan Pablo Rincón-Zapatero:


YearTitleTypeCited
2019Housing Prices and Credit Constraints in Competitive Search In: UC3M Working papers. Economics.
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paper1
2020Housing prices and credit constraints in competitive search.(2020) In: UC3M Working papers. Economics.
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This paper has another version. Agregated cites: 1
paper
2022Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming In: UC3M Working papers. Economics.
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paper0
2022Housing prices and credit constraints in competitive search In: UC3M Working papers. Economics.
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2005New approach to stochastic optimal control and applications to economics In: UC3M Working papers. Economics.
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paper0
2007Differentiability of the value function without interiority assumptions In: UC3M Working papers. Economics.
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paper22
2009Differentiability of the value function without interiority assumptions.(2009) In: Journal of Economic Theory.
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This paper has another version. Agregated cites: 22
article
2007Differentiability of the Value Function without Interiority Assumptions.(2007) In: Working Papers.
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This paper has another version. Agregated cites: 22
paper
2007On the impossibility of representing infinite utility streams In: UC3M Working papers. Economics.
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paper24
2009On the impossibility of representing infinite utility streams.(2009) In: Economic Theory.
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This paper has another version. Agregated cites: 24
article
2008Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates In: UC3M Working papers. Economics.
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paper19
2010Optimal asset allocation for aggregated defined benefit pension funds with stochastic interest rates.(2010) In: European Journal of Operational Research.
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article
2008On one-dimensional stochastic control problems: applications to investment models In: UC3M Working papers. Economics.
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paper0
2008Markov Perfect Nash Equilibrium in stochastic differential games as solution of a generalized Euler Equations System In: UC3M Working papers. Economics.
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2010Differentiability of the value function in continuous-time economic models In: UC3M Working papers. Economics.
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paper1
2003Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case In: Econometrica.
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article34
2009Corrigendum 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.
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article1
2004Characterization of Markovian equilibria in a class of differential games In: Journal of Economic Dynamics and Control.
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article4
2005Efficient Markov perfect Nash equilibria: theory and application to dynamic fishery games In: Journal of Economic Dynamics and Control.
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article4
2018Envelope theorem in dynamic economic models with recursive utility In: Economics Letters.
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article0
2008Mean-variance portfolio and contribution selection in stochastic pension funding In: European Journal of Operational Research.
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article17
2012Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes In: European Journal of Operational Research.
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article12
2019Equilibrium strategies in a defined benefit pension plan game In: European Journal of Operational Research.
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article4
2001Minimization of risks in pension funding by means of contributions and portfolio selection In: Insurance: Mathematics and Economics.
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article20
2004Optimal risk management in defined benefit stochastic pension funds In: Insurance: Mathematics and Economics.
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article18
2006Optimal investment decisions with a liability: The case of defined benefit pension plans In: Insurance: Mathematics and Economics.
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article8
2018Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance In: Insurance: Mathematics and Economics.
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article2
2021Thompson aggregators, Scott continuous Koopmans operators, and Least Fixed Point theory In: Mathematical Social Sciences.
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article1
2018Recursive Utility and Thompson Aggregators, I: Constructive Existence Theory for the Koopmans Equation In: CAEPR Working Papers.
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paper0
2018Recursive Utility and Thompson Aggregators, II: Uniqueness of the Recursive Utility Representation In: CAEPR Working Papers.
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2020Recursive Utility and Turnpike Theory for GMM Thompson Aggregators In: CAEPR Working Papers.
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2007Moving the Goalposts: Differentiability of the Value Function without Interiority Assumptions In: Working Papers.
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paper2
2010Differentiability of the Value Function in Continuous–Time Economic Models In: Working Papers.
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2018Stochastic Differential Games for Which the Open-Loop Equilibrium is Subgame Perfect In: Dynamic Games and Applications.
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article0
2020Differentiability of the value function and Euler equation in non-concave discrete-time stochastic dynamic programming In: Economic Theory Bulletin.
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article0
2007Recursive utility with unbounded aggregators In: Economic Theory.
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article17
2015Euler–Lagrange equations of stochastic differential games: application to a game of a productive asset In: Economic Theory.
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article2
2000Identification of Efficient Subgame-Perfect Nash Equilibria in a Class of Differential Games1 In: Journal of Optimization Theory and Applications.
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article0
2003Direct Method Comparing Efficient and Nonefficient Payoffs in Differential Games In: Journal of Optimization Theory and Applications.
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article0
2007New Approach to Stochastic Optimal Control In: Journal of Optimization Theory and Applications.
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article0
2010On a PDE Arising in One-Dimensional Stochastic Control Problems In: Journal of Optimization Theory and Applications.
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article0
1998New Method to Characterize Subgame Perfect Nash Equilibria in Differential Games In: Journal of Optimization Theory and Applications.
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article10

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