The data shown for the Universidad Carlos III de Madrid are partial, as they are intended to answer 2 questions:

  • Who is researching a specific topic?
  • What is an expert, group or particular department researching?

The search results will adhere to the following limits: active Researchers at Carlos III University of Madrid, Projects since 2006 and Publications, Theses, Patents and Software since 2008.

Rincon Zapatero, Juan Pablo jrincon@eco.uc3m.es

Publications

Funding and Investment Decisions in a Stochastic Defined Benefit Pension Plan with Several Levels of Labor-Income Earnings

  • Josa Fombellida, Ricardo
  • Rincon Zapatero, Juan Pablo

COMPUTERS & OPERATIONS RESEARCH (p. 47-63) - 1/2008

https://doi.org/10.1016/j.cor.2006.02.021 View at source

  • EISSN 1873-765X
  • ISSN 0305-0548
Open Access

Stochastic differential games for which the open-loop equilibrium is subgame perfect.

  • Josa Fombellida, Ricardo
  • Rincon Zapatero, Juan Pablo

Dynamic Games and Applications - 6/2018

https://doi.org/10.1007/s13235-017-0221-y View at source

  • EISSN 2153-0793
  • ISSN 2153-0785

Corrigendum to "Existence and Uniqueness of Solutions to the Bellman Equation in the Unbounded Case"

  • Rincon Zapatero, Juan Pablo
  • Rodriguez Palmero, Carlos

ECONOMETRICA (p. 317-318) - 1/2009

https://doi.org/10.3982/ecta7770 View at source

  • EISSN 1468-0262
  • ISSN 0012-9682
Open Access

Euler-Lagrange equations of stochastic differential games: application to a game of a productive asset

  • Josa Fombellida, Ricardo
  • Rincon Zapatero, Juan Pablo

ECONOMIC THEORY (p. 61-108) - 5/2015

https://doi.org/10.1007/s00199-015-0873-z View at source

  • EISSN 1432-0479
  • ISSN 0938-2259

On the Imposibility of Representing Infinite Utility Streams

  • Crespo, Juan Alfonso
  • Nunez, Carmelo
  • Rincon-Zapatero, Juan Pablo;

ECONOMIC THEORY (p. 47-56) - 1/10/2009

https://doi.org/10.1007/s00199-008-0364-6 View at source

  • EISSN 1432-0479
  • ISSN 09382259
Open Access

Envelope theorem in dynamic economic models with recursive utility

  • Rincon Zapatero, Juan Pablo
  • Zhao, Yanyun

ECONOMICS LETTERS (p. 10-12) - 2/2018

https://doi.org/10.1016/j.econlet.2017.11.018 View at source

  • EISSN 1873-7374
  • ISSN 0165-1765

Stochastic pension funding when the benefit and the risky asset follow jump diffusion processes

  • Josa Fombellida, Ricardo
  • Rincon Zapatero, Juan Pablo

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (p. 404-413) - 7/2012

https://doi.org/10.1016/j.ejor.2012.01.033 View at source

  • EISSN 1872-6860
  • ISSN 0377-2217

Optimal Asset Allocation for Aggregated Defined Benefit Pension Funds with Stochastic Interest Rates

  • Josa Fombellida, Ricardo
  • Rincon Zapatero, Juan Pablo

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (p. 211-221) - 2/2010

https://doi.org/10.1016/j.ejor.2009.02.021 View at source

  • EISSN 1872-6860
  • ISSN 0377-2217
Open Access

Equilibrium strategies in a defined benefit pension plan game

  • Josa Fombellida, Ricardo
  • Rincon Zapatero, Juan Pablo

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (p. 374-386) - 5/2019

https://doi.org/10.1016/j.ejor.2018.11.018 View at source

  • EISSN 1872-6860
  • ISSN 0377-2217

Mean-Variance Portfolio and Contribution Selection in Stochastic Pension Funding

  • Josa Fombellida, Ricardo
  • Rincon Zapatero, Juan Pablo

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (p. 120-137) - 5/2008

https://doi.org/10.1016/j.ejor.2007.03.002 View at source

  • EISSN 1872-6860
  • ISSN 0377-2217

This researcher has no books.

Optimal Mean Variance Portfolio in Pension Funding with Stochastic Interest Rates. In: New Frontiers in Insurance and Bank Risk Management

  • Rincon Zapatero, Juan Pablo
  • Josa Fombellida, Ricardo

New Frontiers in Insurance and Bank Risk Management (p. 55-68) - 6/2009

Editor: MCGRAW HILL INTERAMERICANA DE ESPAÑA,S.A,

  • ISBN 978-88-386-6061-0

Aggregator Characterization of Implicitly Additive Utility: Consequences for Optimal Growth

  • Rincon Zapatero, Juan Pablo

13th SAET Conference on Current Trends in Economics MINES ParisTech, July 22-27, 2013 - 2013

A noncoperative differential game of stochastic productive assets

  • Josa Fombellida, Ricardo
  • Rincon Zapatero, Juan Pablo

8th Eighth International ISDG (International Society of Dynamic Games) Workshop - 2011

A stochastic differential game of a productive asset: an Euler Equation approach

  • Rincon Zapatero, Juan Pablo
  • Josa Fombellida, Ricardo

Ninth International ISDG Workshop (BCN 5-6 July 2013) - 2013

On global stackelberg equilibrium in differential games of infinite horizon

  • Rincon Zapatero, Juan Pablo

Sixteenth International Symposium on Dynamic Games and Applications - 2014

Open Access

Subgame Perfect Nash Equilibrium as solution of a control problem

  • Rincon Zapatero, Juan Pablo

XXXVII Congreso nacional SEIO. XI Jornadas de estadística pública (p. 61) - 2018

Editor: UNIVERSIDAD DE OVIEDO

  • ISBN 9788416664986

Differentiability of the Value Function in Continuous-Time Economic Models

  • Rincon Zapatero, Juan Pablo
  • Santos, M.

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS (p. 305-323) - 6/2010

Editor: UNIVERSIDAD CARLOS III DE MADRID

https://doi.org/10.1016/j.jmaa.2012.04.056 View at source

  • EISSN 1096-0813
  • ISSN 0022-247X
Open Access

Housing prices and credit constraints in competitive search

  • Diaz Rodriguez, Antonia
  • Jerez Garcia-vaquero, Maria Belen
  • Rincon Zapatero, Juan Pablo

2020

Editor: UNIVERSIDAD CARLOS III DE MADRID

Existence and uniqueness of solutions to the Bellman equation in stochastic dynamic programming

  • Rincon Zapatero, Juan Pablo

2022

Editor: UNIVERSIDAD CARLOS III DE MADRID

This researcher has no technical reports.

H2019/HUM-5891 - MM. Madrid-Economía Política y Regulación

  • Vazquez Hernandez, Francisco Jose (Miembro del equipo de investigación)

Period: 01-01-2020 - 30-04-2023

Type of funding: Regional

Funding entity: CAM. CONSEJERÍA DE EDUCACIÓN E INVESTIGACION

Amount of funding: 12880,00 Euros.

Essays in the theory of repeated games

  • Osorio Da Costa, Antonio Miguel
  • Rincon Zapatero, Juan Pablo

Reading date: 09-07-2010

This researcher has no patents or software licenses.

Last data update: 4/8/24 3:56 PM