10
H index
12
i10 index
272
Citations
Juan Pablo Rincón-Zapatero : Citation Profile
Universidad Carlos III de Madrid | RESEARCH PRODUCTION: 28 Articles 16 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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26 years (1998 - 2024). 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:
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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 |
| The Economic Journal | 2 |
Recent works citing Juan Pablo Rincón-Zapatero (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | On the Existence of Recursive Utility. (2025). Kochov, Asen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12091. Full description at Econpapers || Download paper |
| 2025 | Optimal strategies for collective defined contribution plans when the stock and labor markets are co-integrated. (2025). Zhang, Jiannan ; Li, Shuanming ; Chen, Ping ; Jin, Zhuo. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:490:y:2025:i:c:s0096300324006714. Full description at Econpapers || Download paper |
| 2024 | The equilibrium strategy of insurance companies’ dividends and reinsurance games. (2024). Wang, Yueyang ; Xu, Xin ; Yang, BO ; Yao, Dingjun. In: Economics Letters. RePEc:eee:ecolet:v:245:y:2024:i:c:s016517652400524x. Full description at Econpapers || Download paper |
| 2025 | Robust Nash equilibrium for defined contribution pension games with delay under multivariate stochastic covariance models. (2025). Zhang, Yumo ; Zhu, Huainian. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:120:y:2025:i:c:p:236-268. Full description at Econpapers || Download paper |
| 2025 | Optimal investment and benefit strategies for a target benefit pension plan where the risky assets are jump diffusion processes. (2025). Josa-Fombellida, Ricardo ; Lpez-Casado, Paula. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:121:y:2025:i:c:p:100-110. Full description at Econpapers || Download paper |
| 2025 | Equilibrium intergenerational risk-sharing design for a target benefit pension plan. (2025). Zhu, Xiaobai ; Wang, Yumin ; Li, Danping ; Chen, LV. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:275-299. Full description at Econpapers || Download paper |
| 2024 | Asset pricing with time preference shocks: Existence and uniqueness. (2024). Wilms, Ole ; Zhang, Junnan ; Stachurski, John. In: Journal of Economic Theory. RePEc:eee:jetheo:v:216:y:2024:i:c:s0022053123001771. Full description at Econpapers || Download paper |
| 2025 | General theory of equilibrium in models with complementarities. (2025). Sabarwal, Tarun. In: Journal of Economic Theory. RePEc:eee:jetheo:v:224:y:2025:i:c:s0022053125000213. Full description at Econpapers || Download paper |
| 2024 | Labour supply and the cost of house price booms and busts. (2024). Sanchez-Marcos, Virginia ; Low, Hamish. In: Labour Economics. RePEc:eee:labeco:v:90:y:2024:i:c:s0927537124000861. Full description at Econpapers || Download paper |
| 2024 | An approximation approach to dynamic programming with unbounded returns. (2024). Vailakis, Y ; Bloise, G ; le Van, C. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:111:y:2024:i:c:s0304406824000168. Full description at Econpapers || Download paper |
| 2024 | Intergenerational equity and infinite-population ethics: A survey. (2024). Pivato, Marcus ; Fleurbaey, Marc. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:113:y:2024:i:c:s0304406824000818. Full description at Econpapers || Download paper |
| 2025 | A Tarski–Kantorovich theorem for correspondences. (2025). Woźny, Łukasz ; Wony, Ukasz ; Reffett, Kevin ; Olszewski, Wojciech ; Balbus, Ukasz. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:118:y:2025:i:c:s0304406825000230. Full description at Econpapers || Download paper |
| 2024 | Life-cycle planning with CEV model and time-inconsistent preferences. (2024). Wang, Rongming ; Siu, Tak Kuen ; Hu, Shujie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005094. Full description at Econpapers || Download paper |
| 2025 | Mortgage Market Structure and the Transmission of Monetary Policy During the Great Inflation. (2025). Ozkan, Serdar ; Mitman, Kurt ; Larkin, Kieran ; Hedlund, Aaron. In: Working Papers. RePEc:fip:fedlwp:101282. Full description at Econpapers || Download paper |
| 2025 | Mortgage Market Structure and the Transmission of Monetary Policy During the Great Inflation. (2025). Mitman, Kurt ; Larkin, Kieran ; Hedlund, Aaron ; Ozkan, Serdar. In: IZA Discussion Papers. RePEc:iza:izadps:dp17971. Full description at Econpapers || Download paper |
| 2025 | Linear–State Control Problems and Differential Games: Deterministic and Stochastic Systems. (2025). Hernndezlerma, Onsimo ; Mrquezprado, Jos. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:205:y:2025:i:2:d:10.1007_s10957-025-02657-w. 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 | 5 |
| 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: 5 | 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: 5 | paper | |
| 2023 | Housing Prices and Credit Constraints in Competitive Search.(2023) In: The Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2024 | Housing Prices and Credit Constraints in Competitive Search.(2024) In: The Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 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 |
| 2024 | Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming.(2024) In: Theoretical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 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 | 23 |
| 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: 23 | article | |
| 2007 | Differentiability of the Value Function without Interiority Assumptions.(2007) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2007 | On the impossibility of representing infinite utility streams In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 25 |
| 2009 | On the impossibility of representing infinite utility streams.(2009) In: Economic Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | 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 | 24 |
| 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: 24 | 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 | 37 |
| 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.(2009) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | article | |
| 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 | 17 |
| 2019 | Equilibrium strategies in a defined benefit pension plan game In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 10 |
| 2001 | Minimization of risks in pension funding by means of contributions and portfolio selection In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 23 |
| 2004 | Optimal risk management in defined benefit stochastic pension funds In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 24 |
| 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 | 7 |
| 2021 | Thompson aggregators, Scott continuous Koopmans operators, and Least Fixed Point theory In: Mathematical Social Sciences. [Full Text][Citation analysis] | article | 5 |
| 2018 | Recursive Utility and Thompson Aggregators, I: Constructive Existence Theory for the Koopmans Equation In: CAEPR Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Recursive Utility and Thompson Aggregators, II: Uniqueness of the Recursive Utility Representation In: CAEPR Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 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 | 1 |
| 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 | 18 |
| 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. Last updated December, 22 2025. Contact: CitEc Team